DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

May. 31, 2015

Derivative Instrument Detail [Abstract]

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

	May 31, 2015			May 31, 2014
(in millions)	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Interest rate swap agreements designated as fair value hedges	Other assets	$	74	Other assets	$	15
Interest rate swap agreements designated as fair value hedges	Not applicable	$	—	Prepaid expenses and       other current assets	$	8
Cross-currency swap agreements designated as cash flow hedges	Other non-current liabilities	$	(244)	Other assets	$	74
Foreign currency borrowings designated as net investment hedge	Notes payable, non-current	$	(981)	Notes payable, non-current	$	(1,116)

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

	Amount of (Loss) Gain Recognized in Accumulated OCI or OCL (Effective Portion)				Location and Amount of (Loss) Gain Reclassified from Accumulated OCI or OCL into Income (Effective Portion)
	Year Ended May 31,					Year Ended May 31,
(in millions)	2015		2014			2015		2014
Cross-currency swap agreements designated as     cash flow hedges	$	(318)	$	74	Non-operating   income (expense), net	$	(348)	$	69
Foreign currency borrowings designated as net
investment hedge	$	208	$	(34)	Not applicable	$	—	$	—

	Location and Amount of Gain (Loss) Recognized in Income on Derivative					Location and Amount of (Loss) Gain on Hedged Item Recognized in Income Attributable to Risk Being Hedged
		Year Ended May 31,					Year Ended May 31,
(in millions)		2015		2014			2015		2014
Interest rate swap agreements designated     as fair value hedges	Interest expense	$	51	$	(18)	Interest expense	$	(51)	$	18