Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value Of Cash Flow Hedges

The fair value amounts in the consolidated balance sheet were:

	Notional Amounts1				Other Assets				Other Long-Term Liabilities
	September 30,		December 31,		September 30,		December 31,		September 30,		December 31,
	2013		2012		2013		2012		2013		2012
Interest rate swap	$	13,000	$	14,000	$	—	$	—	$	493	$	855
Total	$	13,000	$	14,000	$	—	$	—	$	493	$	855

(1) Notional amounts represent the gross contract/notional amount of the derivatives outstanding.

Derivative Gains (Losses) In The Consolidated Statements Of Income Related To Interest Rate Swap Contracts

The derivative gains (losses) in the consolidated statements of income related to the Company’s interest rate swap contracts were as follows:

	Three Months Ended September 30,						Nine Months Ended September 30,
	2013			2012			2013			2012
Effective portion recognized in other comprehensive gain (loss), pretax:
Interest rate swap	$	186		$	219		$	733		$	667
Effective portion reclassified from other comprehensive gain (loss) to interest expense, pretax:
Interest rate swap	$	(101	)	$	(140	)	$	(371	)	$	(436	)
Ineffective portion recognized in income:
Interest rate swap	$	—		$	—		$	—		$	—