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Financial Instruments (Tables)
 12 Months Ended
Aug. 01, 2021
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 August 1, 2021, and August 2, 2020:
Balance Sheet Classification20212020
Asset Derivatives
Derivatives designated as hedges:
Commodity derivative contractsOther current assets$4 $— 
Foreign exchange forward contractsOther current assets1 1 
Total derivatives designated as hedges$5 $1 
Derivatives not designated as hedges:
Commodity derivative contractsOther current assets$49 $7 
Deferred compensation derivative contractsOther current assets3 4 
Total derivatives not designated as hedges$52 $11 
Total asset derivatives$57 $12 

 Balance Sheet Classification20212020
Liability Derivatives
Derivatives designated as hedges:
Foreign exchange forward contractsAccrued liabilities$3 $2 
Total derivatives designated as hedges$3 $2 
Derivatives not designated as hedges:
Commodity derivative contractsAccrued liabilities$— $9 
Total derivatives not designated as hedges$— $9 
Total liability derivatives$3 $11 
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 August 1, 2021, and August 2, 2020, would be adjusted as detailed in the following table:
20212020
Derivative InstrumentGross Amounts Presented in the Consolidated Balance SheetGross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting AgreementsNet AmountGross Amounts Presented in the Consolidated Balance SheetGross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting AgreementsNet Amount
Total asset derivatives$57 $(1)$56 $12 $(4)$8 
Total liability derivatives$3 $(1)$2 $11 $(4)$7 
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 August 1, 2021, and August 2, 2020, would be adjusted as detailed in the following table:
20212020
Derivative InstrumentGross Amounts Presented in the Consolidated Balance SheetGross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting AgreementsNet AmountGross Amounts Presented in the Consolidated Balance SheetGross Amounts Not Offset in the Consolidated Balance Sheet Subject to Netting AgreementsNet Amount
Total asset derivatives$57 $(1)$56 $12 $(4)$8 
Total liability derivatives$3 $(1)$2 $11 $(4)$7 
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 August 1, 2021, August 2, 2020, and July 28, 2019 in other comprehensive income (loss) (OCI) and the Consolidated Statements of Earnings:

 Total Cash-Flow Hedge
OCI Activity
Derivatives Designated as Cash-Flow Hedges 202120202019
OCI derivative gain (loss) at beginning of year$(8)$(11)$(8)
Effective portion of changes in fair value recognized in OCI:
Commodity derivative contracts4 — — 
Foreign exchange forward contracts(9)3 (3)
Amount of loss (gain) reclassified from OCI to earnings:Location in Earnings
Foreign exchange forward contractsCost of products sold6 (2)(4)
Foreign exchange forward contractsOther expenses / (income)1 — — 
Foreign exchange forward contractsEarnings (loss) from discontinued operations— 1 2 
Forward starting interest rate swapsInterest expense1 1 2 
OCI derivative gain (loss) at end of year$(5)$(8)$(11)
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location The following table shows the total amounts of line items presented in the Consolidated Statements of Earnings for the years ended 2021, 2020, and 2019 in which the effects of derivative instruments designated as cash-flow hedges are recorded and the total effect of hedge activity on these line items are as follows:
202120202019
Cost of products soldOther expenses / (income)Interest expenseEarnings (loss) from discontinued operationsCost of products soldInterest expenseEarnings (loss) from discontinued operationsCost of products soldInterest expenseEarnings (loss) from discontinued operations
Consolidated Statements of Earnings:$5,665 $(254)$210 $(6)$5,692 $345 $1,036 $5,414 $356 $(263)
Loss (gain) on cash-flow hedges:
Amount of loss (gain) reclassified from OCI to earnings$6 $1 $1 $— $(2)$1 $1 $(4)$2 $2 
Amount excluded from effectiveness testing recognized in earnings using an amortization approach$— $— $— $— $— $— $— $— $— $— 
Derivatives Not Designated as Hedging Instruments
The following table shows the effects of our derivative instruments not designated as hedges in the Consolidated Statements of Earnings:
Amount of Loss (Gain) Recognized in Earnings on Derivatives
Derivatives Not Designated as HedgesLocation of Loss (Gain)
Recognized in Earnings		202120202019
Foreign exchange forward contractsCost of products sold$2 $(1)$— 
Foreign exchange forward contractsOther expenses / (income)— 2 — 
Commodity derivative contractsCost of products sold(55)12 6 
Commodity derivative contractsEarnings (loss) from discontinued operations— — (1)
Deferred compensation derivative contractsAdministrative expenses(8)(2)(2)
Treasury rate lock contractsInterest expense— (3)— 
Total$(61)$8 $3