Fair Value Measurements and Derivative Instruments (Tables)
9 Months Ended
May 31, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Fair Values of Company's Derivative Instruments

Presented below are the fair values of the Company’s derivatives as of May 31, 2014 and August 31, 2013:

 

(In thousands)                           

As of May 31, 2014

   Level 1     Level 2      Level 3      Total  

Current assets (Other):

          

Commodity derivatives

   $ (2,899   $ —         $ —         $ (2,899
  

 

 

   

 

 

    

 

 

    

 

 

 

 

(In thousands)                            

As of August 31, 2013

   Level 1      Level 2      Level 3      Total  

Current assets (Other):

           

Commodity derivatives

   $     512       $ —         $ —         $     512   
  

 

 

    

 

 

    

 

 

    

 

 

 
Reconciliation of Gross Fair Value of Assets and Liabilities Subject to Offsetting Arrangements

The following table reconciles the gross fair value of assets and liabilities subject to offsetting arrangements to the net amounts recorded in the Condensed Consolidated Balance Sheets as Other current assets.

 

(In thousands)    Gross Amounts
of Recognized
Assets
     Gross
Liabilities
Offset in the
Balance Sheets
    Net Amount of
Assets
(Liabilities)
    Cash Collateral
on Deposit with
Counterparty
     Net
Fair Value as
Recorded in
Balance Sheets
 

As of May 31, 2014

            

Commodity derivatives

   $ 303       $ (3,202   $ (2,899   $ 5,343       $ 2,444   
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

As of August 31, 2013

            

Commodity derivatives

   $ 997       $ (485   $ 512      $ 1,700       $ 2,212   
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Outstanding Futures Contracts

As of May 31, 2014, the Company had the following outstanding futures contracts:

 

Corn futures

     4,775,000       Bushels

Ethanol futures

     14,700,000       Gallons

Natural gas futures

     40,000       mmbtu (millions of British thermal units)
Fair Values of Company's Derivatives by Contract Type

The following tables provide information about the fair values of the Company’s derivatives, by contract type, as of May 31, 2014 and August 31, 2013:

 

     Assets      Liabilities  
(In thousands)           Fair Value             Fair Value  
     Balance Sheet
Location
     May 31,
2014
     Aug 31,
2013
     Balance Sheet
Location
     May 31,
2014
     Aug 31,
2013
 

Derivatives designated as hedging instruments:

  

           

Cash flow hedges:

                 

Corn futures

     Other current assets       $ —         $ —           Other current assets       $ 788       $ 485   

Ethanol futures

     Other current assets         —           997         Other current assets         2,414         —     

Fair value hedges:

                 

Corn futures

     Other current assets         300         —           Other current assets         —           —     

Derivatives not designated as hedging instruments:

  

              

Natural gas futures

     Other current assets         3         —           Other current assets         —           —     
     

 

 

    

 

 

       

 

 

    

 

 

 
      $ 303       $ 997          $ 3,202       $ 485   
Effect of Derivative Instruments on Company's Financial Performance

The following tables provide information about the effect of derivative instruments on the financial performance of the Company for the three- and nine-month periods ended May 31, 2014 and 2013:

 

(In thousands)    Amount of Gain (Loss)
Recognized in OCI
    Amount of Gain (Loss)
Reclassified from

AOCI into Income
    Amount of Gain (Loss)
Recognized in Income
 
     3 Months Ended May 31,     3 Months Ended May 31,     3 Months Ended May 31,  
     2014     2013     2014     2013     2014     2013  

Derivatives designated as hedging instruments:

  

     

Cash flow hedges:

            

Corn futures (1)

   $ 760      $ 530      $ 1,744      $ 596      $ (198   $ (474

Ethanol futures (1)

     (4,128     (557     (5,760     (355     (260     —     
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
   $ (3,368   $ (27   $ (4,016   $ 241      $ (458   $ (474
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Fair value hedges:

            

Corn futures (1) (2)

           $ (21   $ 143   
          

 

 

   

 

 

 

Derivatives not designated as hedging instruments:

  

         

Natural gas futures (1)

           $ (854   $ 294   

Natural gas options (1)

             —          (20

Soybean meal futures (1)

             5        —     
          

 

 

   

 

 

 
           $ (849   $ 274   
          

 

 

   

 

 

 

 

(1) Gains and losses reported in Cost of sales
(2) Hedged items are firm commitments and inventory

 

(In thousands)    Amount of Gain (Loss)
Recognized in OCI
    Amount of Gain (Loss)
Reclassified from

AOCI into Income
    Amount of Gain (Loss)
Recognized in Income
 
     9 Months Ended May 31,     9 Months Ended May 31,     9 Months Ended May 31,  
     2014     2013     2014     2013     2014     2013  

Derivatives designated as hedging instruments:

  

     

Cash flow hedges:

            

Corn futures (1)

   $ 81      $ (43   $ (2,116   $ 4,087      $ (1,595   $ (589

Ethanol futures (1)

     (9,688     429        (7,368     (71     (331     (11
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
   $ (9,607   $ 386      $ (9,484   $ 4,016      $ (1,926   $ (600
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Fair value hedges:

            

Corn futures (1) (2)

           $ 75      $ 127   
          

 

 

   

 

 

 

Derivatives not designated as hedging instruments:

            

Natural gas futures (1)

           $ (634   $ (16

Natural gas options (1)

             —          (20

Soybean meal futures (1)

             11     

Ethanol futures (1)

             64        —     
          

 

 

   

 

 

 
           $ (559   $ (36
          

 

 

   

 

 

 

 

(1) Gains and losses reported in Cost of sales
(2) Hedged items are firm commitments and inventory