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Derivative Instruments (Tables)
12 Months Ended
Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Derivative Instruments Interest Rate Swap Agreements
The major terms of the interest rate swap agreements as of December 31, 2012 are as follows:
Effective Date
 
Notional
Amount
(In millions)
 
Fixed Rate
Paid
 
Variable Rate
Received as of
Dec. 31, 2012

 
Next Reset Date
 
Maturity
Date
April 25, 2011
 
$
250.0

 
1.351
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
April 25, 2011
 
250.0

 
1.347
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
April 25, 2011
 
250.0

 
1.350
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
January 25, 2011
 
1,000.0

 
3.068
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
April 25, 2011
 
1,000.0

 
3.150
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
January 25, 2011
 
1,000.0

 
3.750
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
April 25, 2011
 
1,000.0

 
3.264
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
January 25, 2011
 
1,000.0

 
3.814
%
 
0.210
%
 
January 25, 2013
 
January 25, 2015
Fair Values of Derivative Instruments
The following table represents the fair values of derivative instruments in the Consolidated Balance Sheets as of December 31:
 
Asset Derivatives
 
Liability Derivatives
 
2012
 
2011
 
2012
 
2011
(In millions)
Balance
Sheet
Location

Fair
Value

Balance
Sheet
Location

Fair
Value
 
Balance
Sheet
Location
 
Fair
Value
 
Balance
Sheet
Location
 
Fair
Value
Derivatives designated as hedging instruments
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Interest rate cap
 
 
$

 
 
 
$

 
 
 
$

 
 
 
$

Derivatives not designated as hedging instruments
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Interest rate swaps
 
 

 
 
 

 
Deferred credits
and other
 
(306.4
)
 
Deferred credits
and other
 
(336.1
)
Interest rate cap
 
 

 
 
 

 
 
 

 
 
 

Total Derivatives
 
 
$

 
 
 
$

 
 
 
$
(306.4
)
 
 
 
$
(336.1
)
Effect of Derivative Instruments in Consolidated Statements of Comprehensive Loss
The following table represents the effect of derivative instruments in the Consolidated Statement of Comprehensive Loss for the years ended December 31, 2012, 2011, and 2010 for amounts transferred into or out of AOCL:
(In millions)
 
Amount of (Gain) or Loss Recognized in AOCL (Effective Portion)
 
Location of (Gain) or Loss Reclassified from AOCL Into Net Loss (Effective Portion)
 
Amount of (Gain)
or Loss
Reclassified from AOCL into Net Loss
(Effective Portion)
 
Location of (Gain) or Loss Recognized in Net Loss (Ineffective Portion)
 
Amount of (Gain) or Loss Recognized in Net Loss (Ineffective Portion)
Derivatives designated as hedging instruments
 
2012
 
2011
 
2010
 
 
 
2012
 
2011
 
2010
 
 
 
2012
 
2011
 
2010
Interest Rate Contracts
 
$

 
$
64.3

 
$
99.2

 
Interest Expense
 
$
28.4

 
$
265.7

 
$
36.3

 
Interest Expense
 
$

 
$
(53.4
)
 
$
(76.6
)
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Amount of (Gain) or Loss Recognized in Net Loss
Derivatives not designated as hedging instruments
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Location of (Gain) or Loss Recognized in Net Loss
 
2012
 
2011
 
2010
Interest Rate Contracts
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Interest Expense
 
$
(29.6
)
 
$
(16.9
)
 
$
1.9