v2.4.0.6
Derivative Instruments and Hedging Activities (Tables)
6 Months Ended
Jun. 30, 2012
Derivative Instruments and Hedging Activities [Abstract]  
Fair Values of Derivatives

The following table presents the fair values of derivatives included within the consolidated balance sheets:

 

                                             
    Asset Derivatives     Liability Derivatives
    Fair Value           Fair Value      
    June 30,
2012
    December 31,
2011
    Balance
Sheet
Location
    June 30,
2012
    December 31,
2011
    Balance
Sheet
Location

Derivatives designated as hedging instruments:

                                           

Interest rate swap agreement

  $ —       $ —         —       $ 1,088,000     $ 1,307,000     Other
Liabilities
Consolidated statements of operations and accumulated other comprehensive loss

The following table presents the amounts affecting the consolidated statements of operations and accumulated other comprehensive loss for the three and six months ended June 30, 2012 and June 25, 2011, respectively:

 

                                 
     Amount of Gain (Loss) Recognized in Other Comprehensive Loss,  net of tax  
Derivatives in   Three Months Ended     Six Months Ended  

Cash Flow Hedging

Relationship

  June 30,
2012
    June 25,
2011
    June 30,
2012
    June 25,
2011
 

Interest rate swap agreement

  $ 117,000     $ (94,000 )   $ 204,000     $ 42,000  
   
     Amount of Loss Reclassified from Accumulated Other Comprehensive  Loss into Income  
Derivatives in   Three Months Ended     Six Months Ended  

Cash Flow Hedging

Relationship

  June 30,
2012
    June 25,
2011
    June 30,
2012
    June 25,
2011
 

Interest rate swap agreement

  $ (146,000 )   $ (156,000 )   $ (292,000 )   $ (309,000 )