2.2.0.7 false Derivative Instruments and Hedging Activities 0206 - Disclosure - Derivative Instruments and Hedging Activities true false false false 1 USD false false USD Standard http://www.xbrl.org/2003/iso4217 USD iso4217 0 USDEPS Divide http://www.xbrl.org/2003/iso4217 USD iso4217 http://www.xbrl.org/2003/instance shares xbrli 0 Shares Standard http://www.xbrl.org/2003/instance shares xbrli 0 $ 2 Derivative Instruments and Hedging Activities [Abstract] 0 us-gaap_DerivativeInstrumentsAndHedgesAbstract us-gaap true na duration No definition available. false false false false false true false false false false false false 1 false false false false 0 0 false false false xbrli:stringItemType string No definition available. false 3 Derivative Instruments and Hedging Activities 1 us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock us-gaap true na duration No definition available. false false false false false false false false false false false verboselabel false 1 false false false false 0 0   <div style="font-family: 'Times New Roman',Times,serif"> <div align="left" style="font-size: 10pt; margin-top: 12pt"><b>Note 6 — Derivative Instruments and Hedging Activities</b> </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     We operate internationally and thus are exposed to potential adverse changes in currency exchange rates. We use derivative instruments (principally forward contracts to exchange foreign currency) as a means of reducing our exposure to foreign currency rate changes on receivables and other net monetary assets denominated in foreign currencies. The foreign currency forward contracts require us to exchange currencies at rates agreed upon at the contract’s inception. In addition to these foreign exchange contracts, certain of our customer contracts contain provisions that require our customers to assume the foreign currency exchange risk related to the applicable transactions. The objective of these contracts is to reduce or eliminate, and efficiently manage, the economic impact of currency exchange rate movements on our operating results as effectively as possible. These contracts reduce the exposure to fluctuations in exchange rate movements because the gains and losses associated with foreign currency balances and transactions are generally offset with the gains and losses on the related contracts. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     Derivative instruments are recognized as either assets or liabilities and are measured at fair value. The accounting for changes in the fair value of a derivative instrument depends on the intended use of the derivative instrument and the resulting designation. We do not designate our foreign currency exchange contracts as accounting hedges as defined by authoritative guidance for derivatives and hedging, and, accordingly, we adjust these contracts to fair value through operations (i.e., included in “Other income (expense), net”). We do not hold or issue financial instruments for speculative or trading purposes. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     We continually monitor our exposure to fluctuations in foreign currency exchange rates. As we have expanded internationally, an increasing proportion of our revenues, costs and operating expenses are denominated in foreign currencies, resulting in an increase in our foreign currency exchange rate exposure. We enter into multiple forward contracts throughout a given month to mitigate our changing exposure to foreign currency exchange rate fluctuations principally related to receivables generated from sales denominated in foreign currencies and our remeasurements of international subsidiaries. Our exposure fluctuates as we generate new sales in foreign currencies and as existing receivables related to sales in foreign currencies are collected. Additionally, our exposure related to remeasurements of our subsidiaries’ financial statements fluctuates with the underlying activity in those entities. Our foreign currency forward contracts generally will have terms of one month or less and typically mature on the last day of any given period. We then immediately enter into new foreign currency forward contracts, if necessary. </div>   </div>  <div style="font-family: 'Times New Roman',Times,serif"> <div align="left" style="font-size: 10pt; margin-top: 6pt">     The following table shows the notional contract values in local currency and U.S. Dollars of the foreign exchange forward contracts outstanding as of September 30, 2010, grouped by the underlying foreign currency: </div> <div align="center"> <table style="font-size: 10pt; text-align: left" cellspacing="0" border="0" cellpadding="0" width="100%">  <tr valign="bottom"> <td width="64%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="10" style="border-bottom: 1px solid #000000"><b>Contracts Outstanding as of September 30, 2010</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000"><b>In Local Currency</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>In US Dollars</b></td> <td> </td> </tr>   <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Euros (“EUR”) (contracts to buy EUR/sell US$) </div></td> <td> </td> <td colspan="3" align="center">(EUR)</td> <td> </td> <td nowrap="nowrap" align="left"> </td> <td align="right">(35,125,000</td> <td nowrap="nowrap">)</td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(48,440,888</td> <td