Ameresco, Inc. Quarterly report pursuant to Section 13 or 15(d)

Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities (Tables)

Derivative Instruments and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Fair Value Amounts of Liability Derivative

At December 31, 2011 and June 30, 2012, the following table presents information about the fair value amounts of the Company's derivative instruments:

Liability Derivatives as of

December 31, 2011

June 30, 2012

Balance Sheet Location

Fair Value

Balance Sheet Location

Fair Value

Derivatives Designated as Hedging Instruments:

Interest rate swap contracts

Other liabilities

6,711,961

Other liabilities

7,001,960

Effect of Derivative Instruments on the Condensed Consoidated Statements of Comprehensive Income

The following table presents information about the effects of the Company's derivative instruments on the condensed consolidated statements of comprehensive income:



	As of June 30, 2012
	Gain Recognized in Accumulated Other Comprehensive Income		Loss Reclassified from Accumulated Other Comprehensive Income
Derivatives Designated as Hedging Instruments:
Interest rate swap contracts	$	448,034	$	(804,299	)

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

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