Quarterly report pursuant to Section 13 or 15(d)

Derivatives (Tables)

v3.4.0.3
Derivatives (Tables)
3 Months Ended
Mar. 31, 2016
Notional amounts and gross fair values for derivative instruments without hedge accounting designation

Total notional amounts and gross fair values for derivative instruments without hedge accounting designation were as follows as of March 31, 2016:

 

     March 31, 2016      December 31, 2015  

(in thousands)

   Notional
Amount in
USD
     Fair Value
of Current
Assets
     Notional
Amount in
USD
     Fair Value of
Current
Liabilities
 

Currency forward contracts

           

Canadian dollars

   $ 10,701       $ 309       $ 4,200       $ (246

Other currencies

     1,435         44         1,372         (83
  

 

 

    

 

 

    

 

 

    

 

 

 
   $ 12,136       $ 353         5,572         (329

Currency option contracts

           

Canadian dollars

     —          —          8,514         (252
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 12,136       $ 353       $ 14,086       $ (581