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Derivative and Hedging Activities (Tables)

9 Months Ended

Sep. 27, 2011

Summary of fair value presentation of derivative instruments designated as hedging instrument

	Balance	Derivative Assets				Derivative Liabilities
	Sheet Location	September 27, 2011		December 28, 2010		September 27, 2011		December 28, 2010

Derivative Contracts Designated as Hedging Instruments under ASC 815	(1)
Interest rate swaps		$	—	$	—	$	4,571	$	2,178

Total Derivative Contracts		$	—	$	—	$	4,571	$	2,178

(1) Derivative assets and liabilities are included in fair value of derivative financial instruments on the condensed consolidated balance sheets.

Summary of effect of derivative instruments on the consolidated statements of income

The following table summarizes the effect of derivative instruments on the condensed consolidated statements of income for the 39 weeks ended September 27, 2011 and September 28, 2010:

	Amount of Gain (Loss) Recognized in AOCI (effective portion)					Location of Gain (Loss) Reclassified from AOCI	Amount of Gain (Loss) Reclassified from AOCI to Income (effective portion)				Location of Gain (Loss) Recognized in Income (ineffective	Amount of Gain (Loss) Recognized in Income (ineffective portion)
	2011		2010			to Income	2011		2010		portion)	2011		2010
Interest rate swaps	$	1,469	$	(2,700	)	—	$	—	$	—	—	$	—	$	—

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

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