DERIVATIVES FINANCIAL INSTRUMENTS (Details) - USD ($) $ in Millions		12 Months Ended
		May 31, 2016	May 31, 2015	May 31, 2014
Fair Values of Derivative and Non-Derivative Instruments Designated as Hedges in Consolidated Balance Sheets [Abstract]
Fair value, assets	[1]	$ 122	$ 74
Fair value, liabilities		(218)	(244)
2.25% senior notes due January 2021 [Member]
Debt Instruments [Abstract]
Senior notes fixed principal amount		$ 1,600
Annual interest rate for the 2.25% notes due January 2021 after the economic effect of the cross-currency swaps		3.53%
Interest rate swap agreements [Member] | Interest expense [Member]
Effects of Derivative and Non-Derivative Instruments Designated as Hedges on Income and Other Comprehensive Income (OCI) or Loss (OCL) [Abstract]
Amount of Gain Recognized in Income on Derivative		$ 48	51
Amount of Loss on Hedged Item Recognized in Income Attributable to Risk Being Hedged		(48)	(51)
Cash flow hedges [Member] | Cross-currency swap agreements [Member]
Effects of Derivative and Non-Derivative Instruments Designated as Hedges on Income and Other Comprehensive Income (OCI) or Loss (OCL) [Abstract]
Amount of Gain (Loss) Recognized in Accumulated OCI or OCL (Effective Portion)		26	(318)
Derivative Instrument Detail [Abstract]
Amount of ineffectiveness measured		0	0	$ 0
Cash flow hedges [Member] | Cross-currency swap agreements [Member] | 2.25% senior notes due January 2021 [Member]
Debt Instruments [Abstract]
Senior notes fixed principal amount		$ 1,600
Annual interest rate for the 2.25% notes due January 2021 after the economic effect of the cross-currency swaps		3.53%
Cash flow hedges [Member] | Cross-currency swap agreements [Member] | Non-operating income (expense), net [Member]
Effects of Derivative and Non-Derivative Instruments Designated as Hedges on Income and Other Comprehensive Income (OCI) or Loss (OCL) [Abstract]
Amount of Gain (Loss) Reclassified from Accumulated OCI or OCL into Income (Effective Portion)		$ 41	(348)
Cash flow hedges [Member] | Cross-currency swap agreements [Member] | Other non-current liabilities [Member]
Fair Values of Derivative and Non-Derivative Instruments Designated as Hedges in Consolidated Balance Sheets [Abstract]
Fair value, liabilities		(218)	(244)
Net investment hedge [Member] | Foreign currency borrowings [Member]
Effects of Derivative and Non-Derivative Instruments Designated as Hedges on Income and Other Comprehensive Income (OCI) or Loss (OCL) [Abstract]
Amount of Gain (Loss) Recognized in Accumulated OCI or OCL (Effective Portion)		(25)	208
Derivative Instrument Detail [Abstract]
Amount of ineffectiveness measured		0	0	$ 0
Net investment hedge [Member] | Foreign currency borrowings [Member] | Notes payable, non-current [Member]
Fair Values of Derivative and Non-Derivative Instruments Designated as Hedges in Consolidated Balance Sheets [Abstract]
Fair value, debt		(991)	(981)
Fair value hedges [Member] | Interest rate swap agreements [Member] | Other assets [Member]
Fair Values of Derivative and Non-Derivative Instruments Designated as Hedges in Consolidated Balance Sheets [Abstract]
Fair value, assets		$ 122	$ 74

[1] We have entered into certain interest rate swap agreements that have the economic effects of modifying the fixed-interest obligations associated with the 2.375% senior notes due January 2019 (January 2019 Notes), the 2.25% senior notes due October 2019 (October 2019 Notes) and the 2.80% senior notes due July 2021 (July 2021 Notes) so that the interest payable on these notes effectively became variable based on LIBOR. The effective interest rates after consideration of these fixed to variable interest rate swap agreements were 1.28% and 0.93% for the January 2019 Notes, 1.11% and 0.76% for the October 2019 Notes, and 1.26% and 0.91% for the July 2021 Notes as of May 31, 2016 and 2015, respectively. Refer to Notes 1 and 11 for a description of our accounting for fair value hedges.