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DERIVATIVE FINANCIAL INSTRUMENTS
 3 Months Ended
Mar. 31, 2013
DERIVATIVE FINANCIAL INSTRUMENTS [Abstract]  
DERIVATIVE FINANCIAL INSTRUMENTS
4.      DERIVATIVE FINANCIAL INSTRUMENTS

The Company held mark-to-market forward contracts designated as foreign currency cash flow hedges with notional amounts totaling 1.1 billion Japanese yen ($11.7 million as of March 31, 2013) and 5.2 billion Japanese yen ($62.7 million as of March 31, 2012) to hedge forecasted foreign-currency-denominated intercompany transactions.

The contracts held at March 31, 2013 have maturities through October  2013 and accordingly, all unrealized gains and losses on foreign currency cash flow hedges included in accumulated other comprehensive income will be recognized in current earnings over the next 12 months. The pre-tax net losses)/gains on foreign currency cash flow hedges reclassified from accumulated other comprehensive income to revenue were $1.8 million and $(0.3) million for the three-month periods ended March 31, 2013 and 2012. The corresponding tax effects of these transactions were recorded in provision for income tax expense. As of March 31, 2013 and December 31, 2012, there were $1.7 million and $1.9 million of unrealized gains included in accumulated other comprehensive income related to foreign currency cash flow hedges. The remaining $53.7 million and $49.9 million as of March 31, 2013 and December 31, 2012, respectively, in accumulated other comprehensive income are related to cumulative translation adjustments.