nowrap="nowrap">)</td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Indian rupees (“INR”) (contracts to sell INR/buy US$) </div></td> <td> </td> <td colspan="3" nowrap="nowrap" align="center">(INR)</td> <td> </td> <td> </td> <td align="right">312,419,000</td> <td> </td> <td> </td> <td> </td> <td align="right">6,971,556</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Canadian dollars (“CAD”) (contracts to sell CAD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(CAD)</td> <td> </td> <td> </td> <td align="right">423,000</td> <td> </td> <td> </td> <td> </td> <td align="right">414,421</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Singapore dollars (“SGD”) (contracts to buy SGD/sell US$) </div></td> <td> </td> <td colspan="3" align="center">(SGD)</td> <td> </td> <td nowrap="nowrap" align="left"> </td> <td align="right">(505,000</td> <td nowrap="nowrap">)</td> <td> </td> <td nowrap="nowrap" align="left"> </td> <td align="right">(385,202</td> <td nowrap="nowrap">)</td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Malaysian ringgits (“MYR”) (contracts to sell MYR/buy US$) </div></td> <td> </td> <td colspan="3" nowrap="nowrap" align="center">(MYR)</td> <td> </td> <td> </td> <td align="right">5,763,000</td> <td> </td> <td> </td> <td> </td> <td align="right">1,858,912</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Australian dollars (“AUD”) (contracts to sell AUD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(AUD)</td> <td> </td> <td> </td> <td align="right">106,000</td> <td> </td> <td> </td> <td> </td> <td align="right">102,990</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">British pound (“GBP”) (contracts to sell GBP/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(GBP)</td> <td> </td> <td> </td> <td align="right">116,000</td> <td> </td> <td> </td> <td> </td> <td align="right">184,127</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Brazilian reais (“BRL”) (contracts to sell BRL/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(BRL)</td> <td> </td> <td> </td> <td align="right">9,634,000</td> <td> </td> <td> </td> <td> </td> <td align="right">5,459,942</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Taiwan dollars (“TWD”) (contracts to sell TWD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(TWD)</td> <td> </td> <td> </td> <td align="right">287,000</td> <td> </td> <td> </td> <td> </td> <td align="right">9,199</td> <td> </td> </tr> <tr style="font-size: 1px"> <td> <div style="margin-left:15px; text-indent:-15px">  </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" colspan="2" align="right" style="border-top: 1px solid #000000"> </td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Total </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(33,824,943</td> <td nowrap="nowrap">)</td> </tr> <tr style="font-size: 1px"> <td> <div style="margin-left:15px; text-indent:-15px">  </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" colspan="2" align="right" style="border-top: 3px double #000000"> </td> <td> </td> </tr>  </table> </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     The following tables show the average notional contract value in the underlying currency and U.S. Dollars of foreign exchange forward contracts outstanding during the three and nine months ended September 30, 2010, grouped by the underlying foreign currency: </div> <div align="center"> <table style="font-size: 10pt; text-align: left" cellspacing="0" border="0" cellpadding="0" width="100%">  <tr valign="bottom"> <td width="64%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="10"><b>Average Contracts Outstanding</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="10" style="border-bottom: 1px solid #000000"><b>during the three months ended September 30, 2010</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000"><b>In Local Currency</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>In US Dollars</b></td> <td> </td> </tr>   <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Euros (“EUR”) (contracts to buy EUR/sell US$) </div></td> <td> </td> <td colspan="3" align="center">(EUR)</td> <td> </td> <td nowrap="nowrap" align="left"> </td> <td align="right">(30,069,319</td> <td nowrap="nowrap">)</td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(38,376,450</td> <td nowrap="nowrap">)</td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Indian rupees (“INR”) (contracts to sell INR/buy US$) </div></td> <td> </td> <td colspan="3" nowrap="nowrap" align="center">(INR)</td> <td> </td> <td> </td> <td align="right">423,764,066</td> <td> </td> <td> </td> <td> </td> <td align="right">9,011,228</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">British pound (“GBP”) (contracts to sell GBP/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(GBP)</td> <td> </td> <td> </td> <td align="right">36,626</td> <td> </td> <td> </td> <td> </td> <td align="right">56,917</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Singapore dollars (“SGD”) (contracts to sell SGD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(SGD)</td> <td> </td> <td> </td> <td align="right">323,000</td> <td> </td> <td> </td> <td> </td> <td align="right">236,251</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Malaysian ringgits (“MYR”) (contracts to sell MYR/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(MYR)</td> <td> </td> <td> </td> <td