Risk Management and Derivatives - Amounts Affecting Consolidated Statements of Income (Detail) - USD ($) $ in Millions		3 Months Ended					6 Months Ended
		Nov. 30, 2015		Aug. 31, 2015	Nov. 30, 2014		Nov. 30, 2015		Nov. 30, 2014
Derivatives designated as cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives		$ 407	[1]		$ 379	[1]	$ 267	[2],[3]	$ 497	[3]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income		135	[1]		15	[1]	323	[2],[3]	(5)	[3]
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Revenue
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives		(39)	[1]		(4)	[1]	(10)	[2],[3]	(42)	[3]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income		(29)	[1]		(19)	[1]	(75)	[2],[3]	(36)	[3]
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Cost of sales
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives		309	[1]		280	[1]	205	[2],[3]	399	[3]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income		125	[1]		21	[1]	298	[2],[3]	13	[3]
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Total selling and administrative expense
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives	[3]						0	[2]	0
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income	[3]						0	[2]	0
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Other (income) expense, net
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives		187	[1]		103	[1]	122	[2],[3]	140	[3]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income		39	[1]		13	[1]	100	[2],[3]	18	[3]
Derivatives designated as cash flow hedges | Interest rate swap | Interest expense (income), net
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives		(50)	[1]		0	[1]	(50)	[2],[3]	0	[3]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income		0	[1]		0	[1]	0	[2],[3]	0	[3]
Derivatives designated as fair value hedges | Interest rate swap | Interest expense (income), net
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	[4]	1			1		2		2
Derivatives not designated as hedging instruments | Foreign exchange forwards and options | Other (income) expense, net
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives		63			185		34		278
Derivatives not designated as hedging instruments | Embedded derivatives | Other (income) expense, net
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives		$ 0			$ 2		$ 0		$ 1
Revisions
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives				$ 40

[1] For the three months ended November 30, 2015 and 2014, the amounts recorded in Other (income) expense, net as a result of hedge ineffectiveness and the discontinuance of cash flow hedges because the forecasted transactions were no longer probable of occurring were immaterial.

[2] Certain amounts have been updated to reflect the proper classification of $40 million between Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives and Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income into Income for the three months ended August 31, 2015.

[3] For the six months ended November 30, 2015 and 2014, the amounts recorded in Other (income) expense, net as a result of hedge ineffectiveness and the discontinuance of cash flow hedges because the forecasted transactions were no longer probable of occurring were immaterial.

[4] All interest rate swaps designated as fair value hedges meet the shortcut method requirements under the accounting standards for derivatives and hedging. Accordingly, changes in the fair values of the interest rate swaps are considered to exactly offset changes in the fair value of the underlying long-term debt. Refer to “Fair Value Hedges” in this note for additional detail.