Annual report pursuant to Section 13 and 15(d)

Derivative and Other Comprehensive Income (Tables)

v2.4.0.6
Derivative and Other Comprehensive Income (Tables)
12 Months Ended
Dec. 30, 2012
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 consolidated balance sheets of the interest rate swap as hedging instruments as of December 30, 2012 and December 25, 2011 (in thousands):

 
  Derivative Liability  
Balance Sheet Location
  Fair Value at
December 30, 2012
  Fair Value at
December 25, 2011
 

Accrued liabilities

  $ 539   $ 449  

Other non-current liabilities

    677     85  
           

Total derivatives

  $ 1,216   $ 534  
           
Schedule of components of accumulated other comprehensive income

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

 
  December 30,
2012
  December 25,
2011
 

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

  $ 9   $ (533 )

Tax effect

    (4 )   207  
           

Accumulated other comprehensive income (loss), net

  $ 5   $ (326 )