DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Feb. 02, 2013

DERIVATIVE FINANCIAL INSTRUMENTS

Schedule of Outstanding Interest Rate Swaps Designated as Fair Value Hedges

	2012					2011
	PayFloating			PayFixed		PayFloating			PayFixed
Notional amount	$	475		$	—	$	1,625		$	—
Number of contracts	6			—		18			—
Duration in years	1.41			—		0.74			—
Average variable rate	3.29		%	—		3.84		%	—
Average fixed rate	5.38		%	—		5.87		%	—
Maturity	Between April 2013 and December 2018					Between April 2012 and April 2013

Schedule of gains or losses on fair value hedges and hedged items and the fair value of derivative instruments designated as fair value hedges

	Year-To-Date
	February 2, 2013					January 28, 2012
Income Statement Classification	Gain/(Loss) on Swaps			Gain/(Loss) on Borrowings		Gain/(Loss) on Swaps			Gain/(Loss) on Borrowings
Interest Expense	$	(24	)	$	16	$	(20	)	$	22

	Asset Derivatives
	Fair Value
Derivatives Designated as Fair Value Hedging Instruments	February 2, 2013		January 28, 2012		Balance Sheet Location
Interest Rate Hedges	$	1	$	25	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	2012			2011			2012			2011			(Effective Portion)
Forward-Starting Interest Rate Swaps, net of tax*	$	(14	)	$	(30	)	$	(3	)	$	(1	)	Interest expense

*The amounts of Gain/(Loss) in AOCI on derivatives include unamortized proceeds and payments from forward-starting interest rate swaps once classified as cash flow hedges that were terminated prior to end of 2012.