Risk Management And Derivatives (Tables)

6 Months Ended

Jul. 30, 2016

General Discussion of Derivative Instruments and Hedging Activities [Abstract]

Schedule of Contract Notional Amount of All Purchase and Sale Contracts of a Foreign Currency

As of July 30, 2016, August 1, 2015 and January 30, 2016, the Company had forward contracts maturing at various dates through July 2017, July 2016 and January 2017, respectively. The contract notional amount represents the net amount of all purchase and sale contracts of a foreign currency. 

	Contract Notional Amount
(U.S. $ equivalent in thousands)	July 30, 2016		August 1, 2015		January 30, 2016
Financial Instruments
U.S. dollars (purchased by the Company’s Canadian division with Canadian dollars)	$	17,404	$	19,650	$	14,118
Euro	13,544		18,035		15,499
Chinese yuan	12,477		15,214		14,623
Japanese yen	1,026		1,208		1,159
United Arab Emirates dirham	939		861		930
New Taiwanese dollars	522		537		570
Other currencies	174		235		219
Total financial instruments	$	46,086	$	55,740	$	47,118

Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location

The classification and fair values of derivative instruments designated as hedging instruments included within the condensed consolidated balance sheets as of July 30, 2016, August 1, 2015 and January 30, 2016 are as follows:

	Asset Derivatives			Liability Derivatives
($ thousands)	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Foreign exchange forward contracts:
July 30, 2016	Prepaid expenses and other current assets	$	365	Other accrued expenses	$	565
August 1, 2015	Prepaid expenses and other current assets	1,166		Other accrued expenses	453
January 30, 2016	Prepaid expenses and other current assets	1,000		Other accrued expenses	846

Schedule of Effect of Derivative Instruments in Cash Flow Hedging Relationships on Condensed Consolidated Statements of Earnings and Balance Sheet

For the thirteen and twenty-six weeks ended July 30, 2016 and August 1, 2015, the effect of derivative instruments in cash flow hedging relationships on the condensed consolidated statements of earnings was as follows:

	Thirteen Weeks Ended						Thirteen Weeks Ended
($ thousands)	July 30, 2016						August 1, 2015
Foreign exchange forward contracts: Income Statement Classification (Losses) Gains - Realized	(Loss) Gain Recognized in OCI on Derivatives			(Loss) Gain Reclassified from Accumulated OCI into Earnings			Gain Recognized in OCI on Derivatives		Gain Reclassified from Accumulated OCI into Earnings
Net sales	$	(25	)	$	(36	)	$	35	$	59
Cost of goods sold	(472		)	33			733		7
Selling and administrative expenses	(75		)	(187		)	121		43
Interest expense	14			—			8		—

	Twenty-six Weeks Ended						Twenty-six Weeks Ended
($ thousands)	July 30, 2016						August 1, 2015
Foreign exchange forward contracts: Income Statement Classification (Losses) Gains - Realized	Loss Recognized in OCI on Derivatives			(Loss) Gain Reclassified from Accumulated OCI into Earnings			Gain (Loss) Recognized in OCI on Derivatives			Gain (Loss) Reclassified from Accumulated OCI into Earnings
Net sales	$	(189	)	$	(72	)	$	60		$	113
Cost of goods sold	(585		)	116			532			(122		)
Selling and administrative expenses	(24		)	(357		)	33			47
Interest expense	(24		)	—			(14		)	—