Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2012

Derivative [Line Items]

Schedule of Derivative Instruments, Fair Value [Table Text Block]

The following table sets forth the fair value of our derivative instruments:

	June 30, 2012		December 31, 2011
Liability Derivatives:
Derivatives designated as cash flow hedges in other liabilities:
Interest rate swaps	$	7,763	$	2,202

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table sets forth the effect of our cash flow hedges on AOCL and interest expense:

	Three Months Ended June 30,						Six Months Ended June 30,
	2012			2011			2012			2011
Derivatives Designated as Cash Flow Hedges:
Amount of unrealized losses recognized in AOCL on derivatives (effective portion):
Interest rate swaps	$	(7,481	)	$	—		$	(7,087	)	$	—
Amount of (gains)/losses reclassified out of AOCL into contractual interest expense (effective portion):
Interest rate swaps	$	782		$	(29	)	$	1,459		$	(58	)

Highwoods Realty Limited Partnership [Member]

Derivative [Line Items]

Schedule of Derivative Instruments, Fair Value [Table Text Block]

The following table sets forth the fair value of our derivative instruments:

	June 30, 2012		December 31, 2011
Liability Derivatives:
Derivatives designated as cash flow hedges in other liabilities:
Interest rate swaps	$	7,763	$	2,202

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table sets forth the effect of our cash flow hedges on AOCL and interest expense:

	Three Months Ended June 30,						Six Months Ended June 30,
	2012			2011			2012			2011
Derivatives Designated as Cash Flow Hedges:
Amount of unrealized losses recognized in AOCL on derivatives (effective portion):
Interest rate swaps	$	(7,481	)	$	—		$	(7,087	)	$	—
Amount of (gains)/losses reclassified out of AOCL into contractual interest expense (effective portion):
Interest rate swaps	$	782		$	(29	)	$	1,459		$	(58	)