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Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Provide 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 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Jun. 30, 2012
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Jun. 30, 2011
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Jun. 30, 2012
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Jun. 30, 2011
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Jun. 30, 2012
Credit Default Swap, Buying Protection [Member]
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Dec. 31, 2011
Credit Default Swap, Buying Protection [Member]
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Jun. 30, 2012
Credit Default Swap, Selling Protection [Member]
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Dec. 31, 2011
Credit Default Swap, Selling Protection [Member]
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Jun. 30, 2012
Maturity Date, 07/25/2036 [Member]
Credit Default Swap, Selling Protection [Member]
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Dec. 31, 2011
Maturity Date, 07/25/2036 [Member]
Credit Default Swap, Selling Protection [Member]
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Jun. 30, 2012
Maturity Date, 05/25/2046 [Member]
Credit Default Swap, Buying Protection [Member]
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Dec. 31, 2011
Maturity Date, 05/25/2046 [Member]
Credit Default Swap, Buying Protection [Member]
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Jun. 30, 2012
Maturity Date, 05/25/2046 [Member]
Credit Default Swap, Selling Protection [Member]
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Dec. 31, 2011
Maturity Date, 05/25/2046 [Member]
Credit Default Swap, Selling Protection [Member]
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| Derivative [Line Items] | ||||||||||||||
| Derivative, Maturity Date | Jul. 25, 2036 | Jul. 25, 2036 | May 25, 2046 | May 25, 2046 | May 25, 2046 | May 25, 2046 | ||||||||
| Derivative, Average Basis Spread on Variable Rate | 36595.00% | 34194.00% | 22632.00% | 28959.00% | 34569.00% | 35871.00% | 35600.00% | 37723.00% | 14618.00% | 14618.00% | ||||
| Derivative, Notional Amount | $ (541,444) | $ (544,699) | $ 83,591 | $ 154,812 | $ 33,577 | $ 99,890 | $ (71,444) | $ (119,699) | $ 50,014 | $ 54,922 | ||||
| Derivative, Fair Value, Net | 42,173 | 86,136 | (10,826) | (14,638) | 2,186 | 2,733 | 35,148 | 67,698 | (13,012) | (17,371) | ||||
| Derivative, Cost | (55,795) | (77,091) | 7,199 | 2,485 | (6,374) | (11,089) | (32,558) | (57,322) | 13,573 | 13,574 | ||||
| Derivative, Gain (Loss) on Derivative, Net | $ (7,617) | $ 9,766 | $ (16,507) | $ 15,113 | $ (13,622) | $ 9,045 | $ (3,627) | $ (12,153) | $ (4,188) | $ (8,356) | $ 2,590 | $ 10,376 | $ 561 | $ (3,797) |