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Derivative Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of interest rate swap agreements
In 2010, the Company entered into interest rate swap agreements as summarized in the table below:
 
Notional
Amount
 
Paying
 
Receiving
 
Start Date
 
Expiration Date
Counterparty A
$
25.0

 
1.67
%
 
3-Month LIBOR
 
October 2010
 
October 2015
Counterparty A
$
25.0

 
1.65
%
 
3-Month LIBOR
 
October 2010
 
October 2015
Counterparty B
$
25.0

 
1.59
%
 
3-Month LIBOR
 
October 2010
 
October 2015
Counterparty B
$
25.0

 
2.14
%
 
3-Month LIBOR
 
October 2010
 
October 2017
Schedule of amount of derivative instrument gains and (losses) before taxes
The following summarizes the amount of derivative instrument gains and losses reported in the Consolidated Statements of Comprehensive Income:
 
For the Years Ended December 31,
Cash Flow Hedges
2011
 
2012
 
2013
Interest rate swaps
$
(5.4
)
 
$
(1.1
)
 
$
1.5

Treasury rate locks
(4.3
)
 

 

Total
$
(9.7
)
 
$
(1.1
)
 
$
1.5