Quarterly report pursuant to Section 13 or 15(d)

Derivative and Other Comprehensive Income (Tables)

v2.4.0.6
Derivative and Other Comprehensive Income (Tables)
4 Months Ended
Apr. 21, 2013
Derivative and Other Comprehensive Income  
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 in the condensed consolidated balance sheets of the interest rate swap as hedging instruments as of April 21, 2013, and December 30, 2012 (in thousands):

 

 

 

Derivative Liability

 

Balance Sheet Location

 

Fair Value at
April 21, 2013

 

Fair Value at
December 30,
2012

 

 

 

 

 

 

 

Accrued liabilities

 

$

532

 

$

539

 

Other non-current liabilities

 

497

 

677

 

Total derivative liability

 

$

1,029

 

$

1,216

 

 

Schedule of components of AOCI

The components of AOCI at the end of each period was as follows (in thousands):

 

 

 

April 21, 2013

 

December 30, 2012

 

Unrealized gain (loss) related to cash flow hedges, pretax

 

$

(50

)

$

9

 

Tax effect

 

19

 

(4

)

Accumulated other comprehensive income (loss), net

 

$

(31

)

$

5