Derivatives and hedging activities (Details) (USD $)	3 Months Ended	6 Months Ended		6 Months Ended
Aug. 02, 2013	Aug. 03, 2012	Aug. 02, 2013	Aug. 03, 2012	Aug. 02, 2013 Interest rate swaps Cash flow hedge	Aug. 02, 2013 Treasury locks Cash flow hedge	Apr. 11, 2013 Treasury locks Cash flow hedge
Cash flow hedges of interest rate risk
Combined notional value					$ 875,000,000		$ 700,000,000
Loss related to effective portion of derivatives recognized in OCI	(809,000)	8,506,000	14,518,000	8,542,000		13,200,000
(Gain) loss related to ineffective portion of derivatives recognized in Other (income) expense		(2,434,000)		(2,392,000)		0
Estimated amount to be reclassified during the next 52 week period	$ 4,500,000		$ 4,500,000

Nominal or face amount used to calculate payments on the derivative liability.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1B

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5580258-113959

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-Publisher FASB

-Name Accounting Standards Codification

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

+ References

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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.

+ References

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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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