Note 8 - Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2012

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

Designation of Derivatives	Balance Sheet Location	March 31, 2012		December 31, 2011
Derivatives Designated as Hedging Instruments
Forward Currency Contracts	Other current assets	$	2	$	–
	Total Assets	$	2	$	–
Forward Currency Contracts	Other current liabilities	$	–	$	6
Interest Rate Swaps	Other long-term liabilities		684		545
	Total Liabilities	$	684	$	551
Derivatives Not Designated as Hedging Instruments
Forward Currency Contracts	Other current assets	$	–	$	9
	Total Assets	$	–	$	9
Forward Currency Contracts	Other current liabilities	$	291	$	69
	Total Derivative Assets		2		9
	Total Derivative Liabilities		975		620
	Total Net Derivative Liability	$	973	$	611

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

	Total Fair Value at March 31, 2012		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets
Forward Currency Contracts	$	2		–	$	2		–
Total	$	2		–	$	2		–
Liabilities
Forward Currency Contracts	$	291		–	$	291		–
Interest Rate Swap		684		–		684		–
Total	$	975		–	$	975		–

	Total Fair Value at December 31, 2011		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets
Forward Currency Contracts	$	9		–	$	9		–
Total	$	9		–	$	9		–
Liabilities
Forward Currency Contracts	$	75		–	$	75		–
Interest Rate Swap		545		–		545		–
Total	$	620		–	$	620		–

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

				Weighted
				Average
				Remaining		Average
		Notional		Maturity		Exchange
	Position	Amount		In Years		Rate
Canadian Dollar/USD	Sell	$	12,150,000		0.4		1.03
Interest Rate Swap		$	78,850,000		2.7