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Interest Rate Swap Agreements (Tables)

9 Months Ended

Dec. 31, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of notional amounts of interest rate swaps


	Nine months ended December 31,
	2012		2011
Notional amounts at April 1	$	—	$	—
New contracts		50,000,000		—
Matured contracts		—		—

Notional amounts at December 31	$	50,000,000	$	—

Schedule of locations and amounts of losses recognized in income


	Three months ended December 31,					Nine months ended December 31,
	2012			2011		2012		2011
Periodic change in fair value of interest rate swap agreements	$	(37,348	)	$	—	$	645,772	$	—
Periodic settlement differentials included in interest expense		91,468			—		184,892	$	—
Total	$	54,120		$	—	$	830,664	$	—

Schedule of average variable rates received and average fixed rates paid under the swap agreements


	Three months ended December 31,					Nine months ended December 31,
	2012			2011		2012			2011
Variable rate received		0.21	%		—		0.24	%		—
Fixed rate paid		0.94	%		—		0.95	%		—

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

+ References+ Details