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.

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4H

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624258-113959

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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.

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

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-Section 50

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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

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (d)(1)

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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.

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (c)

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

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

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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.

+ References

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

-Publisher FASB

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-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (b)

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Derivatives and hedging activities (Details 2) (USD $)	3 Months Ended		9 Months Ended
Derivatives and hedging activities (Details 2) (USD $)	Nov. 01, 2013	Nov. 02, 2012	Nov. 01, 2013	Nov. 02, 2012	Nov. 01, 2013 Noncurrent Other liabilities	Feb. 01, 2013 Noncurrent Other liabilities
Derivatives designated as hedging instruments
Derivative financial instruments					$ 4,475,000	$ 4,822,000
Pre-tax effect of derivative instruments on the condensed consolidated statements of comprehensive income
Loss related to effective portion of derivatives recognized in OCI	957,000	1,441,000	15,475,000	9,983,000
Loss related to effective portion of derivatives reclassified from Accumulated OCI to Interest expense	1,223,000	2,368,000	3,347,000	10,939,000
Gain related to ineffective portion of derivatives recognized in Other (income) expense				(2,392,000)
Credit-risk-related contingent features
Fair value of interest rate swaps in a net liability position	4,500,000		4,500,000
Collateral or assets required to settle interest rate swap obligations, estimated termination value	$ 4,500,000		$ 4,500,000