Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements (Tables)

v2.4.0.6
Fair Value Measurements (Tables)
 9 Months Ended
Sep. 30, 2012
Fair Value, Assets and Liabilities Measured on Recurring Basis

curves at the reporting period ended date. Assets or liabilities that have recurring measurements and are measured at fair value consisted of Level 2 derivatives and are shown below at their gross values at September 30, 2012, and December 31, 2011:

Fair Value Measurements at Reporting Date

 

     Derivative Balance
Sheet
Location		    Significant
Other
Observable
Inputs
(Level 2)
Fair Value at
September 30,
2012		      Significant
Other
Observable
Inputs
(Level 2)
Fair Value at
December 31,
2011		  
          (in millions)  

ASSETS:

         

Derivatives designated as cash flow hedging instruments:

         

Foreign exchange currency contracts relating to inventory and intercompany management fee hedges

    Prepaid expenses and other
current assets		    $ 0.9       $ 4.4   

Derivatives not designated as cash flow hedging instruments:

         

Foreign exchange currency contracts

    Prepaid expenses and other
current assets		    $ 0.4       $ 0.8   
     

 

 

     

 

 

  
      $ 1.3       $ 5.2   
     

 

 

     

 

 

  

LIABILITIES:

         

Derivatives designated as cash flow hedging instruments:

         

Foreign exchange currency contracts relating to inventory and intercompany management fee hedges

    Accrued expenses    $ 3.6         —     

Interest rate swaps

    Accrued expenses    $ 3.0       $ 5.1   

Derivatives not designated as hedging instruments:

         

Foreign exchange currency contracts

    Accrued expenses    $ 0.3       $ 0.7   
     

 

 

     

 

 

  
      $ 6.9       $ 5.8