The following tables provide a summary of the financial statement effect of the Company’s derivative financial instrument designated as an interest rate cash flow hedge during the three and nine months ended October 27, 2012 (in thousands):


Derivatives in Cash Flow Hedging Relationships	Amount of Gain or (Loss) Recognized in OCI on Derivative (Effective Portion)			Location of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	Amount of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (1)
	Three months ended October 27, 2012				Three months ended October 27, 2012 (2)

Interest rate swap	$	(153	)	Interest expense, net	$	(1,896	)

(1)

Represents reclassification of amounts from accumulated other comprehensive income (loss) into earnings as interest expense was recognized on the former term loan. No ineffectiveness was associated with the interest rate cash flow hedge.

(2)

Includes a reclassification amount of $1,784 from accumulated other comprehensive loss into interest expense resulting from the termination of the swap.


Derivatives in Cash Flow Hedging Relationships	Amount of Gain or (Loss) Recognized in OCI on Derivative (Effective Portion)		Location of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)	Amount of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion) (1)
	Nine months ended October 27, 2012			Nine months ended October 27, 2012 (2)

Interest rate swap	$	375	Interest expense, net	$	(2,620	)

(1)

(2)

Includes a reclassification amount of $1,784 from accumulated other comprehensive loss into interest expense resulting from the termination of the swap.