Financial Instruments and Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2013

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The notional amounts and fair values of derivative instruments in the condensed consolidated balance sheets are as follows:

					Prepaid expenses and other
					current assets / other				Accrued expenses and other
	Notional amounts ^(A)				long-term assets				current liabilities
	June 30,		December 31,		June 30,		December 31,		June 30,		December 31,
	2013		2012		2013		2012		2013		2012
Derivatives designated as hedging instruments:
Cash Flow Hedge:
Forward currency contracts	$	69,250	$	36,500	$	573	$	1,800	$	-	$	-
Fixed price commodity contracts		2,827		2,436		-		340		1,111		-

Fair Value Hedge:
Interest rate swap contract		45,000		45,000		818		2,212		-		-

Derivatives not designated as hedging instruments:
Forward currency contracts		12,625		12,643		-		-		16		191

(A)	Notional amounts represent the gross contract / notional amount of the derivatives outstanding. The fixed price commodity notional amounts are in pounds.

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

Amounts recorded for the cash flow hedges in other comprehensive loss and in net income (loss) for the three months ended June 30 , 2013 and 2012 are as follows:

	Gain (loss) recorded in other comprehensive loss				Gain (loss) reclassified from other comprehensive loss into net income (loss)
	2013		2012		2013		2012
Derivatives designated as cash flow hedges:
Forward currency contracts	$	(1,430)	$	(1,497)	$	863	$	(476)
Fixed price commodity contracts		(988)		(1,491)		(344)		(741)
Total derivatives designated as cash flow hedges	$	(2,418)	$	(2,988)	$	519	$	(1,217)

Amounts recorded for the cash flow hedges in other comprehensive loss and in net income for the six months ended June 30, 2013 and 2012 are as follows:

	Gain (loss) recorded in other comprehensive loss				Gain (loss) reclassified from other comprehensive loss into net income
	2013		2012		2013		2012
Derivatives designated as cash flow hedges:
Forward currency contracts	$	311	$	3,051	$	1,538	$	(500)
Fixed price commodity contracts		(1,734)		841		(283)		(1,093)
Total derivatives designated as cash flow hedges	$	(1,423)	$	3,892	$	1,255	$	(1,593)

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

The following table presents our assets and liabilities that are measured at fair value on a recurring basis and are categorized using the fair value hierarchy. The fair value hierarchy has three levels based on the reliability of the inputs used to determine fair value.

	June 30,								December 31,
	2013								2012
	Fair values estimated using
			Level 1		Level 2		Level 3
	Fair value		inputs ^(A)		inputs^(B)		inputs^(C)		Fair value

Financial assets carried at fair value:
Interest rate swap contract	$	818	$	-	$	818	$	-	$	2,212
Forward currency contracts		573		-		573		-		1,800
Fixed price commodity contracts		-		-		-				340

Total financial assets carried at fair value	$	1,391	$	-	$	1,391	$	-	$	4,352

Financial liabilities carried at fair value:
Forward currency contracts	$	16	$	-	$	16	$	-	$	191
Fixed price commodity contracts		1,111		-		1,111		-		-

Total financial liabilities carried at fair value	$	1,127	$	-	$	1,127	$	-	$	191

(A)	Fair values estimated using Level 1 inputs, which consist of quoted prices in active markets for identical assets or liabilities that the Company has the ability to access at the measurement date. The Company did not have any fair value estimates using Level 1 inputs at June 30, 2013 or December 31, 2012.

(B)	Fair values estimated using Level 2 inputs, other than quoted prices, that are observable for the asset or liability, either directly or indirectly and include among other things, quoted prices for similar assets or liabilities in markets that are active or inactive as well as inputs other than quoted prices that are observable. For forward currency, fixed price commodity and interest rate swap contracts, inputs include foreign currency exchange rates, commodity indexes and the six-month forward LIBOR.

(C)	Fair values estimated using Level 3 inputs consist of significant unobservable inputs. The Company did not have any fair value estimates using Level 3 inputs at June 30, 2013 or December 31, 2012.