XML 86 R65.htm IDEA: XBRL DOCUMENT v3.19.2
Derivative Financial Instruments (Fair Values of Derivative Instruments Designated as Cash Flow Hedges) (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2018
Mar. 31, 2018
Jun. 30, 2018
Jun. 30, 2019
Dec. 31, 2018
Derivatives, Fair Value [Line Items]          
Derivatives designated as cash flow hedges, asset derivatives       $ 5,799 $ 21,412
Derivatives designated as cash flow hedges, asset derivatives, before ASU 2017-12 $ 3,890 [1] $ 9,114 $ 13,004 [1]    
Derivatives designated as cash flow hedges, liability derivatives       (39,982) (9,314)
Derivatives designated as cash flow hedges, liability derivatives, before ASU 2017-12 2,204 [2],[3] $ 1,303 3,507 [2],[3]    
Interest Rate Swap [Member]          
Derivatives, Fair Value [Line Items]          
Derivatives designated as cash flow hedges, asset derivatives, before ASU 2017-12 [1] 2,349   11,000    
Derivatives designated as cash flow hedges, liability derivatives, before ASU 2017-12     1,376    
Interest Rate Swap [Member] | Accrued Liabilities [Member]          
Derivatives, Fair Value [Line Items]          
Derivatives designated as cash flow hedges, liability derivatives [4]       (1,116)  
Interest Rate Swap [Member] | Other Long-term Liabilities [Member}          
Derivatives, Fair Value [Line Items]          
Derivatives designated as cash flow hedges, liability derivatives       (38,866) (9,314)
Interest Rate Swap [Member] | Prepaid Expenses and Other Current Assets [Member]          
Derivatives, Fair Value [Line Items]          
Derivatives designated as cash flow hedges, asset derivatives       4,766 [4] 10,737 [1]
Interest Rate Swap [Member] | Other Assets [Member]          
Derivatives, Fair Value [Line Items]          
Derivatives designated as cash flow hedges, asset derivatives       $ 1,033 $ 10,675
Fuel [Member] | Commodity Contract [Member]          
Derivatives, Fair Value [Line Items]          
Derivatives designated as cash flow hedges, asset derivatives, before ASU 2017-12 [1] $ 1,541   2,004    
Derivatives designated as cash flow hedges, liability derivatives, before ASU 2017-12     $ 2,131    
[1] In accordance with the derivatives and hedging guidance, the changes in fair values of interest rate swaps and fuel hedges have been recorded in equity as a component of AOCIL. As the critical terms of the interest rate swaps match the underlying debt being hedged, all unrealized changes in fair value are recorded in AOCIL. Because changes in the actual price of diesel fuel and changes in the DOE index price did not offset exactly each reporting period, the Company assessed whether the fuel hedges were highly effective using the cumulative dollar offset approach.
[2] Amounts reclassified from AOCIL into earnings related to realized gains and losses on interest rate swaps are recognized when interest payments or receipts occur related to the swap contracts, which correspond to when interest payments are made on the Company’s hedged debt.
[3] Amounts reclassified from AOCIL into earnings related to realized gains and losses on the fuel hedges are recognized when settlement payments or receipts occur related to the hedge contracts, which correspond to when the underlying fuel is consumed.
[4] Represents the estimated amount of the existing unrealized gains and losses, respectively, on interest rate swaps as of June 30, 2019 (based on the interest rate yield curve at that date), included in AOCIL expected to be reclassified into pre-tax earnings within the next 12 months. The actual amounts reclassified into earnings are dependent on future movements in interest rates.