Unum 2011 Annual Report Download - page 132

Download and view the complete annual report

Please find page 132 of the 2011 Unum annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.

Page out of 172

  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • 35
  • 36
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • 45
  • 46
  • 47
  • 48
  • 49
  • 50
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60
  • 61
  • 62
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • 72
  • 73
  • 74
  • 75
  • 76
  • 77
  • 78
  • 79
  • 80
  • 81
  • 82
  • 83
  • 84
  • 85
  • 86
  • 87
  • 88
  • 89
  • 90
  • 91
  • 92
  • 93
  • 94
  • 95
  • 96
  • 97
  • 98
  • 99
  • 100
  • 101
  • 102
  • 103
  • 104
  • 105
  • 106
  • 107
  • 108
  • 109
  • 110
  • 111
  • 112
  • 113
  • 114
  • 115
  • 116
  • 117
  • 118
  • 119
  • 120
  • 121
  • 122
  • 123
  • 124
  • 125
  • 126
  • 127
  • 128
  • 129
  • 130
  • 131
  • 132
  • 133
  • 134
  • 135
  • 136
  • 137
  • 138
  • 139
  • 140
  • 141
  • 142
  • 143
  • 144
  • 145
  • 146
  • 147
  • 148
  • 149
  • 150
  • 151
  • 152
  • 153
  • 154
  • 155
  • 156
  • 157
  • 158
  • 159
  • 160
  • 161
  • 162
  • 163
  • 164
  • 165
  • 166
  • 167
  • 168
  • 169
  • 170
  • 171
  • 172

Notes To Consolidated Financial Statements
Unum 2011 Annual Report
130
The following tables summarize the location of and gains and losses on derivative financial instruments designated as cash flow
hedging instruments, as reported in our consolidated statements of income and consolidated statements of comprehensive income.
Year Ended December 31, 2011
Gain Recognized Gain (Loss) Reclassified from
in OCI on Derivatives Accumulated OCI into
(in millions of dollars) (Effective Portion) Income (Effective Portion)
Interest Rate Swaps and Forwards $50.3 $34.8(1)
Interest Rate Swaps — 3.5(2)
Interest Rate Swaps — (1.6)(3)
Foreign Exchange Contracts — (1.1)(1)
Foreign Exchange Contracts 22.4 10.1(2)
Total $72.7 $45.7
(1) Gain (loss) recognized in net investment income
(2) Gain recognized in net realized investment gain (loss)
(3) Loss recognized in interest and debt expense
Year Ended December 31, 2010
Gain (Loss) Recognized Gain (Loss) Reclassified from
in OCI on Derivatives Accumulated OCI into
(in millions of dollars) (Effective Portion) Income (Effective Portion)
Interest Rate Swaps and Forwards $ 28.1 $ 29.5(1)
Interest Rate Swaps — 7.3(2)
Interest Rate Swaps — (0.5)(3)
Interest Rate Swaps — (0.4)(4)
Foreign Exchange Contracts — (1.9)(1)
Foreign Exchange Contracts (32.2) (25.6)(2)
Foreign Exchange Contracts — 2.3(3)
Total $ (4.1) $ 10.7
(1) Gain (loss) recognized in net investment income
(2) Gain (loss) recognized in net realized investment gain (loss)
(3) Gain (loss) recognized in interest and debt expense
(4) Loss recognized in other income