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Derivative Financial Instruments (Details) (USD $)
3 Months Ended 9 Months Ended
Nov. 20, 2010
May 07, 2011
May 08, 2010
Debt Instrument [Line Items]      
Proceeds from issuance of debt $ 500,000,000 $ 500,000,000  
Derivative Financial Instruments (Textuals) [Abstract]      
Number of forward starting swaps company was party to during period 3    
Derivative description of terms The swaps were benchmarked based on the 3-month London InterBank Offered Rate.    
Accumulated other comprehensive gain (loss) related to net unrealized gain (loss), net of tax   (7,600,000)  
Change in AOCI derivative balance, net of tax (7,400,000)    
Gain (loss) on cash flow hedge ineffectiveness, net 0    
Cash flow hedge gain (loss) reclassified to interest expense, net   858,000 423,000
4.000% Senior Notes due November 2020, effective interest rate of 4.43% [Member]
     
Debt Instrument [Line Items]      
Proceeds from issuance of debt 500,000,000    
Forward Starting Swap, One [Member]
     
Derivative [Line Items]      
Notional amount of forward swaps 150,000,000    
Fixed rates of the hedges based on LIBOR 3.15%    
Forward Starting Swap, Two [Member]
     
Derivative [Line Items]      
Notional amount of forward swaps 150,000,000    
Fixed rates of the hedges based on LIBOR 3.13%    
Forward Starting Swap, Three [Member]
     
Derivative [Line Items]      
Notional amount of forward swaps $ 100,000,000    
Fixed rates of the hedges based on LIBOR 2.57%