DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

9 Months Ended

Sep. 30, 2012

Summary of Interest Rate Swap Agreements

Notional Amount	Effective Date		Expiration Date		Fixed Rate Paid			Floating Rate Received
$20 Million		9/4/05		9/4/13		4.4350	%		6 month LIBOR
$75 Million		9/1/2011		8/1/18		2.3700	%		1 month LIBOR
$50 Million		9/1/2011		8/1/18		2.3700	%		1 month LIBOR
$50 Million		12/30/11		12/29/17		1.6125	%		1 month LIBOR
$25 Million		12/30/11		12/29/17		1.6125	%		1 month LIBOR
$25 Million		12/30/11		12/29/17		1.6125	%		1 month LIBOR

Summary of Derivative Instruments by Hedge Designation

(dollars in thousands)	Jan. 1, 2012 to Sep. 30, 2012			Jan. 1, 2011 to Sep. 30,  2011
Adjustments to interest expense:
Realized loss reclassified from accumulated other comprehensive loss to interest expense	$	(3,707	)	$	(9,841	)
Adjustments to other comprehensive income (loss):
Realized loss reclassified to interest expense		3,707			9,841
Unrealized loss from changes in the fair value of the effective portion of the interest rate swaps		(9,676	)		(7,952	)
(Loss) gain included in other comprehensive income (loss)	$	(5,969	)	$	1,889