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Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Notional Amounts, Weighted-Average Fixed Rates, And Terms Associated With The Company's Interest Rate Swaps
Outstanding Interest Rate Derivatives Associated with Vault Cash Rental Obligations
North America – Interest Rate Swap Contracts
Notional Amounts
U.S. $
Weighted Average Fixed Rate 
Term 
(In millions)  
$1,500  1.69%     July 1, 2020 – December 31, 2020
$1,200  1.46%January 1, 2021 – December 31, 2021
$1,000  1.17%January 1, 2022 – December 31, 2022
$600  0.98%January 1, 2023 – December 31, 2024

                      Notional Amounts CAD $
Weighted Average Fixed Rate 
Term 
(In millions)
$125  2.46%July 1, 2020 – December 31, 2021
North America – Interest Rate Cap Contracts
Notional Amounts
U.S. $
Cap Rate (1)
Term
(In millions) 
$200  3.25%January 1, 2021 – December 31, 2023
(1) Maximum amount of interest to be paid each year as per terms of the cap. The cost of the cap will be amortized through vault cash rental expense over term of the cap.
Europe & Africa – Interest Rate Swap Contracts
Notional AmountsWeighted Average
U.K. £Fixed Rate
Term 
(In millions)
£550  0.94% July 1, 2020 – December 31, 2020
£500  0.94%January 1, 2021 – December 31, 2022
On June 30, 2020, the Company designated interest rate swap contracts with an aggregate notional amount of 50 million U.K. pounds sterling as cash flow hedges of its vault cash rental obligations. These swap contracts were not previously designated. These interest rate swaps have a remaining term ending December 31, 2020 at a fixed rate of 0.95%.
Australia & New Zealand – Interest Rate Swap Contracts
Notional Amounts
AUS $		Weighted Average
Fixed Rate
Term 
(In millions)
$140  1.59%July 1, 2020 – December 31, 2020
$40  0.71%January 1, 2021 – December 31, 2021
Interest Rate Derivatives Previously Associated with Revolving Credit Facility Borrowings
As of March 31, 2020, the Company was party to the interest rate swap contracts associated with the Company's anticipated revolving credit facility borrowings as reflected in the below table.
Notional Amounts
U.K. £
Weighted Average Fixed Rate 
Designation
 End of Term 
(In millions)
£50  0.95 %Undesignated December 31, 2020
£100  0.64 %Cash Flow HedgeDecember 31, 2021
During the three months ended June 30, 2020, the Company determined that certain previously forecasted borrowings under the revolving credit facility were no longer anticipated primarily due to the completion of the Company's term loan facility issuance. On June 29, 2020, the Company terminated its interest rate swap contracts with an aggregate notional amount of 100 million U.K. pounds sterling. As a result, the Company recognized a net loss of $0.8 million upon settlement of the swaps terminated within the Other (income) expenses line of the Consolidated Statements of Operations. In addition, on June 30, 2020, the Company designated previously undesignated interest rate swap contracts with an aggregate notional amount of 50 million U.K. pounds sterling as a cash flow hedge on the Company's vault cash rental obligations.
Schedule Of Derivatives, Location In Consolidated Balance Sheets and Statement of Operations
Balance Sheet Data 
June 30, 2020December 31, 2019
Asset (Liability) Derivative InstrumentsBalance Sheet LocationFair ValueBalance Sheet LocationFair Value
(In thousands) 
(In thousands) 
Derivatives designated as hedging instruments:
Interest rate swap and cap contractsPrepaid expenses, deferred costs, and other current assets$—  
Prepaid expenses, deferred costs, and other current assets
$1,872  
Interest rate swap and cap contractsPrepaid expenses, deferred costs, and other noncurrent assets—  
Prepaid expenses, deferred costs, and other noncurrent assets
8,766  
Interest rate swap and cap contractsCurrent portion of other long-term liabilities (25,196) 
Current portion of other long-term liabilities
(7,697) 
Interest rate swap and cap contractsOther long-term liabilities (37,758) 
Other long-term liabilities
(9,723) 
Total derivatives designated as hedging instruments, net $(62,954)  $(6,782) 
Derivatives not designated as hedging instruments:
Foreign currency forward contractsCurrent portion of other long-term liabilities—  Current portion of other long-term liabilities(7,868) 
Total derivative instruments, net$(62,954) $(14,650) 
The following table shows the impact of the Company's cash flow hedge accounting relationships on the Consolidated Statement of Operations for the three and six months ended June 30.


Location and Amount of Loss (Gain) Recognized in Income on Cash Flow Hedging Relationships in the Three Months Ended
June 30, 2020June 30, 2019
(In thousands)
Cost of ATM Operating RevenuesInterest Expense, netCost of ATM Operating RevenuesInterest Expense, net
Total amount of expense presented in the Consolidated Statements of Operations in which the effects of cash flow hedges are recorded$151,084  $8,809  $208,081  $6,871  
Amount of loss (gain) reclassified from Accumulated other comprehensive loss into expense7,323  —  (120) 57  
Location and Amount of Loss (Gain) Recognized in Income on Cash Flow Hedging Relationships in the Six Months Ended
June 30, 2020June 30, 2019
(In thousands)
Cost of ATM Operating RevenuesInterest Expense, netCost of ATM Operating RevenuesInterest Expense, net
Total amount of expense presented in the Consolidated Statements of Operations in which the effects of cash flow hedges are recorded$344,749  $15,230  $414,239  $13,514  
Amount of loss (gain) reclassified from Accumulated other comprehensive loss into expense9,942  43  (458) 113  
Effects Of The Derivative Contracts On Consolidated Statements Of Operations
Statements of Operations Data

 Three Months Ended June 30
Derivatives in Cash Flow Hedging RelationshipAmount of Loss Recognized in
Accumulated Other Comprehensive Loss on
Derivative Instruments 		Location of (Loss) Gain Reclassified from Accumulated Other Comprehensive Loss into Income Amount of (Loss) Gain Reclassified from
Accumulated Other Comprehensive Loss
into Income
 20202019 20202019
 (In thousands) (In thousands)
Interest rate swap contracts $(10,563) $(13,474) 
Cost of ATM operating revenues
$(7,323) $120  
Interest rate swap contracts —  (69) 
Interest expense, net
—  (57) 
Total$(10,563) $(13,543) $(7,323) $63  

 Six Months Ended June 30
Derivatives in Cash Flow Hedging RelationshipAmount of Loss Recognized in
Accumulated Other Comprehensive Loss on
Derivative Instruments 		Location of (Loss) Gain Reclassified from Accumulated Other Comprehensive Loss into Income Amount of (Loss) Gain Reclassified from
Accumulated Other Comprehensive Loss
into Income
 20202019 20202019
 (In thousands) (In thousands)
Interest rate swap contracts $(52,857) $(25,583) 
Cost of ATM operating revenues
$(9,942) $458  
Interest rate swap contracts (210) (381) 
Interest expense, net
(43) (113) 
Total$(53,067) $(25,964) $(9,985) $345