Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2012

Fair Values Of Derivative Instruments In Consolidated Balance Sheets

The fair values of derivative instruments in the Company’s consolidated balance sheets were as follows:

	Asset Derivatives
	Balance Sheet Location		Fair Value as of
			June 30, 2012		December 31, 2011
Designated as hedging instruments
Commodity forward contracts		Accounts receivable, net	$	8,670	$	—
Not designated as hedging instruments
Commodity forward contracts		Accounts receivable, net		1,379		2,437
Total asset derivatives			$	10,049	$	2,437

	Liability Derivatives
	Balance Sheet                                  Location		Fair Value as of
			June 30, 2012		December 31, 2011
Designated as hedging instruments
Commodity forward contracts		Accrued liabilities	$	544	$	3,262
Treasury lock agreements		Accrued liabilities		813		—
Not designated as hedging instruments
Commodity forward contracts		Accrued liabilities		2,340		973
Total liability derivatives			$	3,697	$	4,235

Impact Of Derivative Instruments Designated As Fair Value Hedges

The following tables reflect the impact of derivative instruments designated as fair value hedges and the related hedged item on the Company’s consolidated statements of operations. For the three and six months ended June 30, 2012, there was no material ineffectiveness with regard to the Company’s qualifying fair value hedges.

Derivatives in Fair Value Hedging Relationships	Location of Gain (Loss) Recognized in Income on  Derivative	Three Months Ended June 30,					Six Months Ended June 30,
		2012			2011		2012			2011
Commodity forward contracts	Cost of sales	$	2,397		$	—	$	12,860		$	—
Hedged Items in Fair Value Hedging Relationships	Location of Gain (Loss) Recognized in Income on Hedged  Items	Three Months Ended June 30,					Six Months Ended June 30,
		2012			2011		2012			2011
Firm commitment designated as the hedged item	Cost of sales	$	(2,397	)	$	—	$	(14,061	)	$	—

Impact of Derivative Instruments Designated as Cash Flow Hedges

The following table reflects the impact of derivative instruments designated as cash flow hedges on the Company’s consolidated statements of comprehensive income. There was no ineffectiveness recognized in the Company’s consolidated statements of operations with regard to the Company’s qualifying cash flow hedges for the three and six months ended June 30, 2012.

Derivatives in Cash Flow Hedging Relationships	Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)
	Three Months Ended June 30,					Six Months Ended June 30,
	2012			2011		2012			2011
Treasury lock agreements	$	(813	)	$	—	$	(813	)	$	—

Impact Of Derivative Instruments Not Designated As Fair Value Hedges

The impact of derivative instruments that have not been designated as hedges on the Company’s consolidated statements of operations were as follows:

Derivatives Not Designated as Hedging Instruments	Location of Gain (Loss) Recognized in Income on  Derivative	Three Months Ended June 30,					Six Months Ended June 30,
		2012			2011		2012			2011
Commodity forward contracts	Cost of sales	$	(1,592	)	$	483	$	(1,031	)	$	467