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Financial Instruments (Tables)
 12 Months Ended
Jul. 29, 2018
General Discussion of Derivative Instruments and Hedging Activities [Abstract]  
Schedule Of The Fair Value Of Derivative Instruments [Table Text Block]
The following table summarizes the fair value of derivative instruments on a gross basis as recorded in the Consolidated Balance Sheets as of July 29, 2018, and July 30, 2017:
 
Balance Sheet Classification
 
2018
 
2017
Asset Derivatives
 
 
 
 
 
Derivatives designated as hedges:
 
 
 
 
 
Foreign exchange forward contracts
Other current assets
 
$
1

 
$
3

Total derivatives designated as hedges
 
 
$
1

 
$
3

Derivatives not designated as hedges:
 
 
 
 
 
Commodity derivative contracts
Other current assets
 
$
5

 
$
5

Deferred compensation derivative contracts
Other current assets
 
1

 
1

Foreign exchange forward contracts
Other current assets
 
3

 
—

Commodity derivative contracts
Other assets
 
—

 
1

Total derivatives not designated as hedges
 
 
$
9

 
$
7

Total asset derivatives
 
 
$
10

 
$
10

 
Balance Sheet Classification
 
2018
 
2017
Liability Derivatives
 
 
 
 
 
Derivatives designated as hedges:
 
 
 
 
 
Foreign exchange forward contracts
Accrued liabilities
 
$
2

 
$
1

Forward starting interest rate swaps
Accrued liabilities
 
—

 
22

Total derivatives designated as hedges
 
 
$
2

 
$
23

Derivatives not designated as hedges:
 
 
 
 
 
Commodity derivative contracts
Accrued liabilities
 
$
3

 
$
1

Foreign exchange forward contracts
Accrued liabilities
 
—

 
19

Foreign exchange forward contracts
Other liabilities
 
—

 
1

Commodity derivative contracts
Other liabilities
 
1

 
—

Total derivatives not designated as hedges
 
 
$
4

 
$
21

Total liability derivatives
 
 
$
6

 
$
44
Schedule of Offsetting Assets [Table Text Block]
We do not offset the fair values of derivative assets and liabilities executed with the same counterparty that are generally subject to enforceable netting agreements. However, if we were to offset and record the asset and liability balances of derivatives on a net basis, the amounts presented in the Consolidated Balance Sheets as of July 29, 2018, and July 30, 2017, would be adjusted as detailed in the following table:
 
 
2018
 
2017
Derivative Instrument
 
Gross Amounts Presented in the Consolidated Balance Sheet
 
Gross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting Agreements
 
Net Amount
 
Gross Amounts Presented in the Consolidated Balance Sheet
 
Gross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting Agreements
 
Net Amount
Total asset derivatives
 
$
10

 
$
(3
)
 
$
7

 
$
10

 
$
(3
)
 
$
7

Total liability derivatives
 
$
6

 
$
(3
)
 
$
3

 
$
44

 
$
(3
)
 
$
41
Schedule of Offsetting Liabilities [Table Text Block]
We do not offset the fair values of derivative assets and liabilities executed with the same counterparty that are generally subject to enforceable netting agreements. However, if we were to offset and record the asset and liability balances of derivatives on a net basis, the amounts presented in the Consolidated Balance Sheets as of July 29, 2018, and July 30, 2017, would be adjusted as detailed in the following table:
 
 
2018
 
2017
Derivative Instrument
 
Gross Amounts Presented in the Consolidated Balance Sheet
 
Gross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting Agreements
 
Net Amount
 
Gross Amounts Presented in the Consolidated Balance Sheet
 
Gross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting Agreements
 
Net Amount
Total asset derivatives
 
$
10

 
$
(3
)
 
$
7

 
$
10

 
$
(3
)
 
$
7

Total liability derivatives
 
$
6

 
$
(3
)
 
$
3

 
$
44

 
$
(3
)
 
$
41
Schedule Of Changes In Cash-Flow Hedges In Other Comprehensive Income (Loss) [Table Text Block]
The following tables show the effect of our derivative instruments designated as cash-flow hedges for the years ended July 29, 2018, July 30, 2017, and July 31, 2016 in other comprehensive income (loss) (OCI) and the Consolidated Statements of Earnings:
  
 
 
Total Cash-Flow Hedge
OCI Activity
Derivatives Designated as Cash-Flow Hedges
 
 
2018
 
2017
 
2016
OCI derivative gain (loss) at beginning of year
 
 
$
(34
)
 
$
(64
)
 
$
(10
)
Effective portion of changes in fair value recognized in OCI:
 
 
 
 
 
 
 
Foreign exchange forward contracts
 
 
8

 
(4
)
 
(9
)
Forward starting interest rate swaps
 
 
15

 
23

 
(36
)
Amount of (gain) loss reclassified from OCI to earnings:
Location in Earnings
 
 
 
 
 
 
Foreign exchange forward contracts
Cost of products sold
 
1

 
6

 
(11
)
Foreign exchange forward contracts
Other expenses / (income)
 
—

 
1

 
(2
)
Forward starting interest rate swaps
Interest expense
 
2

 
4

 
4

OCI derivative gain (loss) at end of year
 
 
$
(8
)
 
$
(34
)
 
$
(64
)
Derivatives Not Designated As Hedges [Table Text Block]
The following table shows the effects of our derivative instruments not designated as hedges in the Consolidated Statements of Earnings:
 
 
 
 
Amount of (Gain) Loss Recognized in Earnings on Derivatives
Derivatives not Designated as Hedges
 
Location of (Gain) Loss
Recognized in Earnings
 
2018
 
2017
 
2016
Foreign exchange forward contracts
 
Cost of products sold
 
$
(1
)
 
$
—

 
$
—

Foreign exchange forward contracts
 
Other expenses / (income)
 
(1
)
 
14

 
(1
)
Cross-currency swap contracts
 
Other expenses / (income)
 
—

 
—

 
2

Commodity derivative contracts
 
Cost of products sold
 
(2
)
 
(11
)
 
6

Deferred compensation derivative contracts
 
Administrative expenses
 
(2
)
 
(3
)
 
(6
)
Treasury rate lock contracts
 
Interest expense
 
(18
)
 
—

 
—

Total
 
 
 
$
(24
)
 
$
—

 
$
1