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Derivative Financial Instruments - Additional Information (Detail) (USD $)
3 Months Ended 12 Months Ended 1 Months Ended 3 Months Ended 3 Months Ended
Aug. 25, 2012
DerivativeInstrument
Aug. 25, 2012
DerivativeInstrument
Aug. 27, 2011
FSS
Nov. 30, 2010
Losses On Three Expired Interest Rate Swaps [Member]
Aug. 25, 2012
Treasury rate locks [Member]
Derivative
May 05, 2012
Treasury rate locks [Member]
Derivative
May 05, 2012
Treasury rate locks [Member]
Loss on two expired treasury rate locks [Member]
Aug. 25, 2012
Treasury Rate Lock, One [Member]
May 05, 2012
Treasury Rate Lock, One [Member]
Aug. 25, 2012
Treasury Rate Lock, Two [Member]
May 05, 2012
Treasury Rate Lock, Two [Member]
Nov. 20, 2010
Forward Starting Swap [Member]
Derivative
Nov. 20, 2010
Forward Starting Swap, One [Member]
Nov. 20, 2010
Forward Starting Swap, Two [Member]
Nov. 20, 2010
Forward Starting Swap, Three [Member]
Derivative [Line Items]                              
Number of treasury rate locks 4 4     2 2                  
Notional amount of cash flow hedges               $ 100,000,000 $ 300,000,000 $ 100,000,000 $ 100,000,000   $ 150,000,000 $ 150,000,000 $ 100,000,000
Expiration date of cash flow hedge agreement November 1, 2012         April 20, 2012           November 2010      
Fixed rates of the hedges based on LIBOR               2.07% 2.09% 1.92% 2.07%   3.15% 3.13% 2.57%
Derivative instrument, variable interest rate years         10 years 10 years                  
Ineffective portion recognized of forward starting swaps         0 0           0      
Senior notes issued during period   500,000,000 500,000,000     500,000,000                  
Derivative description of terms           The locks were benchmarked based on the 10-year U.S. treasury notes.           The swaps were benchmarked based on the 3-month London InterBank Offered Rate      
Losses recognized in OCI upon expiration of swaps       11,700,000     2,800,000                
Number of forward starting swaps     3                 3      
Senior notes debt issuance                       500,000,000      
Derivative instrument, variable interest rate months of LIBOR                       3 months      
Net derivative losses recorded in Accumulated other comprehensive loss   8,000,000                          
Net derivative losses amortized into interest expense   1,900,000 1,400,000                        
Net derivative loss expected to be reclassified over next 12 months $ 904,000 $ 904,000