XML 41 R27.htm IDEA: XBRL DOCUMENT v3.10.0.1
DERIVATIVES (Tables)
12 Months Ended
Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Fair Value of Derivative Instruments
Maturity Date
Aggregate Notional Value at December 31, 2018
(in millions of dollars)
 
Aggregate Fair Value at
December 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
N/A

 
N/A

 
$

 
N/A

2019
$
250.0

 
$

 
0.8

 
1.44
%
2020
100.0

 
1.9

 
1.9

 
1.23
%
2021
397.3

 
8.1

 
7.0

 
1.57
%
2022

 

 
N/A

 
%
2023
50.0

 
(0.4
)
 
N/A

 
2.62
%
Forward Starting Swaps
 
 
 
 
 
 
 
2023
250.0

 
(2.6
)
 
N/A

 
2.71
%
Total
$
1,047.3

 
$
7.0

 
$
9.7

 
1.83
%

_________________________
(1) 
As of December 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).