XML 32 R29.htm IDEA: XBRL DOCUMENT v3.2.0.727
Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Swap Agreements
The following table summarizes the interest rate swap agreements outstanding at June 30, 2015:
 
 
 
 
 
 
 
 
 
 
 
Fair Value(1)
 
Notional
Amount
 
Paying
 
Receiving
 
Start Date
 
Expiration Date
 
December 31, 2014
 
June 30, 2015
Counterparty A
$
25.0

 
1.67
%
 
3-Month LIBOR
 
October 2010
 
October 2015
 
$
(0.3
)
 
$
(0.1
)
Counterparty A
$
25.0

 
1.65
%
 
3-Month LIBOR
 
October 2010
 
October 2015
 
(0.3
)
 
(0.1
)
Counterparty B
$
25.0

 
1.59
%
 
3-Month LIBOR
 
October 2010
 
October 2015
 
(0.2
)
 
(0.1
)
Counterparty B
$
25.0

 
2.14
%
 
3-Month LIBOR
 
October 2010
 
October 2017
 
(0.6
)
 
(0.6
)
__________________________

(1)
Aggregate fair values of $1.4 million and $0.9 million at December 31, 2014 and June 30, 2015, respectively, are presented within Other liabilities. The Company posted collateral with its counterparties of $1.7 million.
Schedule of Foreign Currency Forward Contracts
The following table summarizes the foreign currency forward contracts outstanding at June 30, 2015:
 
 
 
 
 
 
 
 
 
 
 
Fair Value(1)
 
 
 
Paying
 
Receiving
 
Start Date
 
Expected Settlement
 
December 31, 2014
 
June 30, 2015
Counterparty C
 
 
€15.8
 
$19.2
 
December 2014
 
Quarterly 2015
 
$
0.3

 
$
1.5

Counterparty C
 
 
$7.5
 
£4.7
 
September 2014
 
Monthly 2015
 
(0.8
)
 
(0.2
)
Counterparty C
 
 
£2.0
 
$3.1
 
June 2015
 
July 2015
 
—

 
0.0

__________________________
(1)
The fair values of receivables and payables related to outstanding hedge contracts are presented within Other assets and Other liabilities, respectively. These amounts are expected to be reclassified into earnings within the next twelve months.