Derivative Financial Instruments (Tables)

12 Months Ended

Feb. 02, 2013

Derivative Financial Instruments

Outstanding Interest Rate Swaps

Outstanding Interest Rate Swap Summary	February 2, 2013
	Designated Swap	De-designated Swap
(dollars in millions)	Pay Floating	Pay Floating	Pay Fixed
Weighted average rate:
Pay	three-month LIBOR	one-month LIBOR	3.1%
Receive	1.0%	5.3%	one-month LIBOR
Weighted average maturity	1.5 years	2.4 years	2.4 years
Notional	$350	$750	$750

Derivative Contracts - Type, Statement of Financial Position Classification and Fair Value

Derivative Contracts – Type, Statement of Financial Position Classification and Fair Value (millions)
	Assets					Liabilities
	Classification	Feb. 2, 2013		Jan. 28, 2012		Classification	Feb. 2, 2013		Jan. 28, 2012
Designated as hedging instrument:
Interest rate swaps	Other noncurrent assets	$	3	$	3	N/A	$	—	$	—
Not designated as hedging instruments:
Interest rate swaps	Other current assets		4		20	Other current liabilities		2		7
Interest rate swaps	Other noncurrent assets		82		111	Other noncurrent liabilities		54		69
Total		$	89	$	134		$	56	$	76

Derivative Contracts - Effect on Results of Operations

Derivative Contracts – Effect on Results of Operations (millions)
Type of Contract	Classification of Income/(Expense)	2012		2011		2010
Interest rate swaps	Net interest expense	$	44	$	41	$	51