DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Nov. 30, 2015

Derivative Instrument Detail [Abstract]

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

		Fair Value
(in millions)	Balance Sheet Location	November 30, 2015			May 31, 2015
Interest rate swap agreements designated as fair value hedges	Other assets	$	88	$	74
Cross-currency swap agreements designated as cash flow hedges	Other non-current liabilities	$	(289)	$	(244)
Foreign currency borrowings designated as net investment hedge	Notes payable, non-current	$	(912)	$	(981)

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 Reclassified from Accumulated OCI or OCL into Income (Effective Portion)
	Three Months Ended November 30,				Six Months Ended November 30,					Three Months Ended November 30,				Six Months Ended November 30,
(in millions)	2015		2014		2015		2014			2015		2014		2015		2014
Cross-currency swap agreements designated as cash flow hedges	$	(67)	$	(96)	$	(45)	$	(113)	Non-operating	$	(82)	$	(96)	$	(31)	$	(149)
									income, net
Foreign currency borrowings designated as net investment hedge	$	49	$	57	$	18	$	89	Not applicable	$	—	$	—	$	—	$	—

	Location and Amount of Gain Recognized in Income on Derivative									Location and Amount of Loss on Hedged Item
										Recognized in Income Attributable to Risk Being Hedged
		Three Months Ended November 30,				Six Months Ended November 30,					Three Months Ended November 30,				Six Months Ended November 30,
(in millions)		2015		2014		2015		2014			2015		2014		2015		2014
Interest rate swap agreements	Interest expense	$	13	$	38	$	14	$	22	Interest expense	$	(13)	$	(38)	$	(14)	$	(22)
designated as fair value hedges