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FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)
 9 Months Ended
Sep. 30, 2016
Fair Value Disclosures [Abstract]  
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]
Information relating to financial instruments is as follows:
Trade Date
 
Number of Contracts

 
Description
 
Aggregate Notional Amount

 
Maturity Date
 
Objective
 
Fair Value as at September 30, 2016

April 5, 2016
 
5

 
Interest rate swap
 
€
468,800

 
February 21, 2021
 
Interest rate hedge underlying 2021 Euro Term Loan
 
$
(3,817
)
April 5, 2016
 
4

 
Interest rate swap
 
€
250,800

 
November 1, 2018
 
Interest rate hedge underlying 2018 Euro Term Loan, forward starting on November 1, 2017
 
$
(308
)
November 10, 2015
 
3

 
Interest rate swap
 
€
235,335

 
November 1, 2019
 
Interest rate hedge underlying 2019 Euro Term Loan
 
$
(2,182
)
November 14, 2014
 
2

 
Interest rate swap
 
€
250,800

 
November 1, 2017
 
Interest rate hedge underlying 2018 Euro Term Loan
 
$
(646
)
 
Accumulated Other Comprehensive Loss

BALANCE December 31, 2015
$
(1,420
)
Loss on interest rate swaps
(7,302
)
Reclassified to interest expense
1,721

BALANCE September 30, 2016
$
(7,001
)
Schedule of Changes in Fair Value of Derivatives
The change in fair value of derivatives not designated as hedging instruments comprised the following for the three and nine months ended September 30, 2016 and 2015:
 
For the Three Months Ended September 30,
 
For the Nine Months Ended September 30,
 
2016

 
2015

 
2016

 
2015

Currency swaps
$
(398
)
 
$
(2,443
)
 
$
(11,904
)
 
$
(5,673
)