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Derivatives (Tables)
 6 Months Ended
Jul. 28, 2012
Derivatives [Abstract]  
Outstanding foreign exchange forward contracts
 Notional Amount(1)
Euro$ 127,060
British Pound$ 65,003
Canadian Dollar$ 11,094
    
(1)Amounts are reported in thousands and in U.S. Dollar equivalent as of July 28, 2012.

 Notional Amount(1)
Swiss Franc$ 10,086
Euro$ 9,820
British Pound$ 6,259
Canadian Dollar$ 3,958
Japanese Yen$ 2,856
    
(1)Amounts are reported in thousands and in U.S. Dollar equivalent as of July 28, 2012.
The location and amounts of derivative fair values on the Consolidated Balance Sheets
    Asset Derivatives    Liability Derivatives 
(in thousands)Balance Sheet Location July 28, 2012 January 28, 2012 Balance Sheet Location July 28, 2012 January 28, 2012 
Derivatives Designated as Hedging Instruments:                
Foreign Currency Exchange Forward ContractsOther Current Assets $ 11,810 $ 10,766 Other Liabilities $ 58 $ 874 
                 
Derivates Not Designated as Hedging Instruments:                
Foreign Currency Exchange Forward ContractsOther Current Assets $ 367 $ 4 Other Liabilities $ 96 $ 584 
                 
TotalOther Current Assets $ 12,177 $ 10,770 Other Liabilities $ 154 $ 1,458 
                 
The location and amounts of derivative gains and losses on the Consolidated Statements of Operations and Comprehensive Income (Loss)
     Thirteen Weeks Ended  Twenty-Six Weeks Ended 
     July 28, 2012  July 30, 2011  July 28, 2012  July 30, 2011 
(in thousands) Location  Gain/(Loss)  Gain/(Loss)  Gain/(Loss)  Gain/(Loss) 
Derivatives not designated as Hedging Instruments:               
Foreign Exchange Forward Contracts Other Operating (Income) Expense, Net $ 3,617 $ (209) $ 4,457 $ (1,717) 
                

                      
                      
                      
 Amount of Gain (Loss) Recognized in OCI on Derivative Contracts (Effective Portion) Location of Gain (Loss) Reclassified from Accumulated OCI into Earnings (Effective Portion) Amount of Gain (Loss) Reclassified from Accumulated OCI into Earnings (Effective Portion)Location of Gain (Loss) Recognized in Earnings on Derivative Contracts (Ineffective Portion and Amount Excluded from Effectiveness Testing)Amount of Gain (Loss) Recognized in Earnings on Derivative Contracts (Ineffective Portion and Amount Excluded from Effectiveness Testing) 
 (a)  (b)  (c) 
  Thirteen Weeks Ended 
(in thousands) July 28, 2012  July 30, 2011    July 28, 2012  July 30, 2011   July 28, 2012  July 30, 2011 
Derivatives in Cash Flow Hedging Relationships                     
Foreign Currency Exchange Forward Contracts$ 13,939 $ 3,195 Cost of Goods Sold $ 3,984 $ (1,248) Other Operating (Income) Expense, Net$ (98) $ (426) 
                      
                      
                      
        
 Amount of Gain (Loss) Recognized in OCI on Derivative Contracts (Effective Portion) Location of Gain (Loss) Reclassified from Accumulated OCI into Earnings (Effective Portion) Amount of Gain (Loss) Reclassified from Accumulated OCI into Earnings (Effective Portion)Location of Gain (Loss) Recognized in Earnings on Derivative Contracts (Ineffective Portion and Amount Excluded from Effectiveness Testing)Amount of Gain (Loss) Recognized in Earnings on Derivative Contracts (Ineffective Portion and Amount Excluded from Effectiveness Testing) 
 (a)  (b)  (c) 
                      
  Twenty-Six Weeks Ended 
(in thousands) July 28, 2012  July 30, 2011    July 28, 2012  July 30, 2011   July 28, 2012  July 30, 2011 
Derivatives in Cash Flow Hedging Relationships                     
Foreign Exchange Forward Contracts$ 10,713 $ (2,102) Cost of Goods Sold $ 8,839 $ (1,392) Other Operating (Income) Expense, Net$ (212) $ (499) 
                      
                      
(a)The amount represents the change in fair value of derivative contracts due to changes in spot rates.
(b)The amount represents reclassification from OCI into earnings that occurs when the hedged item affects earnings, which is when merchandise is sold to the Company's customers.
(c)The amount represents the change in fair value of derivative contracts due to changes in the difference between the spot price and forward price that is excluded from the assessment of hedge effectiveness and, therefore, recognized in earnings.