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Debt and Leases - Interest Rate Swaps (Details) (USD $)
12 Months Ended 0 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2009
Mar. 31, 2009
Interest rate swaps:          
Interest expense for settlements related to swaps $ 70,000us-gaap_GainLossOnComponentsExcludedFromAssessmentOfInterestRateFairValueHedgeEffectiveness $ 110,000us-gaap_GainLossOnComponentsExcludedFromAssessmentOfInterestRateFairValueHedgeEffectiveness $ 170,000us-gaap_GainLossOnComponentsExcludedFromAssessmentOfInterestRateFairValueHedgeEffectiveness    
Capex loan          
Interest rate swaps:          
Debt instrument, face amount 12,000,000us-gaap_DebtInstrumentFaceAmount
/ us-gaap_DebtInstrumentAxis
= cmt_CapexLoanMember
       
Industrial Development Revenue Bond swap agreement          
Interest rate swaps:          
Derivative, fixed interest rate   4.89%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= cmt_IndustrialDevelopmentRevenueBondSwapAgreementMember
     
Derivative, description of variable rate basis   76% of the 30-day commercial paper rate      
Derivative, variable interest rate   0.10%us-gaap_DerivativeVariableInterestRate
/ us-gaap_DerivativeByNatureAxis
= cmt_IndustrialDevelopmentRevenueBondSwapAgreementMember
     
Description of reclassification of cash flow hedge gain (loss)   The pre-tax loss previously recognized in Accumulated Other Comprehensive Income (Loss), totaling $200,000 as of December 31, 2009, was amortized as an increase to interest expense of $5,000 per month, or $3,000 net of tax, over the remaining term of the interest rate swap agreement.      
Industrial Development Revenue Bond swap agreement | Interest rate swap | Cash flow hedging | Designated as hedging instrument          
Interest rate swaps:          
Percentage of variable rate receivable       76.00%cmt_DerivativePercentageOfVariableRateReceivable
/ us-gaap_DerivativeByNatureAxis
= cmt_IndustrialDevelopmentRevenueBondSwapAgreementMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Derivative, description of variable rate basis       30-day commercial paper rate  
Pre-tax loss previously recognized in Accumulated Other Comprehensive Income       200,000us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeByNatureAxis
= cmt_IndustrialDevelopmentRevenueBondSwapAgreementMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Pre-tax loss previously recognized in Accumulated Other Comprehensive Income, monthly amortization amount       5,000cmt_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLossMonthlyAmortization
/ us-gaap_DerivativeByNatureAxis
= cmt_IndustrialDevelopmentRevenueBondSwapAgreementMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Pre-tax loss previously recognized in Accumulated Other Comprehensive Income, monthly amortization amount, net of tax       3,000cmt_UnrealizedGainLossOnInterestRateCashFlowHedgesNetOfTaxAccumulatedOtherComprehensiveIncomeLossMonthlyAmortization
/ us-gaap_DerivativeByNatureAxis
= cmt_IndustrialDevelopmentRevenueBondSwapAgreementMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Capex loan swap agreement          
Interest rate swaps:          
Derivative, fixed interest rate 2.295%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
       
Derivative, description of variable rate basis LIBOR        
Description of reclassification of cash flow hedge gain (loss) The pre-tax loss previously recognized in Accumulated Other Comprehensive Income (Loss), totaling $146,000 as of March 31, 2009, is being amortized as an increase to interest expense of $2,000 per month, or $1,000 net of tax, over the remaining term of the interest rate swap agreement.        
Derivatives not designated as hedging instruments, interest rate swap liabilities 37,000us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
103,000us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
     
Interest income (loss) for mark-to-market adjustment of swap fair value (66,000)us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
102,000us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
74,000us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
   
Derivative, Notional Amount 2,428,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
4,143,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
     
Capex loan swap agreement | Interest rate swap | Cash flow hedging | Designated as hedging instrument          
Interest rate swaps:          
Pre-tax loss previously recognized in Accumulated Other Comprehensive Income         146,000us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Pre-tax loss previously recognized in Accumulated Other Comprehensive Income, monthly amortization amount         2,000cmt_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLossMonthlyAmortization
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Pre-tax loss previously recognized in Accumulated Other Comprehensive Income, monthly amortization amount, net of tax         $ 1,000cmt_UnrealizedGainLossOnInterestRateCashFlowHedgesNetOfTaxAccumulatedOtherComprehensiveIncomeLossMonthlyAmortization
/ us-gaap_DerivativeByNatureAxis
= cmt_CapexLoanSwapAgreementMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember