Derivatives (Tables)

6 Months Ended

Jun. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

The following table outlines NNN's derivatives which were hedging the risk of changes in forecasted interest payments on forecasted issuance of long-term debt (dollars in thousands):

Terminated	Description	Aggregate Notional Amount		Liability Fair Value When Terminated		Fair Value Deferred In Other Comprehensive Income (1)
September 2007	Two interest rate hedges	$	100,000	$	3,260	$	3,228
June 2011	Two treasury locks	150,000		5,300		5,218
April 2013	Four forward starting swaps	240,000		3,156		3,141
May 2014	Three forward starting swaps	225,000		6,312		6,312
October 2015	Four forward starting swaps	300,000		13,369		13,369

⁽¹⁾The amount reported in accumulated other comprehensive income will be reclassified to interest expense as interest payments are made on the related notes payable.