Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal or face amount used to calculate payment on derivative.

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The net gain (loss) included in earnings for the period relating to components of the gain (loss) on interest rate cash flow hedging instruments excluded from the assessment of fair value hedge effectiveness.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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- Definition

The cash outflow for a financial contract that meets the hedge criteria as either cash flow hedge, fair value hedge or hedge of net investment in foreign operations.

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DERIVATIVE INSTRUMENTS (Narrative) (Details) - USD ($) $ in Thousands	1 Months Ended	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2020	Feb. 29, 2020	Dec. 31, 2019	Mar. 31, 2019
Derivative [Line Items]
Interest rate hedges	$ (24,839)	$ (24,839)		$ (10,953)	$ (11,125)
Designated as Hedging Instrument [Member] \| Cash Flow Hedges [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Notional amount of interest rate swap agreements			$ 300,000
Cash payments for interest rate swap agreements	19,863
Estimated amount of pretax loss in AOCI reclassified to earnings for the next 12-month period	$ (2,324)	(2,324)
Interest rate reclassified to interest expense, ineffective portion		$ 993