align="right">5,751,769</td> <td> </td> <td> </td> <td> </td> <td align="right">1,800,710</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Australian dollars (“AUD”) (contracts to sell AUD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(AUD)</td> <td> </td> <td> </td> <td align="right">436,462</td> <td> </td> <td> </td> <td> </td> <td align="right">380,953</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Canadian dollars (“CAD”) (contracts to sell CAD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(CAD)</td> <td> </td> <td> </td> <td align="right">1,503,604</td> <td> </td> <td> </td> <td> </td> <td align="right">1,431,100</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Brazilian reais (“BRL”) (contracts to sell BRL/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(BRL)</td> <td> </td> <td> </td> <td align="right">6,245,297</td> <td> </td> <td> </td> <td> </td> <td align="right">3,516,861</td> <td> </td> </tr> <tr style="font-size: 1px"> <td> <div style="margin-left:15px; text-indent:-15px">  </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" colspan="2" align="right" style="border-top: 1px solid #000000"> </td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Total </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(21,942,430</td> <td nowrap="nowrap">)</td> </tr> <tr style="font-size: 1px"> <td> <div style="margin-left:15px; text-indent:-15px">  </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" colspan="2" align="right" style="border-top: 3px double #000000"> </td> <td> </td> </tr>  </table> </div> <div align="center"> <table style="font-size: 10pt; text-align: left" cellspacing="0" border="0" cellpadding="0" width="100%">  <tr valign="bottom"> <td width="64%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="10"><b>Average Contracts Outstanding</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="10" style="border-bottom: 1px solid #000000"><b>during the nine months ended September 30, 2010</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000"><b>In Local Currency</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>In US Dollars</b></td> <td> </td> </tr>   <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Euros (“EUR”) (contracts to buy EUR/sell US$) </div></td> <td> </td> <td colspan="3" align="center">(EUR)</td> <td> </td> <td nowrap="nowrap" align="left"> </td> <td align="right">(27,098,719</td> <td nowrap="nowrap">)</td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(35,824,317</td> <td nowrap="nowrap">)</td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Indian rupees (“INR”) (contracts to sell INR/buy US$) </div></td> <td> </td> <td colspan="3" nowrap="nowrap" align="center">(INR)</td> <td> </td> <td> </td> <td align="right">417,429,416</td> <td> </td> <td> </td> <td> </td> <td align="right">8,991,454</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">British pound (“GBP”) (contracts to sell GBP/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(GBP)</td> <td> </td> <td> </td> <td align="right">136,248</td> <td> </td> <td> </td> <td> </td> <td align="right">207,895</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Singapore dollars (“SGD”) (contracts to sell SGD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(SGD)</td> <td> </td> <td> </td> <td align="right">330,788</td> <td> </td> <td> </td> <td> </td> <td align="right">238,217</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Malaysian ringgits (“MYR”) (contracts to sell MYR/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(MYR)</td> <td> </td> <td> </td> <td align="right">5,831,828</td> <td> </td> <td> </td> <td> </td> <td align="right">1,772,470</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Australian dollars (“AUD”) (contracts to sell AUD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(AUD)</td> <td> </td> <td> </td> <td align="right">457,135</td> <td> </td> <td> </td> <td> </td> <td align="right">406,943</td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Canadian dollars (“CAD”) (contracts to sell CAD/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(CAD)</td> <td> </td> <td> </td> <td align="right">1,050,901</td> <td> </td> <td> </td> <td> </td> <td align="right">996,429</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Brazilian reais (“BRL”) (contracts to sell BRL/buy US$) </div></td> <td> </td> <td colspan="3" align="center">(BRL)</td> <td> </td> <td> </td> <td align="right">8,343,518</td> <td> </td> <td> </td> <td> </td> <td align="right">4,602,243</td> <td> </td> </tr> <tr style="font-size: 1px"> <td> <div style="margin-left:15px; text-indent:-15px">  </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" colspan="2" align="right" style="border-top: 1px solid #000000"> </td> <td> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td> <div style="margin-left:15px; text-indent:-15px">Total </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(18,608,666</td> <td nowrap="nowrap">)</td> </tr> <tr style="font-size: 1px"> <td> <div style="margin-left:15px; text-indent:-15px">  </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" colspan="2" align="right" style="border-top: 3px double #000000"> </td> <td> </td> </tr>  </table> </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     As of September 30, 2010, all of our derivative instruments are maintained with Wells Fargo Bank and potentially subject us to a concentration of credit risk, which may result in credit related losses in the event of the bank’s nonperformance. We mitigate this risk by monitoring Wells Fargo’s credit ratings published by major rating firms (Fitch, Standard & Poor’s, and Moody’s). In addition, we monitor Wells Fargo’s Credit Default Swap spread on a quarterly basis to assess the bank’s default risk relative to its peers. