DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES(Tables)

9 Months Ended

Sep. 30, 2015

DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES

Schedule of forward-starting interest rate swap contracts

Number of Interest Rate Swaps(1)(2)	Total Notional Amount		Fixed Rates	Floating Rate Index	Effective Date	Expiration Date
	(in thousands)
10	$	385,000	1.559% - 1.569%	One-Month LIBOR	11/2/2015	5/8/2020

(1)	See Note 13 for our fair value disclosures.
(2)	Our interest rate swaps are not subject to master netting arrangements.

Schedule of amounts of OCI before reclassifications associated with derivatives designated as cash flow hedges

	Amount of Derivative Gain (Loss) Recognized in OCI
	Three Months Ended September 30,					Nine Months Ended September 30,
	2015			2014		2015			2014
				(in thousands)
Forward-starting interest rate swaps	$	(6,312	)	$	—	$	(6,312	)	$	—