The following table presents the fair value of the Company's hedging instruments as of September 30, 2011 and December 31, 2010 (in millions):
| | Asset Derivatives | | Liability Derivatives | | Derivatives designated as hedging instruments(a): | Balance Sheet Location | | September 30, 2011 | | Balance Sheet Location | | September 30, 2011 | | | | | | | | | | | | Commodity contracts(b) | Other current assets | | $ | 0.6 | | Accrued expenses | | $ | 4.8 | | Commodity contracts | Other assets | | | - | | Other noncurrent liabilities | | | 0.7 | | Total derivatives designated as hedging instruments | | | $ | 0.6 | | | | $ | 5.5 | |
(a) | As of September 30, 2011, the Company has commodity hedge agreements with three counterparties. All of the amounts recorded as liabilities for the Company's commodity contracts are almost entirely payable to one counterparty. The amount recorded as an asset is due from one counterparty. |
(b) | The Company has master netting agreements with its counterparties and accordingly has netted approximately $0.6 million of its commodity contracts that are in a receivable position against its contracts in payable positions. |
| | Asset Derivatives | | Liability Derivatives | | Derivatives designated as hedging instruments(a): | Balance Sheet Location | | December 31, 2010 | | Balance Sheet Location | | December 31, 2010 | | | | | | | | | | | | Interest rate contracts | Other current assets | | $ | - | | Accrued expenses | | $ | 0.6 | | Commodity contracts(b) | Other current assets | | | 1.2 | | Accrued expenses | | | 6.2 | | Commodity contracts | Other assets | | | - | | Other noncurrent liabilities | | | 2.2 | | Total derivatives designated as hedging instruments | | | $ | 1.2 | | | | $ | 9.0 | |
(a) | As of December 31, 2010, the Company has an interest rate swap agreement with one counterparty. In addition, the Company has commodity hedge agreements with two counterparties. All of the amounts recorded as liabilities for the Company's commodity contracts are almost entirely payable to one counterparty. The amount recorded as an asset is due from two counterparties. |
(b) | The Company has master netting agreements with its counterparties and accordingly has netted approximately $0.9 million of its commodity contracts that are in a receivable position against its contracts in payable positions. |
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