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Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) (USD $)
In Thousands, unless otherwise specified |
3 Months Ended | 12 Months Ended | 3 Months Ended | 12 Months Ended | 3 Months Ended | 12 Months Ended | 3 Months Ended | 12 Months Ended | 3 Months Ended | 12 Months Ended | 3 Months Ended | 12 Months Ended | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Mar. 31, 2012
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Mar. 31, 2011
|
Mar. 31, 2012
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Credit Default Swap, Buying Protection [Member]
|
Mar. 31, 2012
Maturity Date, 09/20/2013 [Member]
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Maturity Date, 09/20/2013 [Member]
Credit Default Swap, Buying Protection [Member]
|
Mar. 31, 2012
Maturity Date, 12/20/2013 [Member]
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Maturity Date, 12/20/2013 [Member]
Credit Default Swap, Buying Protection [Member]
|
Mar. 31, 2012
Maturity Date, 06/20/2016 [Member]
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Maturity Date, 06/20/2016 [Member]
Credit Default Swap, Buying Protection [Member]
|
Mar. 31, 2012
Maturity Date, 12/20/2016 [Member]
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Maturity Date, 12/20/2016 [Member]
Credit Default Swap, Buying Protection [Member]
|
Mar. 31, 2012
Maturity Date, 05/25/2046 [Member]
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Maturity Date, 05/25/2046 [Member]
Credit Default Swap, Buying Protection [Member]
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| Derivative [Line Items] | ||||||||||||||
| Derivative, Maturity Date | Sep. 20, 2013 | Sep. 20, 2013 | Dec. 20, 2013 | Dec. 20, 2013 | Jun. 20, 2016 | Jun. 20, 2016 | Dec. 20, 2016 | Dec. 20, 2016 | May 25, 2046 | May 25, 2046 | ||||
| Derivative, Average Basis Spread on Variable Rate | 33976.00% | 34194.00% | 46000.00% | 46000.00% | 18190.00% | 17250.00% | 10500.00% | 10500.00% | 68322.00% | 68438.00% | 37723.00% | 37723.00% | ||
| Notional Amount of Derivatives | $ (541,426) | $ (544,699) | $ (45,000) | $ (45,000) | $ (105,000) | $ (105,000) | $ (150,000) | $ (150,000) | $ (122,000) | $ (125,000) | $ (119,426) | $ (119,699) | ||
| Derivative, Fair Value, Net | 62,924 | 86,136 | 277 | 2,422 | 1,312 | 3,742 | (2,480) | 2,074 | 3,556 | 10,200 | 60,259 | 67,698 | ||
| Derivative, Cost | (77,091) | (77,091) | (3,127) | (3,127) | (3,225) | (3,225) | (355) | (355) | (13,062) | (13,062) | (57,322) | (57,322) | ||
| Derivative, Gain (Loss) on Derivative, Net | $ (8,890) | $ 5,347 | $ (14,167) | $ 9,045 | $ (2,850) | $ (705) | $ (1,913) | $ 517 | $ (2,835) | $ 1,719 | $ (9,506) | $ (2,862) | $ 2,937 | $ 10,376 |