Risk Management and Derivatives (Tables)

9 Months Ended

Oct. 29, 2016

General Discussion of Derivative Instruments and Hedging Activities [Abstract]

Schedule of Contract Notional Amount of All Purchase and Sale Contracts of a Foreign Currency

As of October 29, 2016, October 31, 2015 and January 30, 2016, the Company had forward contracts maturing at various dates through October 2017, October 2016 and January 2017, respectively. The contract notional amount represents the net amount of all purchase and sale contracts of a foreign currency. 

	Contract Notional Amount
(U.S. $ equivalent in thousands)	October 29, 2016		October 31, 2015		January 30, 2016
Financial Instruments
U.S. dollars (purchased by the Company’s Canadian division with Canadian dollars)	$	17,229	$	17,820	$	14,118
Euro	10,854		16,178		15,499
Chinese yuan	13,038		15,828		14,623
Japanese yen	1,145		1,184		1,159
United Arab Emirates dirham	1,143		866		930
New Taiwanese dollars	538		610		570
Other currencies	206		243		219
Total financial instruments	$	44,153	$	52,729	$	47,118

Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location

The classification and fair values of derivative instruments designated as hedging instruments included within the condensed consolidated balance sheets as of October 29, 2016, October 31, 2015 and January 30, 2016 are as follows:

	Asset Derivatives			Liability Derivatives
($ thousands)	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Foreign exchange forward contracts:
October 29, 2016	Prepaid expenses and other current assets	$	362	Other accrued expenses	$	570
October 31, 2015	Prepaid expenses and other current assets	513		Other accrued expenses	598
January 30, 2016	Prepaid expenses and other current assets	1,000		Other accrued expenses	846

Schedule of Effect of Derivative Instruments in Cash Flow Hedging Relationships on Condensed Consolidated Statements of Earnings and Balance Sheet

For the thirteen and thirty-nine weeks ended October 29, 2016 and October 31, 2015, the effect of derivative instruments in cash flow hedging relationships on the condensed consolidated statements of earnings was as follows:

	Thirteen Weeks Ended						Thirteen Weeks Ended
($ thousands)	October 29, 2016						October 31, 2015
Foreign exchange forward contracts: Income Statement Classification Gains (Losses) - Realized	Gain (Loss) Recognized in OCI on Derivatives			Loss Reclassified from Accumulated OCI into Earnings			(Loss) Gain Recognized in OCI on Derivatives			Gain (Loss) Reclassified from Accumulated OCI into Earnings
Net sales	$	16		$	(55	)	$	(35	)	$	19
Cost of goods sold	(181		)	(8		)	413			74
Selling and administrative expenses	(97		)	(15		)	(603		)	(109		)
Interest expense	5			(1		)	(13		)	—

	Thirty-Nine Weeks Ended						Thirty-Nine Weeks Ended
($ thousands)	October 29, 2016						October 31, 2015
Foreign exchange forward contracts: Income Statement Classification (Losses) Gains - Realized	Loss Recognized in OCI on Derivatives			(Loss) Gain Reclassified from Accumulated OCI into Earnings			Gain (Loss) Recognized in OCI on Derivatives			Gain (Loss) Reclassified from Accumulated OCI into Earnings
Net sales	$	(173	)	$	(127	)	$	24		$	132
Cost of goods sold	(766		)	109			945			(48		)
Selling and administrative expenses	(121		)	(373		)	(570		)	(62		)
Interest expense	(19		)	(1		)	(27		)	—