Long-Term Debt, Capital Lease Obligations and Hedging Arrangements (Tables)

6 Months Ended

Jun. 30, 2012

Long-Term Debt, Capital Lease Obligations and Hedging Arrangements [Abstract]

Schedule of Long-term Debt and Capital Lease Obligations

Long-term debt and capital lease obligations consisted of the following as of the periods indicated (in thousands):

	June 30, 2012			December 31, 2011
Revolving loans	$	—		$	—
Mortgage note payable due monthly through 2014, interest at
at a rate of 8.5%, collateralized by real property with
carrying values totaling $1.7 million	1,695			2,076
Term loans	87,328			87,389
Capital leases	186			320
Total long-term obligations	89,209			89,785
Less amounts due within one year	(967		)	(1,017		)
Long-term obligations, net of current portion	$	88,242		$	88,768

Schedule of Maturities of Long-term Debt and Capital Leases

The scheduled or expected maturities of long-term obligations as of June 30, 2012, were as follows (in thousands):

For the twelve months ending June 30:
2013	$	967
2014	914
2015	—
2016	—
2017	87,328
	$	89,209

Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location

The fair values of our hedging agreements as presented in the consolidated balance sheets are as follows (in thousands):

	Derivatives
	June 30, 2012			December 31, 2011
	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Derivatives designated as hedging instruments:	Other Long-Term			Other Long-Term
Interest rate hedging agreements	Liabilities	$	2,299	Liabilities	$	2,049

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) and Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The effect of the interest rate swap agreements on our consolidated comprehensive income, net of related taxes, for the three months ended June 30 is as follows (in thousands):

	Amount of Loss in Other Comprehensive Loss						Gain Reclassified from Accumulated Other Comprehensive Loss to Income (ineffective portion)
	2012			2011			2012		2011
Derivatives designated as cash flow hedges:
Interest rate hedging agreements	$	(79	)	$	(651	)	$	—	$	—

The effect of the interest rate swap agreements on our consolidated comprehensive income, net of related taxes, for the six months ended June 30 is as follows (in thousands):

	Amount of (Loss)/Gain in Other Comprehensive (Loss)/Income					Gain Reclassified from Accumulated Other Comprehensive Income to Income (ineffective portion)
	2012			2011		2012		2011
Derivatives designated as cash flow hedges:
Interest rate hedging agreements	$	(761	)	$	402	$	—	$	—