Fair Value Measurements (Tables)

12 Months Ended

Dec. 31, 2014

The main inputs and assumptions into the fair value model for the Convertible Notes at December 31, 2014 were as follows:



Company's stock price at the end of the period	$	7.98
Expected volatility	38.3		%
Credit spreads	9.28		%
Risk-free interest rate	1.08		%

Measurement of assets and liabilities at fair value on a recurring basis

The liabilities measured at fair value on a recurring basis were as follows:



	Level 1		Level 2		Level 3		Total ^(a)
As of December 31, 2014
Derivative liability for commodity hedges	$	—	$	1,615	$	—	$	1,615
As of December 31, 2013
Derivative liability for commodity hedges	$	—	$	2,871	$	—	$	2,871

^(a)As of December 31, 2014, the short-term portion of the derivative liability for commodity hedges of $1,137 is included in "Accrued and other liabilities" and the long-term portion of $478 is included in "Other non-current liabilities" in the Consolidated Balance Sheet. As of December 31, 2013, the short-term portion of the derivative liability for commodity hedges of $1,516 is included in "Accrued and other liabilities" and the long-term portion of $1,355 is included in "Other non-current liabilities" in the Consolidated Balance Sheet.