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Interest Rate Swap Agreements (Tables)

3 Months Ended

Mar. 31, 2013

Interest Rate Swap Agreements Designated as Hedge Agreements

Below is a summary of the Company’s current interest rate swap agreements designated as cash flow hedges as of March 31, 2013:


																						Estimated
Nominal Amount				Effective Date		Pay Rate				Receive Rate		Expiration Date		Current Liability ⁽¹⁾				Long- Term Liability ⁽²⁾				Total Fair Value at March 31, 2013
	$ 175,000			December 2010			1.3975	%		1-Month LIBOR		September 2015			1,915				2,575				4,490
	$ 175,000			December 2010			1.4000	%		1-Month LIBOR		September 2015			1,950				2,608				4,558
	$ 100,000			November 2011			1.7150	%		1-Month LIBOR		April 2016			1,434				2,506				3,940

	$ 450,000													$	5,299			$	7,689			$	12,988

⁽¹⁾	Included in accounts payable and accrued expenses on the condensed consolidated balance sheet as of March 31, 2013.

⁽²⁾	Included in other long-term liabilities on the condensed consolidated balance sheet as of March 31, 2013.