Interest Rate Swap Agreements (Tables)

6 Months Ended

Jun. 30, 2013

Summary of 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 June 30, 2013:

												Estimated
Nominal Amount		Effective Date	Pay Rate			Receive Rate	Expiration Date	Current Liability  (1)		Long- Term Liability  (2)		Total Fair Value at June 30, 2013
	$    175,000	December 2010		1.3975	%	1-Month LIBOR	September 2015		1,916		1,757		3,673
	$    175,000	December 2010		1.4000	%	1-Month LIBOR	September 2015		1,934		1,765		3,699
	$    100,000	November 2011		1.7150	%	1-Month LIBOR	April 2016		1,418		1,645		3,063
	$    450,000							$	5,268	$	5,167	$	10,435

⁽¹⁾  Included in accounts payable and accrued expenses on the condensed consolidated balance sheet as of June 30, 2013.

⁽²⁾  Included in other long-term liabilities on the condensed consolidated balance sheet as of June 30, 2013.

Interest Rate Swap Agreement

Changes in Accumulated Other Comprehensive Loss Related to Interest Rate Swap Agreements

The changes in accumulated other comprehensive loss related to the Company’s interest rate swap agreements for the six months ended June 30, 2013 were as follows:

	Interest Rate Swaps
Balance at January 1, 2013	$	(8,867	)
Other comprehensive loss before reclassifications, net of taxes		(514	)
Amounts reclassified from accumulated other comprehensive loss to interest expense		2,880
Net other comprehensive income	$	2,366
Balance at June 30, 2013	$	(6,501	)