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FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Sep. 30, 2012

Schedule of liabilities carried at fair value measured on a recurring basis

The following table provides the liabilities carried at fair value measured on a recurring basis as of September 30, 2012 and March 31, 2012:



		Fair value measurements at September 30, 2012			Fair value measurements at March 31, 2012
	Carrying value at September 30, 2012	Quoted prices in active markets (Level 1)	Significant other observable inputs (Level 2)	Carrying value at March 31, 2012	Quoted prices in active markets (Level 1)	Significant other observable inputs (Level 2)
Interest rate swap contracts liability	$549	$—	$549	$1,088	$—	$1,088

Schedule of fair values of derivative instruments

The following table sets forth the fair values of derivative instruments:

Schedule of contracts not designated for hedge accounting treatment, changes in fair value recorded in earnings

The Company has not designated these contracts for hedge accounting treatment and therefore changes in fair value of these contracts are recorded in earnings as follows:



Derivatives not designated as hedging instrument:	Location of gain -Recognized in earnings	Three months ended September 30, 2012	Three months ended September 30, 2011	Six months ended September 30, 2012	Six months ended September 30, 2011
Interest rate swap contracts liability	Other (income) and expenses	$(272)	$(46)	$(542)	$(91)

- Definition

Tabular disclosure of liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, by class that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3). Where the quoted price in an active market for the identical liability is not available, the Level 1 input is the quoted price of an identical liability when traded as an asset.

+ References+ Details

- Definition

Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References+ Details

Derivatives not designated as hedging instrument:

Balance Sheet location

Fair Value as at
September 30, 2012

Fair Value as at
March 31, 2012

Interest rate swap contracts liability

Current liability