The buy (sell) amount related to a fixed price risk swap derivative.

No definition available.

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- Definition

The semi-annual buy (sell) amount related to a fixed price risk swap derivative.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of decrease in the interest rate by 100 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of decrease in the interest rate by 50 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of increase in the interest rate by 100 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of increase in the interest rate by 50 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

Nominal or face amount used to calculate payments on the derivative asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1A

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5579245-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Notional Amount

-URI http://asc.fasb.org/extlink&oid=6519104

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1B

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5580258-113959

+ Details

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- Definition

The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

+ References

No definition available.

+ Details

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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- Definition

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.

+ References

No definition available.

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- Definition

Amount of gain (loss) from the ineffectiveness of the hedge.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (d)(1)

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-Publisher FASB

-Name Accounting Standards Codification

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-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1)

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- Definition

Fair value as of the balance sheet date of all foreign currency derivative assets designated as cash flow hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-Subparagraph (c)(1)

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- Definition

Fair value as of the balance sheet date of all foreign currency derivative liabilities designated as cash flow hedging instruments.

+ References

+ Details

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- Definition

Foreign exchange rate used to translate amounts denominated in functional currency to reporting currency.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 830

-SubTopic 30

-Section S99

-Paragraph 1

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- Definition

Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

+ References

+ Details

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- Definition

Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

+ References

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- References

No definition available.

+ Details

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- Definition

Number of interest rate derivative instruments held by the entity at the reporting date.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1B

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-Name Accounting Standards Codification

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-SubTopic 10

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-Paragraph 1A

-Subparagraph (d)

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- Definition

The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 19

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Derivative Financial Instruments (Details) $ in Thousands	3 Months Ended		6 Months Ended
Derivative Financial Instruments (Details) $ in Thousands	Jun. 30, 2015 USD ($)	Jun. 30, 2014 USD ($)	Jun. 30, 2015 USD ($)	Jun. 30, 2014 USD ($)	Jun. 30, 2015 GBP (£) item	Jun. 30, 2015 USD ($) item	Jan. 12, 2015 GBP (£)	Jan. 12, 2015 USD ($)
Derivative
Semi-annual buy (sell) amount							£ 1,000,000	$ 1,500
Exchange rate GBP/USD							1.5149	1.5149
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings	$ 167,748	$ 222,279	$ (69,755)	$ 485,902
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges \| Reclassification out of Accumulated Other Comprehensive Income
Derivative
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings			0
Cash flow hedge
Effects of Change in Interest Rates
Reclassification of unrealized gains into other income (expense), ineffectiveness			300
Interest rate swap, entered in July 2005, maturity in July 2020
Effects of Change in Interest Rates
+50 Basis Points			1,100
-50 Basis Points			(1,055)
+100 Basis Points			2,177
-100 Basis Points			(2,132)
Interest rate swap, entered in July 2005, maturity in July 2020 \| BMA Swap Index
Derivative
Notional amount						$ 45,600
Fair value of hedge, liabilities						$ (5,718)
Interest rate swap, entered in July 2005, maturity in July 2020 \| Cash flow hedge
Derivative
Number of interest-rate swap contracts \| item					3	3
Interest rate swap, entered in July 2005, maturity in July 2020 \| Cash flow hedge \| BMA Swap Index
Derivative
Fixed Rate/Buy Amount (as a percent)					3.82%	3.82%
Interest rate swap, entered in November 2008, maturity in October 2016
Effects of Change in Interest Rates
+50 Basis Points			165
-50 Basis Points			(161)
+100 Basis Points			329
-100 Basis Points			(325)
Interest rate swap, entered in November 2008, maturity in October 2016 \| LIBOR
Derivative
Notional amount						$ 25,500
Fair value of hedge, liabilities						$ (1,297)
Interest rate swap, entered in November 2008, maturity in October 2016 \| Cash flow hedge \| LIBOR
Derivative
Fixed Rate/Buy Amount (as a percent)					5.95%	5.95%
Floating/Exchange Rate Index, percentage					1.50%	1.50%
Interest rate swap, entered in July 2012, maturity in June 2016
Effects of Change in Interest Rates
+50 Basis Points			1,019
-50 Basis Points			(1,045)
+100 Basis Points			2,051
-100 Basis Points			(2,078)
Interest rate swap, entered in July 2012, maturity in June 2016 \| GBP LIBOR
Derivative
Notional amount \| £					£ 137,000,000
Fair value of interest rate hedge, assets						$ 43
Interest rate swap, entered in July 2012, maturity in June 2016 \| Cash flow hedge \| GBP LIBOR
Derivative
Fixed Rate/Buy Amount (as a percent)					1.81%	1.81%
Floating/Exchange Rate Index, percentage					1.20%	1.20%
Interest rate swap, entered in January 2015, maturity in October 2017
Derivative
Notional amount \| £							£ 220,000,000
Effects of Change in Interest Rates
+50 Basis Points			3,790
-50 Basis Points			(4,210)
+100 Basis Points			7,790
-100 Basis Points			(8,209)
Interest rate swap, entered in January 2015, maturity in October 2017 \| GBP LIBOR
Derivative
Floating/Exchange Rate Index, percentage					0.975%	0.975%
Notional amount \| £					£ 220,000,000
Fair value of interest rate hedge, assets						$ 1,481
Interest rate swap, entered in January 2015, maturity in October 2017 \| Cash flow hedge \| GBP LIBOR
Derivative
Fixed Rate/Buy Amount (as a percent)					1.79%	1.79%
Currency swap, entered in July 2012, maturity in June 2016
Derivative
Notional amount \| £					£ 14,500,000
Fair value of foreign currency hedge, assets						$ 7
Effects of Change in Interest Rates
+50 Basis Points			(169)
-50 Basis Points			58
+100 Basis Points			(283)
-100 Basis Points			172
Currency swap, entered in July 2012, maturity in June 2016 \| Cash flow hedge
Derivative
Buy (sell) amount \| £					£ 7,200,000
Semi-annual buy (sell) amount						$ 22,700
Exchange rate GBP/USD					1.5695	1.5695
Currency swap, entered July 2014, maturity in December 2015
Derivative
Notional amount \| £					£ 2,200,000
Fair value of foreign currency hedge, assets						$ 296
Effects of Change in Interest Rates
+50 Basis Points			(23)
-50 Basis Points			12
+100 Basis Points			(40)
-100 Basis Points			29
Currency swap, entered July 2014, maturity in December 2015 \| Cash flow hedge
Derivative
Buy (sell) amount \| £					£ 400,000
Semi-annual buy (sell) amount						$ 3,700
Exchange rate GBP/USD					1.7060	1.7060
Currency swap, entered in January 2015, maturity in October 2017
Derivative
Notional amount \| £					£ 29,400,000
Fair value of hedge, liabilities						$ (1,570)
Effects of Change in Interest Rates
+50 Basis Points			(364)
-50 Basis Points			99
+100 Basis Points			(595)
-100 Basis Points			$ 331
Currency swap, entered in January 2015, maturity in October 2017 \| Cash flow hedge
Derivative
Buy (sell) amount \| £					£ 1,000,000
Semi-annual buy (sell) amount						$ 44,600
Exchange rate GBP/USD					1.5149	1.5149