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DERIVATIVE FINANCIAL INSTRUMENTS
 9 Months Ended
Sep. 30, 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 3.0 billion Japanese yen and 6.0 million euros ($30.5 million and $8.1 million, respectively) as of September 30, 2013 and 1.9 billion Japanese yen ($21.9 million) and no euros as of December 31, 2012 to hedge forecasted foreign-currency-denominated intercompany transactions.

The contracts held at September 30, 2013 have maturities through September 30, 2014 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 $1.4 million and $4.7 million for the three- and nine-month periods ended September 30, 2013 and  were immaterial for the three- and nine-month periods ended September 30, 2012. The corresponding tax effects of these transactions were recorded in provision for income tax expense. As of September 30, 2013 and December 31, 2012, there were $0.3 million and $1.9 million of unrealized gains included in accumulated other comprehensive income related to foreign currency cash flow hedges. The remaining $53.6 million and $49.9 million as of September 30, 2013 and December 31, 2012, respectively, in accumulated other comprehensive income are related to cumulative translation adjustments.