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FINANCIAL INSTRUMENTS - Interest Rate Risk Management (Details) (USD $) In Thousands, unless otherwise specified	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Derivatives designated as hedging instruments location:
Unrealized net loss on qualifying cash flow hedging instruments	$ 6,832	$ 19,462
Designated as hedging instrument | Interest rate swap | Swap | Cash flow hedging
Mark-to-market swaps valuation:
Description of variable rate basis	LIBOR
Notional value	180,104	899,100
Derivatives designated as hedging instruments location:
Amount of gain/(loss) recognized in OCI on derivative (effective portion)	1,547	1,024	(8,578)
Unrealized net loss on qualifying cash flow hedging instruments	6,800
Designated as hedging instrument | Interest rate swap | Swap | Cash flow hedging | Other financial Items, net
Derivatives designated as hedging instruments location:
Effective portion Gain/(loss) reclassified from Accumulated Other Comprehensive Loss	0	0	0
Ineffective Portion	$ (535)	$ (632)	$ (427)
Designated as hedging instrument | Interest rate swap | Swap | Cash flow hedging | Minimum
Mark-to-market swaps valuation:
Fixed interest rate	3.57%
Designated as hedging instrument | Interest rate swap | Swap | Cash flow hedging | Maximum
Mark-to-market swaps valuation:
Fixed interest rate	4.52%

X

- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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-Number 130

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Fixed interest rate related to the interest rate derivative.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.



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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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