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DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
12 Months Ended
Feb. 01, 2020
DERIVATIVE FINANCIAL INSTRUMENTS  
Schedule of effect of derivative instruments designated as cash flow hedges

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Year-To-Date

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Amount of Gain/(Loss) in

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Amount of Gain/(Loss)

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AOCI on Derivative

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Reclassified from AOCI into

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Location of Gain/(Loss)

 

Derivatives in Cash Flow Hedging

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(Effective Portion)

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Income (Effective Portion)

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Reclassified into Income

 

Relationships

    

2019

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2018

    

2017

    

2019

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2018

    

2017

    

(Effective Portion)

 

Forward-Starting Interest Rate Swaps, net of tax*

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$

(42)

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$

6

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$

24

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$

(4)

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$

(5)

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$

(3)

 

Interest expense

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*

The amounts of Gain/(Loss) in AOCI on derivatives include unamortized proceeds and payments from forward-starting interest rate swaps once classified as cash flow hedges that were terminated prior to end of 2019, 2018 and 2017, respectively.

Schedule of effects of master netting agreements

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Gross Amounts Not Offset in the

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Net Amount

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Balance Sheet

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Gross Amount

    

Gross Amounts Offset

    

Presented in the

    

Financial

    

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February 1, 2020

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Recognized

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in the Balance Sheet

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Balance Sheet

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Instruments

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Cash Collateral

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Net Amount

 

Liabilities

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Cash Flow Forward-Starting Interest Rate Swaps

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$

19

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$

—

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$

19

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$

—

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$

—

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$

19

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Gross Amounts Not Offset in the

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Net Amount

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Balance Sheet

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Gross Amount

    

Gross Amounts Offset

    

Presented in the

    

Financial

    

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February 2, 2019

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Recognized

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in the Balance Sheet

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Balance Sheet

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Instruments

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Cash Collateral

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Net Amount

 

Assets

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Cash Flow Forward-Starting Interest Rate Swaps

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$

33

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$

—

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$

33

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$

—

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$

—

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$

33

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