Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2012

Derivative [Line Items]

Schedule of Financing Arrangements

Our financing obligations consist of the following:

	December 31,
	2012		2011
Harborview financing obligation	$	17,571	$	17,086
Tax increment financing bond	11,787		13,064
Total	$	29,358	$	30,150

Schedule of Derivative Instruments, Fair Value

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

	Fair Value as of December 31,
	2012		2011
Liability Derivatives:
Derivatives designated as cash flow hedges in accounts payable, accrued expenses and other liabilities:
Interest rate swaps	$	9,369	$	2,202

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance

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

	Year Ended December 31,
	2012			2011			2010
Derivatives Designated as Cash Flow Hedges:
Amount of unrealized losses recognized in AOCL on derivatives (effective portion):
Interest rate swaps	$	(10,358	)	$	(2,202	)	$	—
Amount of (gains)/losses reclassified out of AOCL into contractual interest expense (effective portion):
Interest rate swaps	$	3,053		$	(118	)	$	237

Highwoods Realty Limited Partnership [Member]

Derivative [Line Items]

Schedule of Financing Arrangements

Our financing obligations consist of the following:

	December 31,
	2012		2011
Harborview financing obligation	$	17,571	$	17,086
Tax increment financing bond	11,787		13,064
Total	$	29,358	$	30,150

Schedule of Derivative Instruments, Fair Value

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

	Fair Value as of December 31,
	2012		2011
Liability Derivatives:
Derivatives designated as cash flow hedges in accounts payable, accrued expenses and other liabilities:
Interest rate swaps	$	9,369	$	2,202

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance

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

	Year Ended December 31,
	2012			2011			2010
Derivatives Designated as Cash Flow Hedges:
Amount of unrealized losses recognized in AOCL on derivatives (effective portion):
Interest rate swaps	$	(10,358	)	$	(2,202	)	$	—
Amount of (gains)/losses reclassified out of AOCL into contractual interest expense (effective portion):
Interest rate swaps	$	3,053		$	(118	)	$	237