DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Aug. 31, 2013

Derivative Instrument Detail [Abstract]

Fair Values of Derivative and Non-Derivative Instruments Designated as Hedges in Condensed Consolidated Balance Sheets

	August 31, 2013			May 31, 2013
(in millions)	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Interest rate swap agreements designated as fair value hedges	Other non-current liabilities	$	(15)	Not applicable	$	—
Interest rate swap agreements designated as fair value hedges	Prepaid expenses and other current assets	$	33	Other assets	$	41
Cross-currency swap agreements designated as cash flow hedges	Other assets	$	2	Not applicable	$	—
Foreign currency borrowings designated as net investment hedge	Notes payable and other non-current borrowings	$	(994)	Not applicable	$	—

Effects of Derivative and Non-Derivative Instruments Designated as Hedges on Income and Other Comprehensive Loss (OCL)

	Amount of Gain (Loss) Recognized in Accumulated OCL (Effective Portion)		Location and Amount of Gain Reclassified from Accumulated OCL into Income (Effective Portion)
(in millions)	Three Months Ended August 31, 2013			Three Months Ended August 31, 2013
Cross-currency swap agreements designated as cash flow hedges	$	2	Non-operating income, net	$	34
Foreign currency borrowings designated as net investment hedge	$	(13)	Not applicable	$	—

	Location and Amount of (Loss) Recognized in Income on Derivative					Location and Amount of Gain on Hedged Item Recognized in Income Attributable to Risk Being Hedged
		Three Months Ended August 31,					Three Months Ended August 31,
(in millions)		2013		2012			2013		2012
Interest rate swap agreements designated as fair value hedges	Interest expense	$	(23)	$	(4)	Interest expense	$	23	$	4