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Note 4 - Assets and Liabilities Measured at Fair Value (Details) - USD ($)
$ in Thousands
Feb. 29, 2016
Aug. 31, 2015
Fair Value, Inputs, Level 1 [Member]    
Corporate money market funds (1) [1] $ 92,369 $ 89,443
Certificates of deposit (2) [2]
Total assets measured at fair value $ 92,369 $ 89,443
Derivative instruments (3) [3]
Total liabilities measured at fair value
Net derivative asset amounts [3]  
Fair Value, Inputs, Level 2 [Member]    
Corporate money market funds (1) [1]
Certificates of deposit (2) [2] $ 22,931 $ 23,497
Total assets measured at fair value 22,931 24,532
Derivative instruments (3) [3] 4,114 1,602
Total liabilities measured at fair value $ 4,114 1,602
Net derivative asset amounts [3]   $ 1,035
Fair Value, Inputs, Level 3 [Member]    
Corporate money market funds (1) [1]
Certificates of deposit (2) [2]
Total assets measured at fair value
Derivative instruments (3) [3]
Total liabilities measured at fair value
Net derivative asset amounts [3]  
Corporate money market funds (1) [1] $ 92,369 $ 89,443
Certificates of deposit (2) [2] 22,931 23,497
Total assets measured at fair value 115,300 113,975
Derivative instruments (3) [3] 4,114 1,602
Total liabilities measured at fair value $ 4,114 1,602
Net derivative asset amounts [3]   $ 1,035
[1] The Company's corporate money market funds are traded in an active market and the net asset value of each fund on the last day of the quarter is used to determine its fair value. As such, the Company's corporate money market funds are classified as Level 1 and included in cash and cash equivalents on the consolidated balance sheet.
[2] The Company's certificates of deposit are held to maturity are not debt securities and are classified as Level 2. These certificates of deposit have original maturities greater than three months, but less than one year and, as such, are classified as investments (short-term) on the Company's consolidated balance sheet.
[3] The Company utilizes the income approach to measure fair value for its derivative instruments (foreign exchange forward contracts). The income approach uses pricing models that rely on market observable inputs such as spot, forward and interest rates, as well as credit default swap spreads and therefore are classified as Level 2.