Annual report pursuant to Section 13 and 15(d)

Derivative Financial Instruments (Tables)

v2.4.0.6
Derivative Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2011
Derivative Financial Instruments [Abstract]  
Summary Of Interest Rate Swap Agreements

Notional Amount

   Effective Date      Expiration Date      Fixed
Rate Paid
    Floating Rate
Received
 

$20 Million

     9/4/05         9/4/13         4.4350     6 month LIBOR   

$75 Million

     9/1/2011         8/1/18         2.3700     1 month LIBOR   

$50 Million

     9/1/2011         8/1/18         2.3700     1 month LIBOR   

$50 Million

     12/30/11         12/29/17         1.6125     1 month LIBOR   

$25 Million

     12/30/11         12/29/17         1.6125     1 month LIBOR   

$25 Million

     12/30/11         12/29/17         1.6125     1 month LIBOR   
Summary Of Derivative Instruments By Hedge Designation

(dollars in thousands)

   Jan. 1, 2011
to

Dec. 31,  2011
    Jan. 1, 2010
to

Dec. 31,  2010
    Jan. 1, 2009
to

Dec. 31,  2009
 

Adjustments to interest expense:

      

Realized loss reclassified from accumulated other comprehensive loss to interest expense

   $ (10,516   $ (6,900   $ (9,687
  

 

 

   

 

 

   

 

 

 

Adjustments to other comprehensive income (loss):

      

Realized loss reclassified to interest expense

     10,516       6,900       9,687  

Unrealized (loss) gain from changes in the fair value of

the effective portion of the interest rate swaps

     (10,517     (5,889     4,210  
  

 

 

   

 

 

   

 

 

 

(Loss) Gain included in other comprehensive income (loss)

   $ (1   $ 1,011      $ 13,897