Derivative Instruments and Hedging Activities (Tables)

12 Months Ended

Jul. 29, 2011

Derivative Instruments and Hedging Activities [Abstract]

Schedule of estimated fair value of derivative instruments

The estimated fair values of the Company's derivative instrument were as follows:

	Balance Sheet Location		July 29, 2011				July 30, 2010
Interest rate swap (See Note 3)	Interest rate swap liability		$	51,604			$	66,281

Schedule of pre-tax effects of derivative instruments on income and AOCL

The following table summarizes the pre-tax effects of the Company's derivative instrument on AOCL at:

	Amount of Income (Loss) Recognized in AOCL on Derivative (Effective Portion)
	2011		2010			2009
Cash flow hedges:
Interest rate swaps	$	14,677	$	(5,049	)	$	(21,614	)

The following table summarizes the pre-tax effects of the Company's derivative instrument on income at:

	Location of Loss Reclassified from AOCL into Income (Effective Portion)	Amount of Loss Reclassified from AOCL into Income (Effective Portion)
		2011		2010		2009
Cash flow hedges:
Interest rate swaps	Interest expense	$	30,355	$	30,722	$	19,469

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

+ References+ Details

- Definition

Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References+ Details