Derivative Instruments And Hedging Activities (Schedule Of Effect Of Derivative Instruments On The Consolidated Statements Of Earnings) (Details) - Designated As Hedging Instrument [Member] - USD ($)
$ in Thousands
 3 Months Ended
May. 31, 2015
May. 31, 2014
Derivative [Line Items]    
Gain/(loss) recognized in AOCL [1] $ (4,316) $ (1,798)
Loss reclassified from AOCL into CAF Income [1] $ (2,051) $ (2,263)
[1] 5. Derivative Instruments and Hedging ActivitiesRisk Management Objective of Using Derivatives. We use derivatives to manage certain risks arising from both our business operations and economic conditions, particularly with regard to future issuances of fixed-rate debt and existing issuances of floating-rate debt. Primary exposures include LIBOR and other rates used as benchmarks in our securitizations and other debt financing. We enter into derivative instruments to manage exposures related to the future known receipt or payment of uncertain cash amounts, the values of which are impacted by interest rates. Our derivative instruments are used to manage (i) differences in the amount of our known or expected cash receipts and our known or expected cash payments principally related to the funding of our auto loan receivables, and (ii) exposure to variable interest rates associated with our term loan, as further discussed in Note 10.We do not anticipate significant market risk from derivatives as they are predominantly used to match funding costs to the use of the funding. However, disruptions in the credit or interest rate markets could impact the effectiveness of our hedging strategies.Credit risk is the exposure to nonperformance of another party to an agreement. We mitigate credit risk on our derivative transactions by dealing with highly rated bank counterparties.Designated Cash Flow Hedges - Securitizations. Our objectives in using interest rate derivatives in conjunction with our securitization program are to add stability to CAF's interest expense, to manage our exposure to interest rate movements and to better match funding costs to the interest received on the receivables being securitized. To accomplish these objectives, we primarily use interest rate swaps that involve the receipt of variable amounts from a counterparty in exchange for our making fixed-rate payments over the life of the agreements without exchange of the underlying notional amount. These interest rate swaps are designated as cash flow hedges of forecasted interest payments in anticipation of permanent funding in the term securitization market.For these derivatives, the effective portion of changes in the fair value is initially recorded in accumulated other comprehensive loss ("AOCL"). These amounts are subsequently reclassified into CAF income in the period that the hedged forecasted transaction affects earnings, which occurs as interest expense is recognized on those future issuances of fixed-rate debt. The ineffective portion of the change in fair value of the derivatives is recognized directly in CAF income. During the next 12 months, we estimate that an additional $10.1 million will be reclassified from AOCL as a decrease to CAF income.In addition, we have issued floating rate notes in connection with our term securitizations. To manage our exposure to interest rate movements, we have entered into interest rate swaps that involve the receipt of variable amounts from a counterparty in exchange for making fixed-rate payments over the estimated life of the note. These derivatives are designated as cash flow hedges. The ineffective portion of the change in fair value of the derivatives is recognized directly in CAF income.These hedges were effective in the first quarter of fiscal 2016 and changes in the fair value were recorded in AOCL.Designated Cash Flow Hedge - Other Debt. Our objective in using an interest rate derivative for our term loan is to manage our exposure to interest rate movements. To accomplish this objective, we use an interest rate swap that involves the receipt of variable amounts from a counterparty in exchange for our making fixed-rate payments over the life of the loan without exchange of the underlying notional amount. This derivative instrument is designated and qualifies as a cash flow hedge, where the effective portion of the change in the fair value is recorded in AOCL. The ineffective portion of the change in fair value is recognized in current income. These hedges were effective in the first quarter of fiscal 2016.As of May 31, 2015 and February 28, 2015, we had interest rate swaps outstanding with a combined notional amount of $1.68 billion and $1.40 billion, respectively, that were designated as cash flow hedges of interest rate risk.As of May 31, 2015 and February 28, 2015, all derivatives were designated as hedges for accounting purposes.Fair Values of Derivative InstrumentsAs of May 31, 2015As of February 28, 2015(In thousands)AssetsLiabilitiesAssetsLiabilitiesDerivatives designated as accounting hedges:Interest rate swaps (1)$ 66$ ―$ 1,201$ ―Interest rate swaps (2) ― (2,633) ― (1,064)Total $ 66$ (2,633)$ 1,201$ (1,064) (1) Reported in other current assets on the consolidated balance sheets. (2) Reported in accounts payable on the consolidated balance sheets.Effect of Derivative Instruments on Comprehensive IncomeThree Months EndedMay 31(In thousands)20152014Derivatives designated as accounting hedges:Loss recognized in AOCL (1)$ (4,316)$ (1,798)Loss reclassified from AOCL into CAF income (1)$ (2,051)$ (2,263) (1) Represents the effective portion.