Quarterly report pursuant to Section 13 or 15(d)

Derivative and Other Comprehensive Income (Tables)

v2.4.0.8
Derivative and Other Comprehensive Income (Tables)
6 Months Ended
Jul. 14, 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 July 14, 2013, and December 30, 2012 (in thousands):

 

 

 

Derivative Liability

 

Balance Sheet Location

 

Fair Value at 
July 14, 2013

 

Fair Value at 
December 30, 
2012

 

 

 

 

 

 

 

Accrued liabilities

 

$

490

 

$

539

 

Other non-current liabilities

 

264

 

677

 

Total derivative liability

 

$

754

 

$

1,216

 

Schedule of components of accumulated other comprehensive income

The components of accumulated other comprehensive income at the end of each period were as follows (in thousands):

 

 

 

July 14, 2013

 

December 30, 2012

 

Unrealized gain related to cash flow hedges, pretax

 

$

98

 

$

9

 

Tax effect

 

(43

)

(4

)

Accumulated other comprehensive income, net

 

$

55

 

$

5