DERIVATIVE CONTRACTS AND COLLATERALIZED INDEBTEDNESS (Tables)

6 Months Ended

Jun. 30, 2011

Derivative Contracts and Collateralized Indebtedness [Abstract]

Schedule of Interest Rate Swap Contracts

The table below summarizes certain terms of these interest rate swap contracts as of June 30, 2011:

Maturity Date	Notional Amount		Weighted Average Fixed Rate Paid by the Company			Weighted Average Effective Floating Rate Received by the Company at June 30, 2011*
June 2012	$	2,600,000		4.86	%		0.25	%

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* Represents the floating rate received by the Company under its interest rate swap contracts at June 30, 2011 and does not represent the rates to be received by the Company on future payments.

Location of Assets and Liabilities Associated with Derivative Instruments Within the Condensed Consolidated Balance Sheets

The following represents the location of the assets and liabilities associated with the Company's derivative instruments within the condensed consolidated balance sheets at June 30, 2011 and December 31, 2010:

		Asset Derivatives				Liability Derivatives
Derivatives Not Designated as Hedging Instruments	Balance Sheet Location	Fair Value at June 30, 2011		Fair Value at December 31, 2010		Fair Value at June 30, 2011		Fair Value at December 31, 2010
Interest rate swap contracts	Current derivative contracts	$	-	$	-	$	117,114	$	-
Interest rate swap contracts	Long-term derivative contracts		-		-		-		167,278
Prepaid forward contracts	Current derivative contracts		-		-		52,378		47,251
Prepaid forward contracts	Long-term derivative contracts		7,234		-		11,822		12,049
Total derivative contracts		$	7,234	$	-	$	181,314	$	226,578

Impact and Location of Derivative Instruments Within the Condensed Consolidated Statements of Operations

The following represents the impact and location of the Company's derivative instruments within the condensed consolidated statements of operations for the three and six months ended June 30, 2011 and 2010:

		Amount of Gain (loss) Recognized						Amount of Loss Recognized
Derivatives Not Designated as Hedging	Location of Gain (loss)	Three Months Ended June 30,						Six Months Ended June 30,
Instruments	Recognized	2011			2010			2011			2010
Prepaid forward contracts	Gain (loss) on equity derivative contracts, net	$	(2,823	)	$	32,292		$	(42,881	)	$	(2,741	)
Interest rate swap contracts	Loss on interest rate swap contracts, net		(5,497	)		(21,771	)		(9,686	)		(56,880	)
Total derivative contracts		$	(8,320	)	$	10,521		$	(52,567	)	$	(59,621	)

Summary of the Settlement of Collateralized Indebtedness

The following table summarizes the settlement of the Company's collateralized indebtedness relating to Comcast Corporation shares that were settled by delivering cash equal to the collateralized loan value, net of the value of the related equity derivative contracts for the six months ended June 30, 2011.  The cash was obtained from the proceeds of new monetization contracts covering an equivalent number of Comcast shares.  The terms of the new contracts allow the Company to retain upside participation in Comcast shares up to each respective contract's upside appreciation limit with downside exposure limited to the respective hedge price.

Number of shares		8,069,934
Collateralized indebtedness settled	$	(118,471	)
Derivative contracts settled		(45,215	)
		(163,686	)
Proceeds from new monetization contracts		191,688
Net cash receipt	$	28,002