FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)

3 Months Ended

Mar. 31, 2017

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 March 31, 2017
April 5, 2016	5	Interest rate swap	€	468,800	February 21, 2021	Interest rate hedge underlying 2021 Euro Term Loan	$	(893,887	)
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	$	(282,719	)
November 10, 2015	3	Interest rate swap	€	235,335	November 1, 2019	Interest rate hedge underlying 2019 Euro Term Loan	$	(1,409,599	)
November 14, 2014	2	Interest rate swap	€	250,800	November 1, 2017	Interest rate hedge underlying 2018 Euro Term Loan	$	(336,167	)

	Accumulated Other Comprehensive Loss
BALANCE December 31, 2016	$	(4,451	)
Unrealized gain on interest rate swaps	573
Reclassified to interest expense	685
BALANCE March 31, 2017	$	(3,193	)

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 months ended March 31, 2017 and 2016:

	For the Three Months Ended March 31,
	2017		2016
Currency swaps	$	368	$	(14,050	)