Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of gains on interest rate swap contracts

The following table shows the gains and interest expense recognized on our interest rate swap contracts:



	Three Months Ended				Six Months Ended
	June 30,				June 30,
	2018		2017		2018		2017
Gains recorded in accumulated other comprehensive loss, net of tax	$	3.8	$	—	$	5.7	$	2.8
Interest expense recorded related to interest rate swap contracts	1.1		2.0		1.6		4.1

Schedule of the effect of interest rate swap contracts designated as cash flow hedges

The following table shows the effect of interest rate swap contracts designated as cash flow hedges on the consolidated statements of operations and comprehensive loss:



	Three Months Ended			Six Months Ended
	June 30,			June 30,
	2018			2018
	Interest expense
Total amounts of expense line item presented in the statements of operations and comprehensive loss in which the effects of cash flow hedges are recorded	$	(146.1	)	$	(300.9	)
Hedged item	(5.0		)	(6.6		)
Derivative designated as hedging instrument	3.9			5.0

Fair value of liabilities measured on recurring basis

The following table shows the fair value of our hedges:



	Balance Sheet Line Item	June 30, 2018		December 31, 2017
Interest rate swaps ⁽¹⁾⁽³⁾	Other assets/(accrued liabilities)	$	7.6	$	(0.2	)
Cross-currency interest rate swaps⁽²⁾⁽³⁾	Other assets	2.8		—
(1) The gains of $5.0 million and $7.6 million for the three and six months ended June 30, 2018, respectively, are reflected in Derivative financial instrument unrealized gain, net of tax in Other comprehensive income. (2) The gains of $23.6 million and $2.8 million for the three and six months ended June 30, 2018, respectively, are reflected in Foreign currency translation loss in Other comprehensive income. (3) The inputs used to measure the fair value of our interest rate swap contracts are categorized as Level 2 in the fair value hierarchy.