FAIR VALUE MEASUREMENTS OF FINANCIAL INSTRUMENTS (Tables)

9 Months Ended

Apr. 29, 2017

Fair Value Disclosures [Abstract]

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Details of outstanding swap agreements as of April 29, 2017, which are all pay fixed and receive floating, are as follows:

Swap Maturity	Notional Value (in millions)		Pay Fixed Rate		Receive Floating Rate	Floating Rate Reset Terms
June 9, 2019	$	50.0	0.8725	%	One-Month LIBOR	Monthly
June 24, 2019	$	50.0	0.7265	%	One-Month LIBOR	Monthly
April 29, 2021	$	25.0	1.0650	%	One-Month LIBOR	Monthly
April 29, 2021	$	25.0	0.9260	%	One-Month LIBOR	Monthly
August 3, 2022	$	125.0	1.7950	%	One-Month LIBOR	Monthly

Fair Value, Assets and Liabilities Measured on Recurring Basis

	Fair Value at April 29, 2017					Fair Value at July 30, 2016
(In thousands)	Level 1	Level 2			Level 3	Level 1	Level 2			Level 3
Assets:
Interest Rate Swap	—	$	2,854		—	—	—			—
Liabilities:
Interest Rate Swap	—	(143		)	—	—	$	(5,917	)	—

Schedule of Carrying Values and Estimated Fair Values of Debt Instruments

	April 29, 2017				July 30, 2016
(In thousands)	Carrying Value		Fair Value		Carrying Value		Fair Value
Liabilities:
Long-term debt, including current portion	$	164,911	$	171,802	$	173,593	$	182,790