Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2013

Derivative [Line Items]

Fair value of derivative instruments in Condensed Consolidated Balance Sheet

Fair Value of Derivative Instruments in Condensed Consolidated Balance Sheet:

(In thousands):	Condensed Consolidated Balance Sheet Location	Fair Value as of			Fair Value as of			Fair Value as of
		June 30, 2013			December 31, 2012			July 1, 2012
Derivatives designated as hedging instruments:
Interest rate swaps	Derivative Liability	(20,122		)	(32,260		)	(35,146		)
Total derivatives designated as hedging instruments		$	(20,122	)	$	(32,260	)	$	(35,146	)
Derivatives not designated as hedging instruments:
Interest rate swaps	Derivative Liability	$	(6,650	)	$	—		$	—
Total derivatives not designated as hedging instruments		$	(6,650	)	$	—		$	—
Net derivative liability		$	(26,772	)	$	(32,260	)	$	(35,146	)

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

(In thousands):	Amount of Gain (Loss) Recognized in  Accumulated 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)
Derivatives designated as Cash Flow Hedging Relationships	Six months ended		Six months ended				Six months ended			Six months ended				Six months ended		Six months ended
	6/30/13		7/1/12				6/30/13			7/1/12				6/30/13		7/1/12
Interest rate swaps	$	2,266	$	(2,746	)	Interest Expense	$	(2,797	)	$	(6,014	)	Net effect of swaps	$	3,703	$	—

(In thousands):	Amount and Location of Gain (Loss) Recognized in Income on Derivative
Derivatives not designated as Cash Flow Hedging Relationships		Six months ended			Six months ended
		6/30/13			7/1/12
Cross-currency swaps (1)	Net effect of swaps	$	—		$	(4,999	)
Foreign currency swaps	Net effect of swaps	—			6,278
Interest rate swaps (2)	Net effect of swaps	(479		)	—
		$	(479	)	$	1,279

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

(2) The May 2011 interest rate swaps were de-designated in March 2013.

cts of Derivative Instruments on Income (Loss) and Other Comprehensive Income (Loss) for the twelve-month periods ended June 30, 2013 and July 1, 2012:

(In thousands):	Amount of Gain (Loss) Recognized in Accumulated 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)
Derivatives designated as Cash Flow Hedging Relationships	Twelve months ended		Twelve months ended				Twelve months ended			Twelve months ended				Twelve months ended		Twelve months ended
	6/30/13		7/1/12				6/30/13			7/1/12				6/30/13		7/1/12
Interest rate swaps	$	5,152	$	(18,396	)	Interest Expense	$	(8,810	)	$	(9,037	)	Net effect of swaps	$	3,703	$	20,193

(In thousands):	Amount and Location of Gain (Loss) Recognized in Income on Derivative
Derivatives not designated as Cash Flow Hedging Relationships		Twelve months ended			Twelve months ended
		6/30/13			7/1/12
Cross-currency swaps (1)	Net effect of swaps	—			9,139
Foreign currency swaps	Net effect of swaps	—			(3,081		)
Interest rate swaps (2)	Net effect of swaps	$	(479	)	$	—
		$	(479	)	$	6,058

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

(2)

Effects of Derivative Instruments on Income (Loss) and Other Comprehensive Income (Loss) for the three-month periods ended June 30, 2013 and July 1, 2012:

(In thousands):	Amount of Gain (Loss) Recognized in  Accumulated 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)
Derivatives designated as Cash Flow Hedging Relationships	Three months ended		Three months ended				Three months ended		Three months ended				Three months ended		Three months ended
	6/30/13		7/1/12				6/30/13		7/1/12				6/30/13		7/1/12
Interest rate swaps	$	—	$	(2,866	)	Interest Expense	$	—	$	(3,221	)	Net effect of swaps	$	3,268	$	—

(In thousands):	Amount and Location of Gain (Loss) Recognized in Income on Derivative
Derivatives not designated as Cash Flow Hedging Relationships		Three months ended		Three months ended
		6/30/13		7/1/12
Interest rate swaps (1)	Net effect of swaps	992		—
		$	992	$	—

(1) The May 2011 interest rate swaps were de-designated in March 2013.

Forward Starting Interest Rate Swap [Member]

Derivative [Line Items]

Derivative instruments, notional amounts outstanding and interest rates

The following table presents our September 2010 swaps, March 2011 swaps, May 2011 swaps, and March 2013 swaps which mature December 15, 2015, along with their notional amounts and their fixed interest rates.

	Interest Rate Swaps
($'s in thousands)	Derivatives designated as hedging instruments				Derivatives not designated as hedging instruments
	Notional Amounts		LIBOR Rate		Notional Amounts		LIBOR Rate
	$	200,000	2.27	%	50,000		2.54	%
	75,000		2.30	%	30,000		2.54	%
	50,000		2.29	%	70,000		2.54	%
	150,000		2.43	%	50,000		2.54	%
	50,000		2.29	%
	50,000		2.43	%
	25,000		2.30	%
Total $'s / Average Rate	$	600,000	2.33	%	$	200,000	2.54	%