DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $) In Millions, unless otherwise specified	4 Months Ended										4 Months Ended					4 Months Ended	12 Months Ended	4 Months Ended						4 Months Ended	12 Months Ended
	May 25, 2013 item		May 19, 2012		Feb. 02, 2013	May 25, 2013 Fair value hedges Interest rate swaps	Feb. 02, 2013 Fair value hedges Interest rate swaps	May 25, 2013 Cash flow hedges Forward-starting interest rate swaps	Feb. 02, 2013 Cash flow hedges Forward-starting interest rate swaps	May 19, 2012 Cash flow hedges Forward-starting interest rate swaps	May 25, 2013 Cash flow hedges Forward-starting interest rate swaps Interest expense	May 19, 2012 Cash flow hedges Forward-starting interest rate swaps Interest expense	May 25, 2013 Cash flow hedges Forward-starting interest rate swaps Terminated hedge instrument	May 25, 2013 Cash flow hedges Forward-starting interest rate swaps Terminated with maturity dates of April 2013 instrument	May 25, 2013 Cash flow hedges Forward-starting interest rate swaps Entered into during period and terminated instrument	May 25, 2013 Designated Fair value hedges Interest rate swaps instrument	Feb. 02, 2013 Designated Fair value hedges Interest rate swaps instrument	May 25, 2013 Designated Fair value hedges Interest rate swaps Interest expense	May 19, 2012 Designated Fair value hedges Interest rate swaps Interest expense	Feb. 02, 2013 Designated Fair value hedges Interest rate swaps Other assets	May 25, 2013 Designated Fair value hedges Interest rate swaps Other long-term liabilities	May 25, 2013 Designated Cash flow hedges Forward-starting interest rate swaps instrument	Feb. 02, 2013 Designated Cash flow hedges Forward-starting interest rate swaps instrument	May 25, 2013 Designated Cash flow hedges Forward-starting interest rate swaps Other investments	Feb. 02, 2013 Designated Cash flow hedges Forward-starting interest rate swaps Other investments	Feb. 02, 2013 Designated Cash flow hedges Forward-starting interest rate swaps Other long-term liabilities
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
Number of leveraged products	0
Notional amount																100	475
Number of contracts													19	12	7	2	6					5	17
Duration																5 years 7 months 20 days	1 year 4 months 28 days
Average variable rate (as a percent)																5.87%	3.29%
Average fixed rate (as a percent)																6.80%	5.38%
Number of matured contracts																4
Interest rate swap agreements, notional matured amount																375
Number of new contracts																							7
Interest rate swap agreements, notional entered amount																							350
Gain/(loss) on interest rate swaps, fair value hedges																		(2)	(10)
Gain/(loss) on hedged borrowings, fair value hedges																		3	8
Fair value of asset derivatives					15		1	6	14											1				6	14
Fair value of liability derivatives						(1)			(9)												(1)					(9)
Expected issuance of fixed rate debt													600
Unamortized gain (loss) on terminated cash flow forward-starting interest rate swaps, tax	12		9
Interest rate swap agreements, notional amount														600	600							250	850
Gain/(Loss) in AOCI on Derivatives (Effective Portion)	(19)	[1]	(14)	[1]																				4	9	(6)
Unamortized gain (loss) on terminated cash flow forward-starting interest rate swaps, net of tax								(32)		(42)			(20)
Unamortized gain (loss) on terminated cash flow forward-starting interest rate swaps, before tax													(32)
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)	1		2
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)											$ (1)	$ (2)

[1] Amount is net of tax of $(12) for the first quarter of 2013 and $(9) for the first quarter of 2012.