INTEREST RATE SWAP AGREEMENTS (Tables)

12 Months Ended

Dec. 31, 2012

Interest rate swap agreements designated as hedge agreements

Below is a summary of the Company’s interest rate swap agreements, all of which are designated as cash flow hedges, as of December 31, 2012:

Nominal Amount	Effective Date		Pay Rate			Receive Rate		Expiration Date		Current Liability  (1)		Long-Term Liability (2)		Estimated Total Fair Value at December 31, 2012
$175,000		December 2010		1.3975	%		1-Month LIBOR		September 2015	$	1,959	$	2,991	$	4,950
$175,000		December 2010		1.4000	%		1-Month LIBOR		September 2015		1,978		3,004		4,982
$100,000		November 2011		1.7150	%		1-Month LIBOR		April 2016		1,566		2,694		4,260
$450,000										$	5,503	$	8,689	$	14,192

⁽¹⁾  Included in accrued other current liabilities on the consolidated balance sheet as of December 31, 2012.

⁽²⁾  Included in other long-term liabilities on the consolidated balance sheet as of December 31, 2012.