Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value Of Cash Flow Hedges

The fair value amounts in the consolidated balance sheet related to the interest rate swap were:

Notional Amounts1				Other Assets				Other Current Liabilities2				Other Long-Term Liabilities2
September 30,		December 31,		September 30,		December 31,		September 30,		December 31,		September 30,		December 31,
2014		2013		2014		2013		2014		2013		2014		2013
$	11,667	$	12,666	$	—	$	—	$	221	$	—	$	—	$	423

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

(2) As of September 30, 2014, the remaining balance of the U.S. long-term note outstanding is considered current because the term of the note expires in June 2015 and is thus due within one year. Accordingly, the interest rate swap liability has been reclassified.

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

The derivative gains and 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,
	2014			2013			2014			2013
Effective portion recognized in other comprehensive loss, pretax:
Interest rate swap	$	145		$	186		$	427		$	733
Effective portion reclassified from other comprehensive loss to interest expense, pretax:
Interest rate swap	$	(73	)	$	(101	)	$	(225	)	$	(371	)
Ineffective portion recognized in income:
Interest rate swap	$	—		$	—		$	—		$	—