Annual report pursuant to Section 13 and 15(d)

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

v2.4.0.6
Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) (Credit Default Swap, Buying Protection [Member], USD $)
In Thousands, unless otherwise specified
12 Months Ended
Dec. 31, 2012
Dec. 31, 2011
Derivative [Line Items]    
Derivative, Average Implied Credit Spread 254.06 341.94
Derivative, Notional Amount $ (438,440) $ (544,699)
Derivative, Fair Value, Net 52,906 86,136
Derivative, Cost (81,788) (77,091)
Gain (Loss) on Credit Risk Derivatives, Net (28,882) 9,045
Maturity Date, 09/20/2013 [Member]
   
Derivative [Line Items]    
Derivative, Maturity Date Sep. 20, 2013 Sep. 20, 2013
Derivative, Average Implied Credit Spread 460.00 460.00
Derivative, Notional Amount (45,000) (45,000)
Derivative, Fair Value, Net (264) 2,422
Derivative, Cost (3,127) (3,127)
Gain (Loss) on Credit Risk Derivatives, Net (3,391) (705)
Maturity Date, 12/20/2013 [Member]
   
Derivative [Line Items]    
Derivative, Maturity Date Dec. 20, 2013 Dec. 20, 2013
Derivative, Average Implied Credit Spread 181.91 172.50
Derivative, Notional Amount (105,000) (105,000)
Derivative, Fair Value, Net (198) 3,742
Derivative, Cost (3,225) (3,225)
Gain (Loss) on Credit Risk Derivatives, Net (3,423) 517
Maturity Date, 06/20/2016 [Member]
   
Derivative [Line Items]    
Derivative, Maturity Date Jun. 20, 2016 Jun. 20, 2016
Derivative, Average Implied Credit Spread 105.50 105.00
Derivative, Notional Amount (100,000) (150,000)
Derivative, Fair Value, Net (1,940) 2,074
Derivative, Cost (260) (355)
Gain (Loss) on Credit Risk Derivatives, Net (2,200) 1,719
Maturity Date, 12/20/2016 [Member]
   
Derivative [Line Items]    
Derivative, Maturity Date Dec. 20, 2016 Dec. 20, 2016
Derivative, Average Implied Credit Spread 496.00 684.38
Derivative, Notional Amount (25,000) (125,000)
Derivative, Fair Value, Net 527 10,200
Derivative, Cost (4,062) (13,062)
Gain (Loss) on Credit Risk Derivatives, Net (3,535) (2,862)
Maturity Date, 05/25/2046 [Member]
   
Derivative [Line Items]    
Derivative, Maturity Date May 25, 2046 May 25, 2046
Derivative, Average Implied Credit Spread 297.60 377.23
Derivative, Notional Amount (163,440) (119,699)
Derivative, Fair Value, Net 54,781 67,698
Derivative, Cost (71,114) (57,322)
Gain (Loss) on Credit Risk Derivatives, Net $ (16,333) $ 10,376