DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
	Jan. 28, 2012	Jan. 29, 2011
Interest Rate Risk Management
Combined average annual limit of aggregate amount of debt subject to interest rate reset and floating rate debt, to reduce interest rate risk	$ 2,500
Gain/(Loss) in AOCI on Derivative (Effective Portion)	(26)
Fair Value Interest Rate Swaps
Interest Rate Risk Management
Gain/(loss) on interest rate swaps, fair value hedges	(20)	19
Gain/(loss) on hedged borrowings, fair value hedges	22	(13)
Cash Flow Forward-Starting Interest Rate Swaps
Interest Rate Risk Management
Gain/(Loss) in AOCI on Derivative (Effective Portion)	(29)	(5)
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)	(2)	(2)
Designated as Hedging Instrument | Fair Value Interest Rate Swaps
Interest Rate Risk Management
Notional amount	1,625	1,625
Number of contracts	18	18
Duration (in years)	0.74	1.74
Average variable rate (as a percent)	3.84%	3.83%
Average fixed rate (as a percent)	5.87%	5.87%
Maturity	Between April 2012 and April 2013	Between April 2012 and April 2013
Fair value of asset derivatives	25	45
Designated as Hedging Instrument | Cash Flow Forward-Starting Interest Rate Swaps
Interest Rate Risk Management
Fair value of liability derivatives	41
Number of contracts	24
Interest rate swap agreements, notional amount	1,200
Gain/(Loss) in AOCI on Derivative (Effective Portion)	26
Terminated Derivative Instruments | Fair Value Interest Rate Swaps
Interest Rate Risk Management
Unamortized proceeds from interest rate swaps once classified as fair value hedges	5
Number of contracts	9
Terminated Derivative Instruments | Fair Value Interest Rate Swaps | Expected
Interest Rate Risk Management
Unrealized gain from interest rate swaps once classified as fair value hedges, expected reclassification to earnings over the next twelve months	3
Period over which the Company expects to reclassify the unrealized gain from the adjustment to the carrying values of the underlying debt to earnings (in months)	12 months
Terminated Derivative Instruments | Cash Flow Forward-Starting Interest Rate Swaps
Interest Rate Risk Management
Number of contracts	3
Period over which the Company expects to reclassify the unrealized gain from the adjustment to the carrying values of the underlying debt to earnings (in months)	12 months
Unamortized net payments from derivatives once classified as cash flow hedges pre-tax	5
Unamortized net payments from derivatives once classified as cash flow hedges after tax	3
Unrealized loss from forward-starting interest rate swaps once classified as cash flow hedges, expected reclassification to earnings over the next twelve months	$ 3