We have interest rate swaps with an aggregate notional amount of $1.0 billion that are designated as cash flow hedges. We also have entered into forward starting interest rate swaps with an aggregate notional amount of $400,000,000 to extend the maturity of certain swaps for an additional year. Changes in the fair value of interest rate swaps that are designated as cash flow hedges are recognized in “other comprehensive (loss) income” (outside of earnings). We recognized other comprehensive loss of $4,131,000 and $28,502,000 for the three and nine months ended September 30, 2019, respectively, and other comprehensive income of $3,392,000 and $23,738,000 for the three and nine months ended September 30, 2018, respectively, from the changes in fair value of these interest rate swaps. See Note 12, Accumulated Other Comprehensive (Loss) Income. During the next twelve months, we estimate that $1,422,000 of the amounts recognized in accumulated other comprehensive (loss) income will be reclassified as an increase to interest expense.

The following table summarizes the fair value of our interest rate swaps that are designated as cash flow hedges.

	Fair Value as of
(Amounts in thousands)	September 30, 2019		December 31, 2018
Interest rate swap assets designated as cash flow hedges (included in "other assets")	$	-	$	16,859

Interest rate swap liabilities designated as cash flow hedges (included in "other liabilities")	$	11,691	$	48

We have agreements with various derivative counterparties that contain provisions wherein a default on our indebtedness could be deemed a default on our derivative obligations, which would require us to either post collateral up to the fair value of our derivative obligations or settle the obligations for cash. As of September 30, 2019, the fair value of the derivative obligations with such provisions aggregated $8,473,000.