FAIR VALUE MEASUREMENTS OF FINANCIAL INSTRUMENTS (Tables)

9 Months Ended

Apr. 28, 2018

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Details of outstanding swap agreements as of April 28, 2018, 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	$	115.0	1.7950	%	One-Month LIBOR	Monthly

Fair Value, Assets and Liabilities Measured on Recurring Basis

The following table provides the fair value hierarchy for financial assets and liabilities measured on a recurring basis as of April 28, 2018 and July 29, 2017:



	Fair Value at April 28, 2018				Fair Value at July 29, 2017
(In thousands)	Level 1	Level 2		Level 3	Level 1	Level 2			Level 3
Assets:
Interest Rate Swap	—	$	7,388	—	—	$	2,491		—
Liabilities:
Interest Rate Swap	—	—		—	—	(308		)	—

Schedule of Carrying Values and Estimated Fair Values of Debt Instruments



	April 28, 2018				July 29, 2017
(In thousands)	Carrying Value		Fair Value		Carrying Value		Fair Value
Liabilities:
Long-term debt, including current portion	$	153,163	$	158,886	$	161,991	$	169,058