Helios Technologies Quarterly report pursuant to Section 13 or 15(d)

Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 29, 2018

The fair value of the Company’s derivative financial instruments included in the Consolidated Balance Sheets are presented as follows:

	Asset Derivatives			Liability Derivatives
	Balance Sheet	Fair Value ⁽¹⁾		Balance Sheet	Fair Value ⁽¹⁾
	Location	September 29, 2018		Location	September 29, 2018
Derivatives designated as hedging instruments:
Interest rate swap contract	Other assets	$	119	Other non-current liabilities	$	—
Derivatives not designated as hedging instruments:
Forward foreign exchange contract	Other current assets		—	Other current liabilities		205
Total derivatives		$	119		$	205
⁽¹⁾See Note 4 for further information about how the fair value of derivative assets and liabilities are determined

The amount of the gains and losses related to the Company’s derivative financial instruments are presented as follows:

	Amount of Gain or (Loss) Recognized in OCI on Derivative (Effective Portion)		Location of Gain or (Loss) Reclassified from AOCI	Amount of Gain or (Loss) Reclassified from AOCI into Earnings (Effective Portion)
	September 29, 2018		into Earnings (Effective Portion)	September 29, 2018
Derivatives in cash flow hedging relationships:
Interest rate swap contract	$	119	Interest expense, net	$	(254	)

	Amount of Gain or (Loss) Recognized in Earnings on Derivatives			Location of Gain or (Loss) Recognized
	September 29, 2018			in Earnings on Derivatives
Derivatives not designated as hedging instruments:
Forward foreign exchange contracts	$	(3,573	)	Foreign currency transaction gain loss, net