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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES - Schedule of Outstanding Interest Rate Contracts (Details) (USD $)
In Millions, unless otherwise specified
12 Months Ended
Jan. 31, 2015
Feb. 01, 2014
Interest Rate Swaps | Three Month Usd Libor Fixed to Float [Member]    
Derivative [Line Items]    
Effective Date September 2010 [1]  
Maturity Date September 2016 [1]  
Notional Amount $ 0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_ThreeMonthUsdLiborFixedToFloatMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1] $ 350invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_ThreeMonthUsdLiborFixedToFloatMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1]
Interest Rate Swaps | Six Month Jpy Tibor Float to Fixed [Member]    
Derivative [Line Items]    
Effective Date January 2011 [2]  
Maturity Date January 2016 [2]  
Notional Amount 42invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_SixMonthJpyTiborFloatToFixedMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[2] 65invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_SixMonthJpyTiborFloatToFixedMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[2]
Interest Rate Caps | One Month Usd Libor Designated [Member]    
Derivative [Line Items]    
Effective Date January 2011 [2]  
Maturity Date April 2015 [2]  
Notional Amount 500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborDesignatedMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[3] 500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborDesignatedMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[2]
Interest Rate Caps | One Month Usd Libor Not Designated, Two Thousand Eleven [Member]    
Derivative [Line Items]    
Effective Date January 2011  
Maturity Date April 2015  
Notional Amount 500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborNotDesignatedTwoThousandElevenMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborNotDesignatedTwoThousandElevenMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
Interest Rate Caps | One Month Usd Libor De-designated [Member]    
Derivative [Line Items]    
Effective Date January 2012 [4]  
Maturity Date April 2015 [4]  
Notional Amount 500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborDeDesignatedMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[4] 500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborDeDesignatedMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[4]
Interest Rate Caps | One Month Usd Libor Not Designated, Two Thousand Twelve [Member]    
Derivative [Line Items]    
Effective Date January 2012  
Maturity Date April 2015  
Notional Amount 500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborNotDesignatedTwoThousandTwelveMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborNotDesignatedTwoThousandTwelveMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
Interest Rate Caps | Three Month Euribor [Member]    
Derivative [Line Items]    
Effective Date January 2013 [2]  
Maturity Date January 2016 [2]  
Notional Amount 34invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_ThreeMonthEuriborMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[3] 71invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_ThreeMonthEuriborMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[2]
Interest Rate Caps | Three Month Euribor [Member] | French real estate credit facility, due fiscal two thousand eighteen [Member]    
Derivative [Line Items]    
Effective Date February 2013 [2]  
Maturity Date February 2018 [2]  
Notional Amount 53invest_DerivativeNotionalAmount
/ us-gaap_DebtInstrumentAxis
= tru_FrenchRealEstateCreditFacilityDueFiscalTwoThousandEighteenMember
/ us-gaap_DerivativeByNatureAxis
= tru_ThreeMonthEuriborMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[2] 64invest_DerivativeNotionalAmount
/ us-gaap_DebtInstrumentAxis
= tru_FrenchRealEstateCreditFacilityDueFiscalTwoThousandEighteenMember
/ us-gaap_DerivativeByNatureAxis
= tru_ThreeMonthEuriborMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[2]
Interest Rate Caps | One Month Usd Libor Not Designated, Two Thousand Fourteen [Member]    
Derivative [Line Items]    
Effective Date January 2014  
Maturity Date April 2015  
Notional Amount $ 311invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborNotDesignatedTwoThousandFourteenMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
$ 311invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= tru_OneMonthUsdLiborNotDesignatedTwoThousandFourteenMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateCapMember
[1] As of January 31, 2015, these derivatives were designated for hedge accounting.
[2] On November 26, 2014, we terminated this interest rate swap. As a result, we received cash proceeds of $10 million, which included $1 million of accrued interest receivable as described above.
[3] These interest rate caps are not designated as cash flow hedges in accordance with ASC 815.
[4] The Company de-designated a portion of this interest rate cap in fiscal 2010. As of January 31, 2015 and February 1, 2014, 40% of the $500 million interest rate cap is designated as a cash flow hedge.