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Derivatives and Hedging Activities (Tables)
 9 Months Ended
Sep. 27, 2015
Derivative Instruments, Gain (Loss)  
Schedule of Derivative Instruments
As of September 27, 2015, the notional amount and unrealized gain and loss on the effective portion of the outstanding foreign exchange forward contracts to purchase Japanese yen that are designated as cash flow hedges and sell Japanese yen that are designated as net investment hedges are shown in both Japanese yen and U.S. dollar, based upon the exchange rate at September 27, 2015, as follows:
 
Notional Amount
      
Unrealized Gain (Loss)
 
(Japanese yen, in billions)
 
(U.S. dollar, in thousands)
 
(U.S. dollar, in thousands)
Designated foreign exchange forward contracts:
 
 
 
 
 
Cash flow hedges
¥
18.3

 
$
151,800

 
$
(91
)
Net investment hedges
(20.0
)
 
(165,523
)
 
1,065

Total designated foreign exchange forward contracts
¥
(1.7
)
 
$
(13,723
)
 
$
974
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value
Gross fair value of derivative contracts was as follows:
 
Derivative assets reported in
 
Other Current Assets
 
September 27,
2015
 
December 28,
2014
 
(In thousands)
Foreign exchange forward contracts designated
$
1,147

 
$
—

Foreign exchange forward contracts not designated
4,492

 
4,800

Total derivatives
$
5,639

 
$
4,800


 
Derivative liabilities reported in
 
Other Current Accrued Liabilities
 
September 27,
2015
 
December 28,
2014
 
(In thousands)
Foreign exchange forward contracts designated
$
213

 
$
1,472

Foreign exchange forward contracts not designated
1,510

 
6,752

Total derivatives
$
1,723

 
$
8,224
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)
The impact of the effective portion of designated cash flow and net investment derivative contracts on the Company’s results of operations was as follows:
 
Three months ended
 
Nine months ended
 
Amount of gain (loss) recognized in OCI
 
Amount of gain (loss) reclassified from AOCI to earnings
 
Amount of gain recognized in OCI
 
Amount of loss reclassified from AOCI to earnings
 
September 27,
2015
 
September 28,
2014
 
September 27,
2015
 
September 28,
2014
 
September 27,
2015
 
September 28,
2014
 
September 27,
2015
 
September 28,
2014
 
(In thousands)
Foreign exchange forward contracts:
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Cash flow hedges
$
1,532

 
$
(15,021
)
 
$
604

 
$
(6,353
)
 
$
2,312

 
$
3,897

 
$
(13,151
)
 
$
(15,760
)
Net investment hedges
(2,646
)
 
—

 
—

 
—

 
2,986

 
—

 
—

 
—

Total foreign exchange forward contracts
$
(1,114
)
 
$
(15,021
)
 
$
604

 
$
(6,353
)
 
$
5,298

 
$
3,897

 
$
(13,151
)
 
$
(15,760
)
Derivative Instruments Gain Loss Recognized In Income Ineffective Portion And Amount Excluded From Effectiveness Testing Net
The following table presents the forward points on foreign exchange contracts excluded for the purposes of cash flow hedging designation recognized in other income (expense):
 
Three months ended
 
Nine months ended
 
September 27,
2015
 
September 28,
2014
 
September 27,
2015
 
September 28,
2014
 
(In thousands)
Foreign exchange forward contracts
$
(152
)
 
$
(204
)
 
$
(358
)
 
$
(915
)
Effect Of Non-designated Derivative Contracts
The effect of non-designated derivative contracts on the Company’s results of operations recognized in other income (expense) was as follows:
 
Three months ended
 
Nine months ended
 
September 27,
2015
 
September 28,
2014
 
September 27,
2015
 
September 28,
2014
 
(In thousands)
Loss on foreign exchange forward contracts including forward point income
$
(218
)
 
$
(5,869
)
 
$
(293
)
 
$
(2,594
)
Gain (loss) from revaluation of foreign currency exposures hedged by foreign exchange forward contracts
(288
)
 
4,676

 
(4,461
)
 
1,926

Total effect of non-designated derivative contracts
$
(506
)
 
$
(1,193
)
 
$
(4,754
)
 
$
(668
)