Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Provide Protection (Details)

v2.4.0.6
Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Provide Protection (Details) (Credit Default Swap, Selling Protection [Member], USD $)
In Thousands, unless otherwise specified
 12 Months Ended
Dec. 31, 2011
Derivative [Line Items]  
Derivative, Average Implied Credit Spread 289.59
Derivative, Notional Amount $ 154,812
Derivative, Fair Value, Net (14,638)
Derivative, Cost 2,485
Gain (Loss) on Credit Risk Derivatives, Net (12,153)
Maturity Date, 07/25/2036 [Member]
  
Derivative [Line Items]  
Derivative, Maturity Date Jul. 25, 2036
Derivative, Average Implied Credit Spread 358.71
Derivative, Notional Amount 99,890
Derivative, Fair Value, Net 2,733
Derivative, Cost (11,089)
Gain (Loss) on Credit Risk Derivatives, Net (8,356)
Maturity Date, 05/25/2046 [Member]
  
Derivative [Line Items]  
Derivative, Maturity Date May 25, 2046
Derivative, Average Implied Credit Spread 146.18
Derivative, Notional Amount 54,922
Derivative, Fair Value, Net (17,371)
Derivative, Cost 13,574
Gain (Loss) on Credit Risk Derivatives, Net $ (3,797)