Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2013

Derivative [Line Items]

Schedule of Derivative Instruments, Fair Value [Table Text Block]

The following table sets forth the fair value of our liability derivatives:

	March 31, 2013		December 31, 2012
Liability Derivatives:
Derivatives designated as cash flow hedges in accounts payable, accrued expenses and other liabilities:
Interest rate swaps	$	8,261	$	9,369

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table sets forth the effect of our cash flow hedges on AOCL and interest expense:

	Three Months Ended March 31,
	2013		2012
Derivatives Designated as Cash Flow Hedges:
Amount of unrealized gains recognized in AOCL on derivatives (effective portion):
Interest rate swaps	$	280	$	1,104
Amount of (gains)/losses reclassified out of AOCL into contractual interest expense (effective portion):
Interest rate swaps	$	788	$	(33	)

Highwoods Realty Limited Partnership [Member]

Derivative [Line Items]

Schedule of Derivative Instruments, Fair Value [Table Text Block]

The following table sets forth the fair value of our liability derivatives:

	March 31, 2013		December 31, 2012
Liability Derivatives:
Derivatives designated as cash flow hedges in accounts payable, accrued expenses and other liabilities:
Interest rate swaps	$	8,261	$	9,369

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table sets forth the effect of our cash flow hedges on AOCL and interest expense:

	Three Months Ended March 31,
	2013		2012
Derivatives Designated as Cash Flow Hedges:
Amount of unrealized gains recognized in AOCL on derivatives (effective portion):
Interest rate swaps	$	280	$	1,104
Amount of (gains)/losses reclassified out of AOCL into contractual interest expense (effective portion):
Interest rate swaps	$	788	$	(33	)