v2.4.0.8
Derivative Instruments and Hedging Activities (Tables)
9 Months Ended 12 Months Ended
Sep. 30, 2013
Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Abstract]    
Terms Of Interest Rate Swap Agreements
The following table summarizes the notional amounts and fair values of our designated cash flow hedges as of September 30, 2013 and December 31, 2012 (in thousands):
 
 
Notional Amount
 
Fair Value at September 30, 2013 (USD)
 
Fair Value at December 31, 2012 (USD)
 
 
September 30, 2013
 
December 31, 2012
 
Other Assets
 
Other Accrued Expenses
 
Other Noncurrent Liabilities
 
Other Accrued Expenses
 
Other Noncurrent Liabilities
Interest rate swap agreements
 
 
 
 
 
 
 
 
 
 
USD denominated
 
$
420,000

 
$
520,000

 
$

 
$

 
$
8,631

 
$
705

 
$
12,791

GBP denominated
 
£
50,000

 
£
50,000

 

 

 
937

 

 
2,135

CAD denominated
 
C$
25,000

 
C$
25,000

 
52

 

 

 

 
12

Foreign currency forward contracts
 
 
 
 
 
 
 
 
 
 
EUR denominated
 
149,976

 

 

 
7,964

 

 

 

GBP denominated
 
£
70,000

 

 

 
7,439

 

 

 

Total cash flow hedges
 
 
$
52

 
$
15,403

 
$
9,568

 
$
705

 
$
14,938

The following table summarizes the terms of our interest rate swap agreements as of December 31, 2012:
Notional Amount
 
Effective Date
 
Maturity Date
 
Fixed Interest Rate*
USD $250,000,000
 
October 14, 2010
 
October 14, 2015
 
3.31%
USD $100,000,000
 
April 14, 2011
 
October 14, 2013
 
2.86%
USD $60,000,000
 
November 30, 2011
 
October 31, 2016
 
2.95%
USD $60,000,000
 
November 30, 2011
 
October 31, 2016
 
2.94%
USD $50,000,000
 
December 30, 2011
 
December 30, 2016
 
2.94%
GBP £50,000,000
 
November 30, 2011
 
October 30, 2016
 
3.11%
CAD $25,000,000
 
December 30, 2011
 
March 24, 2016
 
3.17%
 

* Includes applicable margin of 1.75% per annum on LIBOR or CDOR-based debt in effect as of December 31, 2012 under the Credit Agreement.