Fair Value Measurements (Tables)
3 Months Ended
Apr. 30, 2018
Fair Value Disclosures [Abstract]  
Fair Value Hierarchy for Financial Assets and Liabilities Measured at Fair Value on Recurring Basis

The following table presents the fair value hierarchy for financial assets measured at fair value on a recurring basis as of April 30, 2018 (in thousands):  

 

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash equivalents:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Money market funds

 

$

6,366

 

 

$

 

 

$

 

 

$

6,366

 

Commercial paper

 

 

 

 

 

7,487

 

 

 

 

 

 

7,487

 

U.S. agency obligations

 

 

 

 

 

8,893

 

 

 

 

 

 

8,893

 

Short-term investments:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Certificates of deposits

 

 

 

 

 

11,034

 

 

 

 

 

 

11,034

 

Asset-backed securities

 

 

 

 

 

69,454

 

 

 

 

 

 

69,454

 

Commercial paper

 

 

 

 

 

21,277

 

 

 

 

 

 

21,277

 

Corporate notes and bonds

 

 

 

 

 

154,470

 

 

 

 

 

 

154,470

 

Foreign government bonds

 

 

 

 

 

1,480

 

 

 

 

 

 

1,480

 

Mortgage backed securities

 

 

 

 

 

12,929

 

 

 

 

 

 

12,929

 

U.S. agency obligations

 

 

 

 

 

64,708

 

 

 

 

 

 

64,708

 

U.S. treasury securities

 

 

 

 

 

122,717

 

 

 

 

 

 

122,717

 

Foreign currency derivative contracts

 

 

 

 

 

18

 

 

 

 

 

 

18

 

Total

 

$

6,366

 

 

$

474,467

 

 

$

 

 

$

480,833

 

Liabilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Foreign currency derivative contracts

 

 

 

 

 

305

 

 

 

 

 

 

305

 

Total

 

$

 

 

$

305

 

 

$

 

 

$

305

 

 

 

 

The following table presents the fair value hierarchy for financial assets measured at fair value on a recurring basis as of January 31, 2018 (in thousands):

 

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash equivalents:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Money market funds

 

$

25,820

 

 

$

 

 

$

 

 

$

25,820

 

Commercial paper

 

 

 

 

 

1,999

 

 

 

 

 

 

1,999

 

Corporate notes and bonds

 

 

 

 

 

2,080

 

 

 

 

 

 

2,080

 

U.S. treasury securities

 

 

 

 

 

8,000

 

 

 

 

 

 

8,000

 

Short-term investments:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Asset-backed securities

 

 

 

 

 

67,451

 

 

 

 

 

 

67,451

 

Commercial paper

 

 

 

 

 

19,914

 

 

 

 

 

 

19,914

 

Corporate notes and bonds

 

 

 

 

 

159,741

 

 

 

 

 

 

159,741

 

Foreign government bonds

 

 

 

 

 

1,486

 

 

 

 

 

 

1,486

 

Mortgage backed securities

 

 

 

 

 

11,480

 

 

 

 

 

 

11,480

 

U.S. agency obligations

 

 

 

 

 

71,131

 

 

 

 

 

 

71,131

 

U.S. treasury securities

 

 

 

 

 

110,576

 

 

 

 

 

 

110,576

 

Foreign currency derivative contracts

 

 

 

 

 

127

 

 

 

 

 

 

127

 

Total

 

$

25,820

 

 

$

453,985

 

 

$

 

 

$

479,805

 

Liabilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Foreign currency derivative contracts

 

 

 

 

 

391

 

 

 

 

 

 

391

 

Total

 

$

 

 

$

391

 

 

$

 

 

$

391

 

 

 

 

Summary of Outstanding Balance Sheet Hedges

Details on outstanding balance sheet hedges are presented below as of the date shown below (in thousands):

 

 

 

April 30,

 

 

January 31,

 

 

 

2018

 

 

2018

 

Notional amount of foreign currency derivative contracts

 

$

9,203

 

 

$

36,266

 

Fair value of foreign currency derivative contracts

 

 

9,491

 

 

 

36,531

 

 

 

 

Summary Fair Value of Outstanding Derivative Instruments

The fair value of our outstanding derivative instruments is summarized below (in thousands):

 

 

 

 

 

April 30,

 

 

January 31,

 

 

 

 

 

2018

 

 

2018

 

Derivative Assets

 

Balance Sheet Location

 

 

 

 

 

 

 

 

Derivatives not designated as hedging instruments:

 

 

 

 

 

 

 

 

 

 

Foreign currency derivative contracts

 

Prepaid expenses and other current assets

 

$

18

 

 

$

127

 

Derivative Liabilities

 

 

 

 

 

 

 

 

 

 

Derivatives not designated as hedging instruments:

 

 

 

 

 

 

 

 

 

 

Foreign currency derivative contracts

 

Accrued expenses

 

$

305

 

 

$

391