FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)

6 Months Ended

Jun. 30, 2018

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

Information relating to interest rates swaps is as follows:



Trade Date	Number of Contracts	Aggregate Notional Amount		Designated Portion		Maturity Date	Objective	Fair Value as at June 30, 2018
April 26, 2018	4	EUR	468,800	EUR	468,800	April 26, 2023	Interest rate hedge underlying 2023 Euro Loan, forward starting on February 19, 2021	$	(2,821	)
April 5, 2016	5	EUR	468,800	EUR	468,800	February 19, 2021	Interest rate hedge underlying 2023 Euro Loan	$	(2,609	)
April 26, 2018	3	EUR	235,335	EUR	78,367	November 1, 2021	Interest rate hedge underlying 2021 Euro Loan, forward starting on November 1, 2019	$	(932	)
November 10, 2015	3	EUR	235,335	EUR	78,367	November 1, 2019	Interest rate hedge underlying 2021 Euro Loan	$	(1,137	)
April 5, 2016	4	EUR	40,800	EUR	—	November 1, 2018	Interest rate hedge underlying 2019 Euro Loan	$	(24	)

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 June 30, 2018, we had no such 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 and six months ended June 30, 2018 and 2017:



	For the Three Months Ended June 30,						For the Six Months Ended June 30,
	2018			2017			2018			2017
Loss on currency swaps	$	—		$	(1,100	)	$	—		$	(732	)
Loss on interest rate swaps	(1,101		)	—			(1,329		)	—
Change in fair value of derivatives	$	(1,101	)	$	(1,100	)	$	(1,329	)	$	(732	)