DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Jan. 28, 2012

DERIVATIVE FINANCIAL INSTRUMENTS

Schedule of Outstanding Interest Rate Swaps Designated as Fair Value Hedges

	2011					2010
	PayFloating			PayFixed		PayFloating			PayFixed
Notional amount	$	1,625		$	—	$	1,625		$	—
Number of contracts	18			—		18			—
Duration in years	0.74			—		1.74			—
Average variable rate	3.84		%	—		3.83		%	—
Average fixed rate	5.87		%	—		5.87		%	—
Maturity	Between April 2012 and April 2013					Between April 2012 and April 2013

Gains (losses) on fair value hedges

	Year-To-Date
	January 28, 2012					January 29, 2011
Income Statement Classification	Gain/(Loss) on Swaps			Gain/(Loss) on Borrowings		Gain/(Loss) on Swaps		Gain/(Loss) on Borrowings
Interest Expense	$	(20	)	$	22	$	19	$	(13	)

Schedule of Fair Value of Derivative Instruments Designated as Fair Value Hedges

	Asset Derivatives
	Fair Value
Derivatives Designated as Fair Value Hedging Instruments	January 28, 2012		January 29, 2011		Balance Sheet Location
Interest Rate Hedges	$	25	$	45	Other Assets

Schedule of Effect of Derivative Instruments Designated as Cash Flow Hedges

	Year-To-Date
Derivatives in Cash Flow Hedging	Amount of Gain/(Loss) in AOCI on Derivative (Effective Portion)						Amount of Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)						Location of Gain/(Loss) Reclassified into Income
Relationships	2011			2010			2011			2010			(Effective Portion)
Forward-Starting Interest Rate Swaps, net of tax	$	(29	)	$	(5	)	$	(2	)	$	(2	)	Interest expense