Share-based Compensation (Tables)

9 Months Ended

Sep. 30, 2012

Schedule Of Assumptions Used In Black-Scholes-Merton Model To Estimate Fair Values Of Options Granted

The following table presents the assumptions used in the Black-Scholes-Merton model to estimate the fair value of options granted in 2012 and 2011, and the resultant fair values.

	2012			2011
Volatility		37.60	%		37.09	%
Expected dividend yield		4.00	%		4.00	%
Expected term (in years)		7.0			7.0
Risk-free interest rate		1.09	%		2.97	%
Fair value	$	2.39		$	2.61