The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Derivatives and hedging activities (Details) (USD $)	3 Months Ended
Derivatives and hedging activities (Details) (USD $)	May 04, 2012 swap	Apr. 29, 2011	May 04, 2012 Accrued expenses and other current liabilities	Feb. 03, 2012 Accrued expenses and other current liabilities
Derivatives and hedging activities
Number of interest rate swap agreements	3
Interest rate swaps combined notional value	$ 506,700,000
Estimated amount to be reclassified during the next 52 weeks period	4,400,000
Derivatives designated as hedging instruments
Derivative financial instruments			6,764,000	10,820,000
Effect of derivative instruments on the condensed consolidated statement of comprehensive income
Loss related to effective portion of derivative recognized in OCI	36,000	1,603,000
Loss related to effective portion of derivative reclassified from Accumulated OCI to Interest expense	4,185,000	9,319,000
Loss related to ineffective portion of derivative recognized in Other (income) expense	42,000	106,000
Credit-risk-related contingent features
Fair value of interest rate swaps in a net liability position	7,000,000
Collateral or assets required to settle interest rate swap obligations, estimated termination value	$ 7,000,000