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     As discussed above, our foreign currency forward contracts are structured to expire on the last day of the accounting period, and we immediately enter into new contracts if necessary. Therefore, our derivative instruments outstanding at period end are outstanding less than one full day when the reporting period ends, and, accordingly, their fair value was not significant as of September 30, 2010 and December 31, 2009. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     The tables below provide a summary of the effect of derivative instruments on the unaudited condensed consolidated statements of operations for the three and nine months ended September 30, 2010 and 2009 (in thousands): </div> <div align="center"> <table style="font-size: 10pt; text-align: left" cellspacing="0" border="0" cellpadding="0" width="100%">  <tr valign="bottom"> <td width="34%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="35%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6"><b>Amount of Gain or (Loss)</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6"><b>Recognized in Results</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2"><b>Location of Gain or (Loss)</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000"><b>of Operations</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td nowrap="nowrap" align="center"><b>Derivatives Not Designated</b></td> <td> </td> <td nowrap="nowrap" align="center" colspan="2"><b>Recognized in Results</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000"><b>Three months ended September 30,</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td nowrap="nowrap" align="center" style="border-bottom: 1px solid #000000"><b>as Hedging Instruments</b></td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>of Operations</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>2010</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>2009</b></td> <td> </td> </tr>   <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Foreign currency forward contracts </div></td> <td> </td> <td colspan="3" align="left">Other expense, net</td> <td> </td> <td align="left">$</td> <td align="right">2,568</td> <td> </td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(986</td> <td nowrap="nowrap">)</td> </tr>  </table> </div> <div align="center"> <table style="font-size: 10pt; text-align: left" cellspacing="0" border="0" cellpadding="0" width="100%">  <tr valign="bottom"> <td width="34%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="35%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6"><b>Amount of Loss</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6"><b>Recognized in Results</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2"><b>Location of Loss</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000"><b>of Operations</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td nowrap="nowrap" align="center"><b>Derivatives Not Designated</b></td> <td> </td> <td nowrap="nowrap" align="center" colspan="2"><b>Recognized in Results</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000"><b>Nine months ended September 30,</b></td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td nowrap="nowrap" align="center" style="border-bottom: 1px solid #000000"><b>as Hedging Instruments</b></td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>of Operations</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>2010</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2" style="border-bottom: 1px solid #000000"><b>2009</b></td> <td> </td> </tr>   <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Foreign currency forward contracts </div></td> <td> </td> <td colspan="3" align="left">Other expense, net</td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(2,498</td> <td nowrap="nowrap">)</td> <td> </td> <td nowrap="nowrap" align="left">$</td> <td align="right">(814</td> <td nowrap="nowrap">)</td> </tr>  </table> </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">     The above gains or losses on the derivative instruments include the cost of entering into the contracts (i.e. forward points), and are generally offset or partially offset by a corresponding foreign currency gain or loss on the underlying hedged transaction (e.g., customer accounts receivable). The gain or loss on both the derivative instrument and the corresponding hedged transaction are reflected in “Other expense, net” in the accompanying unaudited condensed consolidated statements of operations. </div> </div>  <!-- Begin Block Tagged Note false false false us-types:textBlockItemType textblock This element can be used to disclose the entity's entire derivative instruments and hedging activities disclosure as a single block of text. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising there from, and the amounts of and methodologies and assumptions used in determining the amounts of such items. 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