DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Aug. 31, 2016

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	August 31, 2016			May 31, 2016
Interest rate swap agreements designated as fair value hedges	Other assets	$	131		$	122
Cross-currency swap agreements designated as cash flow hedges	Other non-currentliabilities	$	(215	)	$	(218	)
Foreign currency borrowings designated as net investment hedge	Notes payable, non-current	$	(1,024	)	$	(991	)

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

	Amount of Gain (Loss) Recognized in Accumulated OCI or OCL(EffectivePortion)						Locationand Amount of Gain Reclassified from Accumulated OCI or OCL into Income (Effective Portion)
	Three Months Ended August 31,							Three Months Ended August 31,
(in millions)	2016			2015				2016		2015
Cross-currency swap agreements designated as cash flow hedges	$	3		$	22		Non-operating income, net	$	1	$	51
Foreign currency borrowings designated as net investment hedge	$	(1	)	$	(31	)	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 BeingHedged
		Three Months Ended August 31,					Three Months Ended August 31,
(in millions)		2016		2015			2016			2015
Interest rate swap agreements designated as fair value hedges	Interest expense	$	9	$	1	Interest expense	$	(9	)	$	(1	)