v3.26.1
DERIVATIVE FINANCIAL INSTRUMENTS
6 Months Ended
Jun. 27, 2026
DERIVATIVE FINANCIAL INSTRUMENTS  
DERIVATIVE FINANCIAL INSTRUMENTS

(6) DERIVATIVE FINANCIAL INSTRUMENTS

The fair value of derivative instruments as of June 27, 2026 and December 27, 2025 was as follows:

Condensed Consolidated

June 27,

December 27,

Derivatives designated as hedging instruments:

  ​ ​ ​

Balance Sheets location

2026

2025

Commodity contracts

Prepaid expenses and other current assets

$

7,487

$

1,590

Commodity contracts

Other accrued expenses

(25)

Cross-currency swap contracts

 

Prepaid expenses and other current assets

1,170

 

6

Cross-currency swap contracts

 

Other accrued expenses

(7,781)

 

(8,100)

$

851

$

(6,504)

Gains (losses) on derivatives recognized in the Condensed Consolidated Statements of Operations for the thirteen and twenty-six weeks ended June 27, 2026 and June 28, 2025 were as follows:

  ​ ​ ​

Condensed Consolidated

Thirteen weeks ended

Twenty-six weeks ended

Statements of

June 27,

June 28,

June 27,

June 28,

Derivatives designated as hedging instruments:

Operations location

2026

  ​ ​ ​

2025

  ​ ​ ​

2026

  ​ ​ ​

2025

Commodity contracts

Product/service cost of sales

$

1,182

$

840

$

1,587

$

(396)

Interest rate hedge amortization

Interest expense

48

 

(16)

32

 

(32)

Cross-currency swap contracts

Interest expense

472

 

292

986

 

573

$

1,702

$

1,116

$

2,605

$

145

Cash Flow Hedges

The Company enters into commodity forward, swap, and option contracts to hedge variability in cash flows related to future purchases. Gains (losses) realized upon settlement are recorded in “Product cost of sales” in the Condensed Consolidated Statements of Operations in the period in which the hedged items are consumed. As of June 27, 2026, the details of these contracts were as follows:

  ​ ​ ​

Notional

Total

Commodity Type

Amount

Purchase Quantity

Maturity Dates

Hot-rolled coil steel

$

30,734

27,000 short tons

 

June 2026 to June 2027

Natural gas

433

105,000 MMBtu

July 2026 to March 2027

Ultra-low-sulfur diesel fuel

7,371

2,520,000 gallons

June 2026 to June 2027

Zinc

7,818

2,280 metric tons

June 2026 to December 2027

Net Investment Hedges

To manage foreign currency risk associated with its foreign currency investments and reduce interest expenses, the Company uses fixed-for-fixed cross-currency swaps (“CCS”). These swaps convert U.S. dollar-denominated principal and interest payments on a portion of its 5.00% senior unsecured notes due in 2044 into foreign-currency‑denominated payments. Interest payments are exchanged biannually on April 1 and October 1.

The Company designated the full notional amounts of its CCS as net investment hedges for certain subsidiaries under the spot method. Changes in fair value of the CCS attributable to spot exchange rates are recorded as cumulative foreign currency translation within accumulated other comprehensive loss, while net interest receipts reduce interest expense over the life of the CCS. Key terms as of June 27, 2026 were as follows:

  ​ ​ ​

Notional

Swapped

Settlement

Currency

Amount

Termination Date

Interest Rate

Amount

Canadian dollar

$

40,000

October 1, 2028

 

4.0900%

C$

54,776

Chinese yuan

$

30,000

October 1, 2032

3.1125%

¥

215,640

Euro

$

80,000

April 1, 2029

 

3.4610%

74,509