Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2017

Derivatives, Fair Value [Line Items]

Schedule Of Pretax Effect On Net Income (Loss) And Other Comprehensive Income (Loss) Of Derivative Instruments Classified As Cash Flow Hedges

The effect on net income (loss) and other comprehensive income (loss) of derivative instruments classified as cash flow hedges and described in the previous paragraphs for the three month periods ended March 31, 2017 and 2016 is summarized in the table below:



(In Thousands)	Cash Flow Derivative Hedges
	Aluminum Futures Contracts						Foreign Currency Forwards
	Three Months Ended March 31,
	2017			2016			2017		2016
Amount of pretax gain (loss) recognized in other comprehensive income (loss)	$	380		$	(550	)	$	—	$	—
Location of gain (loss) reclassified from accumulated other comprehensive income (loss) into net income (loss) (effective portion)	Cost of sales			Cost of sales			Cost of sales		Cost of sales
Amount of pretax gain (loss) reclassified from accumulated other comprehensive income (loss) to net income (loss) (effective portion)	$	(233	)	$	(984	)	$	15	$	15

Aluminum Futures Contracts

Derivatives, Fair Value [Line Items]

Summary Of Location And Fair Value Of Derivative Financial Instruments

The table below summarizes the location and gross amounts of aluminum futures contract fair values in the consolidated balance sheets as of March 31, 2017 and December 31, 2016:



	March 31, 2017				December 31, 2016
(In Thousands)	Balance Sheet Account	Fair Value			Balance Sheet Account	Fair Value
Derivatives Designated as Hedging Instruments
Asset derivatives: Aluminum futures contracts	Prepaid expenses and other	$	896		Prepaid expenses and other	$	308
Liability derivatives: Aluminum futures contracts	Prepaid expenses and other	$	(12	)	Prepaid expenses and other	$	(37	)
Net asset (liability)		$	884			$	271