DERIVATIVE CONTRACTS AND COLLATERALIZED INDEBTEDNESS (Tables)

12 Months Ended

Dec. 31, 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 December 31, 2011:

Maturity Date	Notional Amount	Weighted Average Fixed Rate Paid by the Company	Weighted Average Effective Floating Rate Received by the Company at December 31, 2011*
June 2012	$2,600,000	4.86%	0.54%

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* Represents the weighted average effective floating rate received by the Company under its interest rate swap contracts at December 31, 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 Consolidated Balance Sheets

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

Derivatives Not		Asset Derivatives				Liability Derivatives
Designated as Hedging Instruments	Balance Sheet Location	Fair Value at December 31, 2011		Fair Value at December 31, 2010		Fair Value at December 31, 2011		Fair Value at December 31, 2010
Interest rate swap contracts	Current derivative contracts	$	-	$	-	$	55,383	$	-
Interest rate swap contracts	Long-term derivative contracts		-		-		-		167,278
Prepaid forward contracts	Current derivative contracts		-		-		19,840		47,251
Prepaid forward contracts	Long-term derivative contracts		18,617		-		3,141		12,049
Total derivative contracts		$	18,617	$	-	$	78,364	$	226,578

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

The following represents the impact and location of the Company's derivative instruments within the consolidated statements of income for the years ended December 31, 2011, 2010 and 2009:

Derivatives Not		Amount of Gain (Loss) Recognized
Designated as Hedging	Location of Gain	Years Ended December 31,
Instruments	(Loss) Recognized	2011			2010			2009
Interest rate swap contracts	Loss on interest rate swap contracts, net	$	(7,973	)	$	(85,013	)	$	(75,631	)
Prepaid forward contracts	Gain (loss) on equity derivative contracts, net		1,454			(72,044	)		631
Total derivative contracts		$	(6,519	)	$	(157,057	)	$	(75,000	)

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 years ended December 31, 2011 and 2010.  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.

	Years Ended December 31,
	2011			2010
Number of shares		13,407,684			8,069,934
Collateralized indebtedness settled	$	(204,431	)	$	(171,400	)
Derivative contracts settled		(53,482	)		23,226
		(257,913	)		(148,174	)
Proceeds from new monetization contracts		307,763			148,174
Net cash receipt	$	49,850		$	-