text: The Company's ability to obtain Ñnancing through the capital markets is a key component of its Ñnancial 
  strategy. Historically, the Company has managed risk associated with executing this strategy, particularly as it 
  relates to Öuctuations in interest rates, by using a combination of Ñxed and Öoating rate debt. The Company 
  also entered into interest rate swap agreements to manage risk associated with Öuctuations in interest rates and 
  to take advantage of favorable Öoating interest rates. The swap agreements have total notional values of 
  $225.0 million and $210.0 million. Swap agreements with a notional value of $225.0 million matured in May 
  2004, and agreements with a notional value of $210.0 million mature in August 2011. These maturities are 
  identical to the Company's public notes that were sold in 1999 and 2001, respectively. Under the swap 
  agreements, the Company pays interest at Öoating rates based on changes in LIBOR and receives interest at 
  Ñxed rates of 65/8% and 63/4%, respectively. The Company has designated these agreements as hedges in 
  changes in the fair value of the Company's Ñxed-rate debt and accounts for them in accordance with 
  SFAS 133. The Company has determined that these agreements qualify for the short-cut method under 
  SFAS 133 and, therefore, changes in the fair value of the agreements are assumed to be perfectly eÅective in 
  hedging changes in the fair value of the Company's Ñxed rate debt due to changes in interest rates. 