Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2012

Derivative [Line Items]

Fair value of derivative instruments in Condensed Consolidated Balance Sheet

(In thousands):	Consolidated Balance Sheet Location	Fair Value as of			Fair Value as of
		December 31, 2012			December 31, 2011
Derivatives designated as hedging instruments:
Interest rate swaps	Derivative Liability	(32,260		)	(32,400		)
Total derivatives designated as hedging instruments:		(32,260		)	(32,400		)
Derivatives not designated as hedging instruments:
Foreign-currency swaps	Current derivative liability	—			(13,155		)
Cross-currency swaps	Current derivative liability	—			(37,617		)
Total derivatives not designated as hedging instruments:		—			(50,772		)
Net derivative liability		$	(32,260	)	$	(83,172	)

Effects of derivative instruments on income (loss) and other comprehensive income (loss)

Effects of Derivative Instruments on Income and Other Comprehensive Income (Loss):

(In thousands):	Amount of Gain (Loss) recognized in OCI  on Derivatives (Effective Portion)					Amount and Location of Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)							Amount and Location of Gain (Loss) Recognized in Income on Derivative (Ineffective Portion)
	Twelve months ended 12/31/12		Twelve months ended 12/31/11				Twelve months ended 12/31/12			Twelve months ended 12/31/11				Twelve months ended 12/31/12		Twelve months ended 12/31/11
Interest rate swaps	$	140	$	(35,353	)	Interest Expense	$	(12,027	)	$	(3,023	)	Net effect of swaps	$	—	$	47,987

(In thousands):	Amount and Location of Gain (Loss) Recognized in Income on Derivative
Derivatives not designated as Cash Flow Hedging Relationships
		Twelve months ended 12/31/12			Twelve months ended 12/31/11
Interest rate swaps (1)	Net effect of swaps	$	—		$	(3,342	)
Cross-currency swaps (2)	Net effect of swaps	(4,999		)	16,098
Foreign currency swaps	Net effect of swaps	6,278			(13,665		)
		$	1,279		$	(909	)

(1) The September 2010 swaps became ineffective and were de-designated in February 2011.

(2) The cross currency swaps became ineffective and were de-designated in August 2009.

Forward Starting Interest Rate and Cross Currency Swap [Member]

Derivative [Line Items]

Derivative instruments, notional amounts outstanding and interest rates

The following table presents our forward-starting fixed-rate swaps, which became effective October 1, 2011 and mature December 15, 2015, along with their notional amounts and their fixed interest rates which compare to 30-day LIBOR of 0.21% as of December 31, 2012.

($'s in thousands)	Forward-Starting Interest Rate Swaps
	Notional Amounts		LIBOR Rate
	$	200,000	2.40	%
	75,000		2.43	%
	50,000		2.42	%
	150,000		2.55	%
	50,000		2.42	%
	50,000		2.55	%
	25,000		2.43	%
	50,000		2.54	%
	30,000		2.54	%
	70,000		2.54	%
	50,000		2.54	%
Total $'s / Average Rate	$	800,000	2.48	%

Interest Rate Swap [Member]

Derivative [Line Items]

Derivative instruments, notional amounts outstanding and interest rates

The following table presents our fixed-rate swaps, which matured October 3, 2011, along with their notional amounts and their fixed interest rates, and the cross-currency swap which matured in February 2012, along with their notional amounts and their fixed interest rates:

($'s in thousands)	Interest Rate Swaps				Cross-currency Swaps
	Notional Amounts		LIBOR Rate		Notional Amounts		Implied Interest Rate
	$	200,000	5.64	%	$	255,000	7.31	%
	200,000		5.64	%	825		9.50	%
	200,000		5.64	%
	200,000		5.57	%
	100,000		5.60	%
	100,000		5.60	%
Total $'s / Average Rate	$	1,000,000	5.62	%	$	255,825	7.32	%