XML 50 R57.htm IDEA: XBRL DOCUMENT v2.4.0.8
Financial Instruments, Risk Management Activities, and Fair Values (Narrative) (Details) (USD $)
In Millions, unless otherwise specified
12 Months Ended 12 Months Ended 12 Months Ended 3 Months Ended 3 Months Ended 12 Months Ended 3 Months Ended 3 Months Ended 12 Months Ended 3 Months Ended
May 26, 2013
May 27, 2012
May 26, 2013
Customer Concentration Risk WalMart Consolidated [Member]
May 26, 2013
Customer Concentration Risk WalMart USRO [Member]
May 26, 2013
Customer Concentration Risk WalMart International [Member]
May 26, 2013
Customer Concentration Risk WalMart BFS [Member]
May 26, 2013
Customer Concentration Risk Five Largest USRO [Member]
May 26, 2013
Customer Concentration Risk Five Largest International [Member]
May 26, 2013
Customer Concentration Risk Five Largest BFS [Member]
May 26, 2013
Credit Concentration Risk Walmart USRO [Member]
May 26, 2013
Credit Concentration Risk Walmart International [Member]
May 26, 2013
Credit Concentration Risk Walmart BFS [Member]
May 26, 2013
Maximum [Member]
May 27, 2012
Maximum [Member]
May 29, 2011
Maximum [Member]
May 26, 2013
Interest Rate Swap Pay Floating [Member]
May 27, 2012
Interest Rate Swap Pay Floating [Member]
May 26, 2013
Equity Swaps Pay Floating [Member]
May 26, 2013
Treasury Lock [Member]
May 27, 2012
Treasury Lock [Member]
May 26, 2013
One Billion Fiscal 2007 [Member]
May 27, 2007
One Billion Fiscal 2007 [Member]
May 26, 2013
Five Hundred Million Fiscal 2010 [Member]
Treasury Lock [Member]
Aug. 29, 2010
Five Hundred Million Fiscal 2011 [Member]
May 29, 2011
Five Hundred Million Fiscal 2011 [Member]
Interest Rate Swap Forward Starting Pay Fixed [Member]
May 29, 2011
Three Hundred Million Fiscal 2011 [Member]
Nov. 27, 2011
Five Hundred Million Three Hundred Million Two Hundred Million Forward Starting Swaps [Member]
Interest Rate Swap Forward Starting Pay Fixed [Member]
May 26, 2013
Five Hundred Million Three Hundred Million Two Hundred Million Forward Starting Swaps [Member]
Interest Rate Swap Forward Starting Pay Fixed [Member]
Nov. 27, 2011
One Billion 2012 Note [Member]
Aug. 28, 2011
Three Hundred Million Fiscal 2012 [Member]
Interest Rate Swap Forward Starting Pay Fixed [Member]
Nov. 27, 2011
Two Hundred Million Fiscal 2012 [Member]
Interest Rate Swap Forward Starting Pay Fixed [Member]
Feb. 24, 2013
Two Hundred Million Fiscal 2013 [Member]
Treasury Lock [Member]
May 26, 2013
Two Hundred Million Fiscal 2013 [Member]
Treasury Lock [Member]
Nov. 25, 2012
Two Hundred Million Fiscal 2013 [Member]
Treasury Lock [Member]
Feb. 24, 2013
Zero Eight Seven Five Percent Notes Due January 2016 [Member]
Feb. 24, 2013
Four One Five Percent Notes Due February 2043 [Member]
May 26, 2013
Two Hundred Fifty Million Fiscal 2013 [Member]
Treasury Lock [Member]
Derivative [Line Items]                                                                          
Derivative Notional Amount                               $ 550.0 $ 834.6   $ 250.0 $ 0         $ 500.0         $ 300.0 $ 200.0     $ 200.0     $ 250.0
Notional Amount Of Equity Swaps                                   57.0                                      
Derivative Average Fixed Interest Rate                                                 3.90% 1.55%       2.70% 2.40%     2.82%     1.95%
Debt Interest Rate                                                                     0.875%    
Cash Settled                                                     100.4         11.8          
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss) (87.1)                                       (8.3)   (15.1)         (84.7)         11.7        
Debt Instrument Face Amount                                           1,000.0   500.0   300.0     1,000.0           250.0 500.0  
Debt Instrument Term                                           10 years   30 years         10 years             30 years  
Interest Rate Cash Flow Hedge Ineffectiveness                         1.0 1.0 1.0                                            
Interest Rate Fair Value Hedge Ineffectiveness                         1.0 1.0 1.0                                            
Marketable Securities, Realized Gain (Loss)                         1.0                                                
Foreign Exchange Risk [Abstract]                                                                          
Maximum Length Of Time Hedged In Foreign Currency Cash Flow Hedge 18 months                                                                        
Notional Amount Of Foreign Currency Derivatives 985.1                                                                        
Foreign Currency Cash Flow Hedge Ineffectiveness                         1.0 1.0 1.0                                            
Deferred Net Foreign Currency Transaction Gains (Losses) AfterTax Accumulated Other Comprehensive Income (95.7)                                                                        
Accounts payable to suppliers who utilize third party service 178.3                                                                        
Risks And Uncertainties [Line Items]                                                                          
Concentration Risk Percentage     21.00% 31.00% 6.00% 7.00% 54.00% 24.00% 41.00% 28.00% 5.00% 7.00%                                                  
Concentration Risk Credit Risk Financial Instrument Maximum Exposure 30.9                                                                        
Financial Instruments Owned At Fair Value [Abstract]                                                                          
Restricted Cash And Cash Equivalents 3.9                                                                        
Marketable Securities And Cash Pledged As Collateral 2.3                                                                        
Long-term debt, fair value 8,027.3                                                                        
Long-term debt, carrying value 7,369.4 6,903.1                                                                      
Commodity Price Risk [Abstract]                                                                          
Notional Amount Of Commodity Derivatives 526.3                                                                        
Notional Amount Of Agricultural Commodity Derivatives 297.4                                                                        
Notional Amount Of Energy Commodity Derivatives 228.9                                                                        
Credit Risk Related Contingent Features [Abstract]                                                                          
Derivative Net Liability Position Aggregate Fair Value 3.9                                                                        
Unrealized Losses From Interest Rate Cash Flow Hedges Recorded In AOCI After Tax 53.5                                                                        
Unrealized Losses From Foreign Currency Cash Flow Hedges Recorded in AOCI After Tax 11.8                                                                        
Net Pre-tax Gains And Losses in AOCI Expected To Be Reclassified Into Net Earnings Within The Next 12 Months $ 3.5