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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 | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Mar. 31, 2012
|
Mar. 31, 2011
|
Mar. 31, 2012
Credit Default Swap, Buying Protection [Member]
|
Dec. 31, 2011
Credit Default Swap, Buying Protection [Member]
|
Mar. 31, 2012
Credit Default Swap, Selling Protection [Member]
|
Dec. 31, 2011
Credit Default Swap, Selling Protection [Member]
|
Mar. 31, 2012
Maturity Date, 07/25/2036 [Member]
Credit Default Swap, Selling Protection [Member]
|
Dec. 31, 2011
Maturity Date, 07/25/2036 [Member]
Credit Default Swap, Selling 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]
|
Mar. 31, 2012
Maturity Date, 05/25/2046 [Member]
Credit Default Swap, Selling Protection [Member]
|
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 | 33976.00% | 34194.00% | 25500.00% | 28959.00% | 35246.00% | 35871.00% | 37723.00% | 37723.00% | 14618.00% | 14618.00% | ||
| Notional Amount of Derivatives | $ (541,426) | $ (544,699) | $ 111,450 | $ 154,812 | $ 58,795 | $ 99,890 | $ (119,426) | $ (119,699) | $ 52,655 | $ 54,922 | ||
| Derivative, Fair Value, Net | 62,924 | 86,136 | (9,802) | (14,638) | 3,682 | 2,733 | 60,259 | 67,698 | (13,484) | (17,371) | ||
| Derivative, Cost | (77,091) | (77,091) | 6,171 | 2,485 | (7,403) | (11,089) | (57,322) | (57,322) | 13,574 | 13,574 | ||
| Derivative, Gain (Loss) on Derivative, Net | $ (8,890) | $ 5,347 | $ (14,167) | $ 9,045 | $ (3,631) | $ (12,153) | $ (3,721) | $ (8,356) | $ 2,937 | $ 10,376 | $ 90 | $ (3,797) |