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Derivatives And Hedging Activities (Narrative) (Details) (USD $)
12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Dec. 31, 2008
Dec. 31, 2011
Goldman Sachs Interest Rate Swap [Member]
Dec. 31, 2010
Goldman Sachs Interest Rate Swap [Member]
Dec. 31, 2011
Mortgage Loan Interest Rate Swap [Member]
Dec. 31, 2010
Mortgage Loan Interest Rate Swap [Member]
Jan. 29, 2010
Mortgage Loan Interest Rate Swap [Member]
Dec. 31, 2011
Construction Loan Interest Rate Swap [Member]
Dec. 31, 2010
Construction Loan Interest Rate Swap [Member]
Dec. 31, 2009
Construction Loan Interest Rate Swap [Member]
Derivative Instruments, Gain (Loss) [Line Items]                        
Rate of fixed-rate payments for interest rate swap         5.3075%   2.642%     4.975%    
Notional amount of interest rate swap             $ 64,000,000 $ 66,000,000 $ 68,000,000     $ 94,000,000
Notional amount of non-designated hedges of interest rate swap         97,000,000              
Notional amount of interest rate swap amortized             54,000,000          
Derivative, maturity date         Jan. 19, 2022   Jan. 29, 2015     Jan. 01, 2010    
Unrealized loss related to the fair value of the interest rate swap recorded in accumulated other comprehensive loss (4,736,000) (4,151,000) (2,664,000) (2,301,000)     2,200,000 1,500,000   2,600,000 2,600,000 37,000
Interest rate swap, accumulated other comprehensive loss expected to be reclassified into earnings (900,000)                      
Cash collateral deposit 36,041,000 23,175,000     36,000,000 23,000,000            
Fair value of derivatives in a net liability position 35,000,000                      
Total amounts of fair value recorded in accrued expenses 2,366,000 2,395,000     2,000,000 2,000,000 130,000 130,000        
Termination value of obligations $ 35,000,000