Derivative Instruments and Hedging Activities (Tables)

3 Months Ended

May 31, 2013

Fair Value of Derivative Instrument

The fair value was an estimate of the net amount that the Company would have been required to pay on May 31, 2013, if the agreement was transferred to another party or cancelled by the Company, as further adjusted by a credit adjustment required by ASC Topic 820, Fair Value Measurements and Disclosures, as discussed below. For the three months ended May 31, 2013, this credit adjustment was immaterial.

	Tabular Disclosure of Fair Values of Derivative Instruments
	Liability Derivatives
	As of February 28, 2013			As of May 31, 2013
	Balance Sheet			Balance Sheet
	Location	Fair Value		Location	Fair Value
Derivatives designated as hedging instruments
Interest Rate Swap Agreements (Long- Term Portion)	Other Noncurrent Liabilities		107	Other Noncurrent Liabilities		63
Total derivatives designated as hedging instruments		$	107		$	63

Derivative Financial Instrument Effect on Consolidated Statement of Operations

The table below presents the effect of the Company’s derivative financial instruments on the consolidated statements of operations for the three months ended May 31, 2012 and 2013.

	For the three months ended May 31,
Derivatives in Cash Flow Hedging Relationships	Amount of Gain or (Loss) Recognized in OCI on Derivative (Effective Portion)				Location of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)		Amount of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)					Location of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded  from Effectiveness Testing)		Amount of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)
	2012		2013				2012		2013					2012		2013
Interest Rate Swap
Agreements	$	—	$	66		Interest expense	$	—	$	(22	)		N/A	$	—	$	—
Total	$	—	$	66			$	—	$	(22	)			$	—	$	—