DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended				4 Months Ended	9 Months Ended				3 Months Ended		9 Months Ended		3 Months Ended	9 Months Ended					9 Months Ended	12 Months Ended
	Nov. 03, 2012		Nov. 05, 2011		May 19, 2012	Nov. 03, 2012		Nov. 05, 2011		Nov. 03, 2012 Fair value interest rate swaps	Nov. 05, 2011 Fair value interest rate swaps	Nov. 03, 2012 Fair value interest rate swaps	Nov. 05, 2011 Fair value interest rate swaps	Nov. 03, 2012 Cash flow forward-starting interest rate swaps	Nov. 03, 2012 Cash flow forward-starting interest rate swaps	Nov. 05, 2011 Cash flow forward-starting interest rate swaps	Nov. 03, 2012 Fair value hedges Fair value interest rate swaps instrument	Nov. 03, 2012 Designated Fair value hedges Fair value interest rate swaps instrument	Jan. 28, 2012 Designated Fair value hedges Fair value interest rate swaps instrument	Nov. 03, 2012 Designated Cash flow hedges Cash flow forward-starting interest rate swaps instrument	Jan. 28, 2012 Designated Cash flow hedges Cash flow forward-starting interest rate swaps instrument	Aug. 11, 2012 Designated Cash flow hedges Cash flow forward-starting interest rate swaps instrument	Nov. 03, 2012 Terminated Derivative Instruments Cash flow forward-starting interest rate swaps instrument
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					$ 2,500
Notional amount																		900	1,625
Number of contracts																		10	18	17	24		14
Number of new contracts																						7
Number of matured contracts																	9
Duration																		8 months 1 day	8 months 26 days
Average variable rate (as a percent)																		3.17%	3.84%
Average fixed rate (as a percent)																		5.36%	5.87%
Maturity																		Between February 2013 and December 2018	Between April 2012 and April 2013
Gain/(loss) on interest rate swaps, fair value hedges										(4)	(7)	(18)	(14)
Gain/(loss) on hedged borrowings, fair value hedges										4	7	14	16
Fair value of asset derivatives																		7	25
Fair value of liability derivatives																				32	41
Interest rate swap agreements, notional amount																				850	1,200		700
Interest rate swap agreements, notional matured amount																	775
Notional Amount of Interest Rate Derivatives, New Contracts																	50					350
New issue senior notes					850
Unamortized gain (loss) on terminated cash flow forward-starting interest rate swaps																							27
Gain/(Loss) in AOCI on Derivatives (Effective Portion)	(3)	[1]	8	[1]		11	[1]	8	[1]											20	26
Gain/(Loss) in AOCI on Derivatives (Effective Portion)														(39)	(39)	(12)
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)	$ 1	[2]				$ 3	[2]	$ 1	[2]					$ (1)	$ (3)	$ (1)

[1] Amount is net of tax of $2 for the third quarter of 2012 and $(5) for the third quarter of 2011. Amount is net of tax of $(7) for the first three quarters of 2012 and $(5) for the first three quarters of 2011.

[2] Amount is net of tax of $1 for the first three quarters of 2011.