Derivatives (Tables)

6 Months Ended

Jul. 28, 2012

Fair Value of Hedging Portfolio Related to Interest Rate Contract

The following table presents the fair value of the Company’s hedging portfolio related to its interest rate contract:

	Location on Condensed Consolidated Balance Sheets		Fair Value
(dollars in millions)			July 28, 2012		July 30, 2011		January 28, 2012
Interest rate contract		Accrued expenses	$	—	$	3.3	$	2.0

Impact of Derivative Instruments on Condensed Consolidated Financial Statements

The impact of the derivative instruments on the Condensed Consolidated Financial Statements is as follows:

	Gain Recognized in OCI on Derivatives						Loss Reclassified from AOCI into (Loss) Earnings
	13 Weeks Ended				Location on Condensed Consolidated Statement of Earnings (Loss)		13 Weeks Ended
(dollars in millions)	July 28, 2012		July 30, 2011				July 28, 2012		July 30, 2011
Interest rate contract	$	—	$	0.2		Interest expense	$	—	$	(1.1	)

	Gain Recognized in OCI on Derivatives						Loss Reclassified from AOCI into (Loss) Earnings
	26 Weeks Ended				Location on Condensed Consolidated Statement of Earnings (Loss)		26 Weeks Ended
(dollars in millions)	July 28, 2012		July 30, 2011				July 28, 2012			July 30, 2011
Interest rate contract	$	—	$	—		Interest expense	$	(0.9	)	$	(2.7	)