Derivatives (Tables)

3 Months Ended

Mar. 31, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]



Maturity Date	Aggregate Notional Value at March 31, 2018 (in millions of dollars)		Aggregate Fair Value at March 31, 2018 ⁽¹⁾ (in millions of dollars)		Aggregate Fair Value at December 31, 2017 ⁽¹⁾(in millions of dollars)		Weighted Average Interest Rate
Interest Rate Swaps
2018⁽²⁾	N/A		N/A		$	—
2019	$	250.0	$	1.2	0.8		1.44	%
2020	100.0		2.5		1.9		1.23	%
2021	398.6		10.9		7.0		1.57	%
Total	$	748.6	$	14.6	$	9.7	1.48	%

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⁽¹⁾	As of March 31, 2018 and December 31, 2017, derivative valuations in their entirety were classified in Level 2 of the fair value hierarchy and we did not have any significant recurring fair value measurements related to derivative instruments using significant unobservable inputs (Level 3).

Effect of Our Derivative Financial Instruments on Our Consolidated Statements of Operations

The tables below present the effect of derivative financial instruments on accumulated other comprehensive income and on our consolidated statements of operations for the three months ended March 31, 2018 and 2017:



	For the three months ended March 31,
	Amount of Gain or (Loss) Recognized in Other Comprehensive Income on Derivative Instruments				Amount of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Income into Interest Expense
(in millions of dollars)	2018		2017		2018			2017
Derivatives in Cash Flow Hedging Relationships
Interest rate products	$	5.2	$	1.0	$	(0.1	)	$	0.8



	For the three months ended March 31,
(in millions of dollars)	2018			2017
Total interest expense presented in the consolidated statements of operations in which the effects of cash flow hedges are recorded	$	(14.9	)	$	(15.3	)

Amount of gain (loss) reclassified from accumulated other comprehensive income into interest expense	$	(0.1	)	$	0.8