|
Derivative and Other Comprehensive Income (Tables)
|
4 Months Ended | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Apr. 20, 2014
|
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Derivative and Other Comprehensive Income | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Schedule of interest rate swaps designated as a cash flow hedge |
The following table presents the impact of the interest rate swap designated as a cash flow hedge as of April 20, 2014 (in thousands):
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Schedule of fair value and presentation of interest rate hedging instruments in condensed consolidated balance sheets |
The following table summarizes the fair value and presentation of the interest rate swap in the accompanying consolidated balance sheets as hedging instruments as of April 20, 2014 and December 29, 2013 (in thousands):
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Schedule of components of accumulated other comprehensive income |
The components of accumulated other comprehensive income related to the interest rate swap being used to hedge cash flows as of April 20, 2014 and December 29, 2013 were as follows (in thousands):
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||