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Derivative Financial Instruments (Tables)
 6 Months Ended
Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Derivative Instruments [Table Text Block]
As of December 31, 2013, we had 6 outstanding interest rate swap contracts indexed to one-month LIBOR. These instruments were designated as cash flow hedges of interest rate risk and have varying maturity dates from 2014 - 2017. As the start date of certain contracts has not yet commenced, the notional amount of our outstanding contracts is in excess of the variable-rate debt being hedged as of the balance sheet date.
Interest rate swap contracts outstanding:
 
Notional Amounts
Contracts accruing interest as of December 31, 2013

$
130,000

Contracts with a future start date

40,000

Total

$
170,000

As of December 31, 2013, we had the following outstanding currency forward contracts that were not designated for hedge accounting and used to hedge fluctuations in the U.S. Dollar value of forecasted transactions denominated in Canadian Dollar, Danish Krone, The Euro, Great British Pound, Indian Rupee, Japanese Yen, New Zealand Dollar, Norwegian Krone, Singapore Dollar, Swedish Krona, and Swiss Franc:
Notional Amount

Effective Date

Maturity Date

Number of Instruments

Index

Hedge Designation
$123,034

July 2013 through December 2013

Various through December 2014

103

Various

Non-designated
Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The table below presents the fair value of our derivative financial instruments as well as their classification on the balance sheet as of December 31, 2013 and June 30, 2013:
 
December 31, 2013
 
Asset Derivatives

Liability Derivatives
Derivatives designated as hedging instruments
Balance Sheet Line Item

Gross amounts of recognized assets

Gross amount offset in consolidated balance sheet

Net amount

Balance Sheet Line Item

Gross amounts of recognized liabilities

Gross amount offset in consolidated balance sheet

Net amount
Interest rate swaps
Other non-current assets

$
220


$
(78
)

$
142


Other current liabilities/other liabilities

$
(119
)

$
—


$
(119
)
Currency forward contracts
Other current assets

—


—


—


Other current liabilities

—


—


—

Total derivatives designated as hedging instruments


$
220


$
(78
)

$
142




$
(119
)

$
—


$
(119
)
















Derivatives not designated as hedging instruments















Currency forward contracts
Other current assets

$
866


$
(269
)

$
597


Other current liabilities

$
(4,378
)

$
80


$
(4,298
)
Total derivatives not designated as hedging instruments


$
866


$
(269
)

$
597




$
(4,378
)

$
80


$
(4,298
)
 
June 30, 2013
 
Asset Derivatives

Liability Derivatives
Derivatives designated as hedging instruments
Balance Sheet Line Item

Gross amounts of recognized assets

Gross amount offset in consolidated balance sheet

Net amount

Balance Sheet Line Item

Gross amounts of recognized liabilities

Gross amount offset in consolidated balance sheet

Net amount
Interest rate swaps
Other non-current assets

$
400


$
(56
)

$
344


Other current liabilities/other liabilities

$
(81
)

$
11


$
(70
)
Currency forward contracts
Other current assets

83


(13
)

70


Other current liabilities

(208
)

5


(203
)
Total derivatives designated as hedging instruments


$
483


$
(69
)

$
414




$
(289
)

$
16


$
(273
)
















Derivatives not designated as hedging instruments















Currency forward contracts
Other current assets

$
—


$
—


$
—


Other current liabilities

$
—


$
—


$
—

Total derivatives not designated as hedging instruments


$
—


$
—


$
—




$
—


$
—


$
—
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net
The following table presents the effect of our derivative financial instruments designated as hedging instruments and their classification within comprehensive income for the three and six months ended December 31, 2013 and 2012:
Derivatives in Hedging Relationships
 
Amount of Gain (Loss) Recognized in Comprehensive Income on Derivatives (Effective Portion)
 
 
Three Months Ended December 31,
 
Six months ended December 31,
In thousands
 
2013
 
2012
 
2013
 
2012
Currency contracts that hedge revenue

$
—


$
(651
)

$
(107
)

$
(651
)
Currency contracts that hedge cost of revenue

—


82


59


82

Currency contracts that hedge technology and development expense

—


210


70


210

Currency contracts that hedge general and administrative expense

—


15


12


15

Interest Rate Swaps

(30
)

44


(324
)

(277
)
Total loss recognized in comprehensive income during the period

$
(30
)

$
(300
)

$
(290
)

$
(621
)
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]
The following table presents reclassifications out of accumulated other comprehensive loss for the three and six months ended December 31, 2013 and 2012:
Details about Accumulated Other
Comprehensive Loss Components
 
Amount Reclassified from Accumulated Other Comprehensive Loss to Net Income Gain/(Loss)
 
Affected line item in the
Statement of Operations
 
 
Three Months Ended December 31,
 
Six months ended December 31,
 
 
In thousands
 
2013
 
2012
 
2013
 
2012
 
 
Currency contracts that hedge revenue
 
$
—

 
$
(47
)
 
$
(120
)
 
$
(47
)
 
Revenue
Currency contracts that hedge cost of revenue
 
—

 
11

 
(112
)
 
11

 
Cost of revenue
Currency contracts that hedge technology and development expense
 
—

 
9

 
122

 
9

 
Technology and development expense
Currency contracts that hedge general and administrative expense
 
—

 
2

 
11

 
2

 
General and administrative expense
Interest Rate Swaps
 
(79
)
 
(48
)
 
(154
)
 
(81
)
 
Interest expense
Total before income tax
 
(79
)
 
(73
)
 
(253
)
 
(106
)
 
Income (loss) before income taxes and loss in equity interests
Income tax benefit
 
16

 
—

 
31

 
—

 
Income tax provision
Total
 
$
(63
)
 
$
(73
)
 
$
(222
)
 
$
(106
)
 
 
Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
The following table presents the mark-to-market and settlement effect of our derivative financial instruments for contracts that we did not designate as hedging instruments, as well as those which have been de-designated and no longer qualify as hedging instruments, recorded within the statement of operations:
Derivatives not classified as hedging instruments under ASC 815
 
Amount of Gain (Loss) Recognized in Income
 
Location of Gain (Loss) Recognized in Income
In thousands
 
Three months ended December 31,
 
Six months ended December 31,
 
 
 
2013
 
2012
 
2013
 
2012
 
 
Currency forward contracts
 
$
(1,229
)

$
—


$
(6,438
)

$
—

 
Other expense, net