Derivative Financial Instruments

6 Months Ended

Jun. 30, 2011

Derivative Financial Instruments

Derivative Financial Instruments

Note 5 – Derivative Financial Instruments

We primarily use derivative instruments to manage exposures to interest rate risk. We enter into interest rate swap contracts to hedge interest rate risk associated with our debt obligations. These interest rate swap contracts are designated as cash flow hedges or fair value hedges. Our contracts entered into as of June 30, 2011 do not require collateral or other security from either party.

The fair values of derivative instruments included in the Consolidated Balance Sheets were as follows:

June 30, 2011	Other Assets		Other Liabilities
Derivatives designated as hedging instruments - Interest rate swaps	$	19	$	–
December 31, 2010
Derivatives designated as hedging instruments - Interest rate swaps	$	24	$	–

The notional amount of our interest rate swaps is disclosed in Note 4 – Debt.

For the six months ended June 30, 2011 and 2010, we did not hold any derivatives in cash flow hedging relationships, resulting in no effect to Accumulated Other Comprehensive Income (AOCI) or the Statement of Operations.