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Financial Instruments (Tables)
 12 Months Ended
Jul. 28, 2019
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 28, 2019, and July 29, 2018:
 
Balance Sheet Classification
 
2019
 
2018
Asset Derivatives
 
 
 
 
 
Derivatives designated as hedges:
 
 
 
 
 
Foreign exchange forward contracts
Current assets of discontinued operations
 
$
—

 
$
1

Total derivatives designated as hedges
 
 
$
—

 
$
1

Derivatives not designated as hedges:
 
 
 
 
 
Commodity derivative contracts
Other current assets
 
$
3

 
$
5

Deferred compensation derivative contracts
Other current assets
 
1

 
1

Foreign exchange forward contracts
Other current assets
 
1

 
3

Total derivatives not designated as hedges
 
 
$
5

 
$
9

Total asset derivatives
 
 
$
5

 
$
10

 
Balance Sheet Classification
 
2019
 
2018
Liability Derivatives
 
 
 
 
 
Derivatives designated as hedges:
 
 
 
 
 
Foreign exchange forward contracts
Current liabilities of discontinued operations
 
$
2

 
$
2

Total derivatives designated as hedges
 
 
$
2

 
$
2

Derivatives not designated as hedges:
 
 
 
 
 
Commodity derivative contracts
Accrued liabilities
 
$
6

 
$
3

Foreign exchange forward contracts
Accrued liabilities
 
2

 
—

Commodity derivative contracts
Other liabilities
 
—

 
1

Total derivatives not designated as hedges
 
 
$
8

 
$
4

Total liability derivatives
 
 
$
10

 
$
6
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 28, 2019, and July 29, 2018, would be adjusted as detailed in the following table:
 
 
2019
 
2018
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
 
$
5

 
$
(2
)
 
$
3

 
$
10

 
$
(3
)
 
$
7

Total liability derivatives
 
$
10

 
$
(2
)
 
$
8

 
$
6

 
$
(3
)
 
$
3
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 28, 2019, and July 29, 2018, would be adjusted as detailed in the following table:
 
 
2019
 
2018
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
 
$
5

 
$
(2
)
 
$
3

 
$
10

 
$
(3
)
 
$
7

Total liability derivatives
 
$
10

 
$
(2
)
 
$
8

 
$
6

 
$
(3
)
 
$
3
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 28, 2019, July 29, 2018, and July 30, 2017 in other comprehensive income (loss) (OCI) and the Consolidated Statements of Earnings:
  
 
 
Total Cash-Flow Hedge
OCI Activity
Derivatives Designated as Cash-Flow Hedges
 
 
2019
 
2018
 
2017
OCI derivative gain (loss) at beginning of year
 
 
$
(8
)
 
$
(34
)
 
$
(64
)
Effective portion of changes in fair value recognized in OCI:
 
 
 
 
 
 
 
Foreign exchange forward contracts
 
 
(3
)
 
8

 
(4
)
Forward starting interest rate swaps
 
 
—

 
15

 
23

Amount of (gain) loss reclassified from OCI to earnings:
Location in Earnings
 
 
 
 
 
 
Foreign exchange forward contracts
Cost of products sold
 
(4
)
 
5

 
3

Foreign exchange forward contracts
Other expenses / (income)
 
—

 
—

 
1

Foreign exchange forward contracts
Loss from discontinued operations
 
2

 
(4
)
 
3

Forward starting interest rate swaps
Interest expense
 
2

 
2

 
4

OCI derivative gain (loss) at end of year
 
 
$
(11
)
 
$
(8
)
 
$
(34
)
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
 
2019
 
2018
 
2017
Foreign exchange forward contracts
 
Cost of products sold
 
$
—

 
$
(1
)
 
$
1

Foreign exchange forward contracts
 
Other expenses / (income)
 
—

 
(1
)
 
14

Foreign exchange forward contracts
 
Loss from discontinued operations
 
—

 
—

 
(1
)
Commodity derivative contracts
 
Cost of products sold
 
6

 
(2
)
 
(11
)
Commodity derivative contracts
 
Loss from discontinued operations
 
(1
)
 
—

 
—

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

 
(18
)
 
—

Total
 
 
 
$
3

 
$
(24
)
 
$
—