Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Notional amounts and fair values of derivatives designated as cash flow hedges

The notional amounts and fair values of derivative instruments designated as cash flow are shown below.

	As of June 30, 2013						As of December 31, 2012
	Notional		Fair value				Notional		Fair value
(in thousands)	amount		Asset		Liability (1)		amount		Asset		Liability (1)
Derivatives designated as cash flow hedges:
Interest rate swap	$	75,000	$	—	$	541	$	75,000	$	—	$	1,619

⁽¹⁾ Balance recorded in "Other liabilities"

Effective portion of the unrealized gain and loss on the derivative

	Three months ended June 30, 2013
(in thousands)	Effective portion recognized in Accumulated OCL, Gain/(Loss)		Reclassified from Accumulated OCL, Gain/(Loss)		Ineffective portion and amount excluded from effectiveness testing Gain/(Loss)
Derivatives designated as cash flow hedges:
Interest rate swap	$	817	$	167	$	—

	Three months ended June 30, 2012
(in thousands)	Effective portion recognized in Accumulated OCL, Gain/(Loss)			Reclassified from Accumulated OCL, Gain/(Loss)		Ineffective portion and amount excluded from effectiveness testing Gain/(Loss)
Derivatives designated as cash flow hedges:
Interest rate swap	$	(1,401	)	$	160	$	—

	Six months ended June 30, 2013
(in thousands)	Effective portion recognized in Accumulated OCL, Gain/(Loss)		Reclassified from Accumulated OCL, Gain/(Loss)		Ineffective portion and amount excluded from effectiveness testing Gain/(Loss)
Derivatives designated as cash flow hedges:
Interest rate swap	$	745	$	333	$	—

	Six months ended June 30, 2012
(in thousands)	Effective portion recognized in Accumulated OCL, Gain/(Loss)			Reclassified from Accumulated OCL, Gain/(Loss)		Ineffective portion and amount excluded from effectiveness testing Gain/(Loss)
Derivatives designated as cash flow hedges:
Interest rate swap	$	(1,389	)	$	202	$	—