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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 | 6 Months Ended | 12 Months Ended | 6 Months Ended | 12 Months Ended | 6 Months Ended | 12 Months Ended | 6 Months Ended | 12 Months Ended | 6 Months Ended | 12 Months Ended | 6 Months Ended | 12 Months Ended | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Jun. 30, 2012
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Jun. 30, 2011
|
Jun. 30, 2012
|
Jun. 30, 2011
|
Jun. 30, 2012
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Credit Default Swap, Buying Protection [Member]
|
Jun. 30, 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]
|
Jun. 30, 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]
|
Jun. 30, 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]
|
Jun. 30, 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]
|
Jun. 30, 2012
Maturity Date, 06/20/2017 [Member]
Credit Default Swap, Buying Protection [Member]
|
Jun. 30, 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 | Jun. 20, 2017 | May 25, 2046 | May 25, 2046 | ||||||
| Derivative, Average Basis Spread on Variable Rate | 36595.00% | 34194.00% | 46000.00% | 46000.00% | 18190.00% | 17250.00% | 10550.00% | 10500.00% | 68282.00% | 68438.00% | 58618.00% | 35600.00% | 37723.00% | ||||
| Derivative, Notional Amount | $ (541,444) | $ (544,699) | $ (45,000) | $ (45,000) | $ (105,000) | $ (105,000) | $ (100,000) | $ (150,000) | $ (121,000) | $ (125,000) | $ (99,000) | $ (71,444) | $ (119,699) | ||||
| Derivative, Fair Value, Net | 42,173 | 86,136 | 47 | 2,422 | 479 | 3,742 | (1,051) | 2,074 | 4,360 | 10,200 | 3,190 | 35,148 | 67,698 | ||||
| Derivative, Cost | (55,795) | (77,091) | (3,127) | (3,127) | (3,225) | (3,225) | (260) | (355) | (13,062) | (13,062) | (3,563) | (32,558) | (57,322) | ||||
| Derivative, Gain (Loss) on Derivative, Net | $ (7,617) | $ 9,766 | $ (16,507) | $ 15,113 | $ (13,622) | $ 9,045 | $ (3,080) | $ (705) | $ (2,746) | $ 517 | $ (1,311) | $ 1,719 | $ (8,702) | $ (2,862) | $ (373) | $ 2,590 | $ 10,376 |