text: The following table provides information about our interest rate swaps as of 
  December 31, 2004: 
  
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              [html]<thead><tr><td>Maturity Date</td><td>February 27.2014</td></tr></thead><tbody><tr><td>Notional Value</td><td>$</td></tr><tr><td>100 million</td><td>Estimated Fair Value</td></tr><tr><td>$</td><td>( 81.000 )</td></tr><tr><td>Average Pay Rate *</td><td>4.18 %</td></tr></tbody>
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  *Interest rates are determined in arrears. These rates have been estimated based on implied forward rates in 
  
  the yield curve. 
  
  As of December 31, 2004, after giving effect to the interest rate swaps discussed 
  above, long-term fixed rate borrowings represented approximately 97% of our total 
  borrowings. Assuming a 100 basis-point change in LIBOR, our annual interest cost 
  would change by approximately $2 million. 