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Derivative Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Summary of fair values of expected cash flows of outstanding foreign currency options
The following table presents summarized information about the fair values of our outstanding foreign currency contracts at December 31, 2014:
 
 
 
 
 
 
 
 
Fair Value
 
 
 
 
 
 
 
 
(in thousands)
 
 
Notional (CAD)
 
Strike Price (1)
 
Market Price (1)
 
Asset
 
Liability
Portion of option contracts maturing in 2015
 
 
 
 
 
 
 
 
 
 
Puts (purchased)
 
$
29,722,200

 
0.9100

 
0.8606

 
$
1,660

 
$

Calls (written)
 
$
29,722,200

 
0.9300

 
0.8606

 
$

 
$

    
(1)    Strike and market price is denoted in CAD/USD.