v2.4.0.8
Derivatives (Tables)
3 Months Ended
Mar. 31, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Schedule of Unsettled Purchased Foreign Currency Forward Contracts

As of March 31, 2014 and December 31, 2013, we had the following unsettled purchased foreign currency forward contracts that were entered into to hedge our operational exposure to foreign currency movements (in thousands, except for average contract rates):

 

March 31, 2014 Outstanding Notional Amount

 

Buy Currency

  Sell Currency   Foreign
Amount
    USD
Amount
    Average Contract
Rate
 

US Dollar

  Australian Dollar     5,750      $ 5,151        0.8958   

Euro

  US Dollar     16,350        22,054        1.3489   

British Pound Sterling

  US Dollar     20,300        32,729        1.6123   

Indian Rupee

  US Dollar     1,266,000        19,647        0.0155   

Polish Zloty

  US Dollar     115,750        36,181        0.3126   

 

December 31, 2013 Outstanding Notional Amount

 

Buy Currency

  Sell Currency   Foreign
Amount
    USD
Amount
    Average Contract
Rate
 

US Dollar

  Australian Dollar     5,625      $ 5,041        0.8962   

Australian Dollar

  US Dollar     975        996        1.0215   

Euro

  US Dollar     12,800        16,624        1.2988   

British Pound Sterling

  US Dollar     18,450        28,908        1.5668   

Indian Rupee

  US Dollar     1,174,000        18,593        0.0158   

Polish Zloty

  US Dollar     170,400        52,748        0.3096   
Schedule of Outstanding and Matured Interest Rate Swaps

The table below includes the outstanding interest rate swaps as of March 31, 2014. No interest rate swaps matured during the three months ended March 31, 2014 and 2013.

 

     Notional
Amount
     Interest Rate
Received
   Interest
Rate Paid
    Effective Date    Maturity Date

Outstanding:

   $ 400 million       1 month LIBOR      2.03   July 29, 2011    September 30, 2014
   $ 350 million       1 month LIBOR      2.51   April 30, 2012    September 30, 2014
  

 

 

            
     $750 million             
  

 

 

            
Schedule of Estimated Fair Values of Derivatives Designated as Hedging Instruments

The estimated fair values of our derivatives designated as hedging instruments as of March 31, 2014 and December 31, 2013 are provided below (in thousands):

 

     Derivative Assets (Liabilities)  

Derivatives designated as

hedging instruments

        Fair Value as of  
   Balance Sheet Location    March 31, 2014      December 31, 2013  

Foreign exchange contracts

   Prepaid expenses    $ 3,609       $ 5,374   
Schedule of Effects of Derivative Instruments Net of Taxes on Other Comprehensive Income (Loss)

The effects of derivative instruments, net of taxes, on other comprehensive income (loss) (“OCI”) for the three months ended March 31, 2014 and 2013 are provided below (in thousands):

 

Derivatives in Cash Flow Hedging Relationships

   Amount of Gain (Loss) Recognized in
OCI on Derivative
(Effective Portion)
 
   Three Months Ended March 31,  
   2014      2013  

Foreign exchange contracts

   $ 208       $ (2,108

 

Derivatives in Cash Flow Hedging
Relationships

   Income Statement
Location
   Amount of Gain (Loss) Reclassified from
Accumulated OCI into Income
(Effective Portion)
 
      Three Months Ended March 31,  
      2014      2013  

Foreign exchange contracts

   Cost of revenue    $ 1,683       $ 577