Quarterly report pursuant to Section 13 or 15(d)

Derivative Financial Instruments (Tables)

v2.3.0.15
Derivative Financial Instruments (Tables)
9 Months Ended
Sep. 30, 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

Sep. 30, 2011

    

Jan. 1, 2010

to

Sep. 30, 2010

 

Adjustments to interest expense:

     

Realized loss reclassified from accumulated other comprehensive

loss to interest expense

     $   (9,841)         $  (5,353)   

Adjustments to other comprehensive (loss) income:

     

Realized loss reclassified to interest expense

     9,841         5,353   

Unrealized loss from changes in the fair value of the effective

portion of the interest rate swaps

     (7,952)         (6,225)   
  

 

 

    

 

 

 

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

     $  1,889         $      (872)