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OTHER FINANCIAL LIABILITIES (Details 5) - USD ($) $ in Thousands | Dec. 31, 2018 | Dec. 31, 2017
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Cross currency swaps (CCS) [Member] |  |  |
Disclosure of information about terms and conditions of hedging instruments and how they affect future cash flows [line items] |  |  |
Fair values of net assets/ (liabilities) | [1] | $ 15,099 | $ 38,875
Interest rate swaps [Member] |  |  |
Disclosure of information about terms and conditions of hedging instruments and how they affect future cash flows [line items] |  |  |
Fair values of net assets/ (liabilities) | [2] | (2,194) | (6,542)
Fuel options [Member] |  |  |
Disclosure of information about terms and conditions of hedging instruments and how they affect future cash flows [line items] |  |  |
Fair values of net assets/ (liabilities) | [3] | (15,811) | 10,711
Currency options R$/US$ [Member] |  |  |
Disclosure of information about terms and conditions of hedging instruments and how they affect future cash flows [line items] |  |  |
Fair values of net assets/ (liabilities) | [4] |  | 4,370
Currency options CLP/US$ |  |  |
Disclosure of information about terms and conditions of hedging instruments and how they affect future cash flows [line items] |  |  |
Fair values of net assets/ (liabilities) | [4] |  | $ 636
[1] | Covers the significant variations in cash flows associated with market risk implicit in the changes in the 3-month LIBOR interest rate and the exchange rate US$/UF of bank loans. These contracts are recorded as cash flow hedges and fair value.
[2] | Covers the significant variations in cash flows associated with market risk implicit in the increases in the 3 months LIBOR interest rates for long-term loans incurred in the acquisition of aircraft and bank loans. These contracts are recorded as cash flow hedges.
[3] | Covers significant variations in cash flows associated with market risk implicit in the changes in the price of future fuel purchases. These contracts are recorded as cash flow hedges.
[4] | Covers the foreign exchange risk exposure of operating cash flows caused mainly by fluctuations in the exchange rate CLP/US$, R$/US$, US$/EUR and US$/GBP. These contracts are recorded as cash flow hedges.

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