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Derivative Instruments (Details 7) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2012
Dec. 31, 2011
Credit Exposure of Derivative Contracts    
Estimated fair value of derivatives in net asset (liability) position $ 136,100 $ 227,399
Cash provided as collateral 0 0
Securities provided as collateral (35,623) (27,052)
Cash received as collateral (140,915) (241,480)
Securities received as collateral (30,146) (997)
Net credit exposure 662 11,974
Margin account related to exchange-traded futures $ 15,742 $ 18,153