FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)

3 Months Ended

Mar. 31, 2018

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, 2018
April 5, 2016	5	Interest rate swap	EUR	468,800	February 21, 2021	Interest rate hedge underlying 2021 Euro Term Loan	$	(2,101	)
April 5, 2016	4	Interest rate swap	EUR	150,800	November 1, 2018	Interest rate hedge underlying 2018 Euro Term Loan	$	(160	)
November 10, 2015	3	Interest rate swap	EUR	235,335	November 1, 2019	Interest rate hedge underlying 2019 Euro Term Loan	$	(1,403	)

Schedule of Foreign Exchange Contracts, Statement of Financial Position

Foreign Currency Risk

From time to time, we have entered into forward foreign exchange contracts to reduce our exposure to movements in foreign exchange rates related to contractual payments under certain dollar-denominated agreements. As at March 31, 2018, we had no forward foreign exchange contracts outstanding.

Schedule of Changes in Fair Value of Derivatives

The change in fair value of derivatives not recognized within accumulated other comprehensive income / loss comprised the following for the three months ended March 31, 2018 and 2017:



	For the Three Months Ended March 31,
	2018			2017
Gain on currency swaps	$	—		$	368
Loss on interest rate swaps	(228		)	—
Change in fair value of derivatives	$	(228	)	$	368