Financial Instruments and Fair Value (Tables)

12 Months Ended

Dec. 31, 2013

Fair Value Disclosures [Abstract]

Schedule of Carrying Values and Fair Values of Liabilities

A summary of the carrying values and fair values of our 8.375% Notes and our 7.625% Notes is as follows:

	As of December 31,
	2013		2012
	(In millions)
Carrying Value:
8.375% Senior Subordinated Notes due 2020	$	309.2	$	200.0
7.625% Senior Subordinated Notes due 2017	—		143.2
Total carrying value	$	309.2	$	343.2
Fair Value:
8.375% Senior Subordinated Notes due 2020	$	336.8	$	221.5
7.625% Senior Subordinated Notes due 2017	—		147.5
Total fair value	$	336.8	$	369.0

Schedule of Derivative Instruments Effect on Accumulated Other Comprehensive Income

Information about the effect of derivative instruments on the accompanying Consolidated Statements of Income, including the impact on Accumulated Other Comprehensive Income ("AOCI") (in millions):

For the Year Ended December 31,	Derivative in Cash Flow Hedging Relationships	Results Recognized in AOCI (Effective Portion)	Location of Results Reclassified from AOCI to Earnings	Amount Reclassified from AOCI to Earnings–Active Swaps	Amount Reclassified from AOCI to Earnings–Terminated Swaps	Ineffective Results Recognized in Earnings	Location of Ineffective Results
2013	Interest rate swaps	$0.4	Swap interest expense	$(0.5)	$(2.0)	$—	N/A
2012	Interest rate swaps	$(0.3)	Swap interest expense	$(0.2)	$(4.8)	$—	N/A
2011	Interest rate swaps	$(3.1)	Swap interest expense	$(4.1)	$(0.3)	$—	N/A

Schedule of Amounts Reclassified out of AOCI

Information about amounts reclassified out of AOCI	(In millions)
Accumulated other comprehensive loss—December 31, 2012	$	(1.6	)
Change in fair value of cash flow swaps	0.9
Amortization of terminated cash flow swaps	2.0
Total amount reclassified to swap interest expense	2.9
Income tax impact associated with cash flow swaps	(1.1		)
Accumulated other comprehensive income—December 31, 2013	$	0.2

Schedule of Instruments Entered Into For Hedging Purposes

Market Risk Disclosures as of December 31, 2013:

Instruments entered into for trading purposes—None

Instruments entered into for hedging purposes (in millions)—

Type of Derivative	Notional Size		Underlying Rate	Expiration	Fair Value
Interest Rate Swap*	$	75.0	1 month LIBOR	September 2023	$	0.7
Interest Rate Swap*	$	18.4	1 month LIBOR	October 2015	$	(0.4	)

____________________________

* The total fair value of our swaps is a $0.3 million net asset, of which $1.9 million is included in Accounts Payable and Accrued Liabilities, $0.1 million is included in Other Long-Term Liabilities and $2.3 million is included in Other Long-Term Assets on the accompanying Consolidated Balance Sheet.

Market Risk Disclosures as of December 31, 2012:

Instruments entered into for trading purposes—None

Instruments entered into for hedging purposes (in millions)—

Type of Derivative	Notional Size		Underlying Rate	Expiration	Fair Value
Interest Rate Swap*	$	19.7	1 month LIBOR	October 2015	$	(0.6	)

____________________________

* The total fair value of our swap is a $0.6 million net liability, of which $0.3 million is included in Accounts Payable and Accrued Liabilities and $0.3 million is included in Other Long-Term Liabilities, respectively, on the accompanying Consolidated Balance Sheet.