DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Aug. 17, 2013

DERIVATIVE FINANCIAL INSTRUMENTS

Schedule of Outstanding Interest Rate Swaps Designated as Fair Value Hedges

	August 17, 2013					February 2, 2013
	PayFloating			PayFixed		PayFloating			PayFixed
Notional amount	$	100		$	—	$	475		$	—
Number of contracts	2			—		6			—
Duration in years	5.41			—		1.41			—
Average variable rate	5.85		%	—		3.29		%	—
Average fixed rate	6.80		%	—		5.38		%	—
Maturity	December 2018					Between April 2013 and December 2018

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

	Second Quarter Ended
	August 17, 2013					August 11, 2012
Income Statement Classification	Gain/(Loss) on Swaps			Gain/(Loss) on Borrowings		Gain/(Loss) on Swaps			Gain/(Loss) on Borrowings
Interest Expense	$	(3	)	$	2	$	(4	)	$	1

	Two Quarters Ended
	August 17, 2013					August 11, 2012
Income Statement Classification	Gain/(Loss) on Swaps			Gain/(Loss) on Borrowings		Gain/(Loss) on Swaps			Gain/(Loss) on Borrowings
Interest Expense	$	(5	)	$	5	$	(14	)	$	9

	Asset Derivatives
	Fair Value
Derivatives Designated as Fair Value Hedging Instruments	August 17, 2013			February 2, 2013		Balance Sheet Location
Interest Rate Hedges	$	(4	)	$	1	(Other Long-Term Liabilities)/Other Assets

Schedule of Effect of Derivative Instruments Designated as Cash Flow Hedges

	Second Quarter Ended
	Amount of Gain/(Loss) in AOCI on Derivatives (Effective Portion)						Amount of Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)				Location of Gain/(Loss)
Derivatives in Cash Flow Hedging Relationships	August 17, 2013			August 11, 2012			August 17, 2013		August 11, 2012		Reclassified into Income (Effective Portion)
Forward-Starting Interest Rate Swaps, net of tax*	$	(22	)	$	(42	)	$	—	$	—	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. 

	Two Quarters Ended
	Amount of Gain/(Loss) in AOCI on Derivatives (Effective Portion)						Amount of Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)						Location of Gain/(Loss)
Derivatives in Cash Flow Hedging Relationships	August 17, 2013			August 11, 2012			August 17, 2013			August 11, 2012			Reclassified into Income (Effective Portion)
Forward-Starting Interest Rate Swaps, net of tax*	$	(22	)	$	(42	)	$	(1	)	$	(2	)	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. 

Schedule of effects of master-netting agreements and rights of setoff in the statement of financial position

August 17, 2013

					Net Amount		Gross Amounts Not Offset in the
			Gross Amounts Offset		Presented in the		Statement of Financial Position
	Gross Amount Recognized		in the Statement of Financial Position		Statement of Financial Position		Financial Instruments		Cash Collateral		Net Amount
Assets
Cash Flow Forward-Starting Interest Rate Swaps	$	23	$	—	$	23	$	—	$	—	$	23
Liabilities
Fair Value Interest Rate Swaps	$	4	$	—	$	4	$	—	$	—	$	4

February 2, 2013

						Net Amount		Gross Amounts Not Offset in the
			Gross Amounts Offset			Presented in the		Statement of Financial Position
	Gross Amount Recognized		in the Statement of Financial Position			Statement of Financial Position		Financial Instruments		Cash Collateral		Net Amount
Assets
Cash Flow Forward-Starting Interest Rate Swaps	$	16	$	(2	)	$	14	$	—	$	—	$	14
Fair Value Interest Rate Swaps	1		—			1		—		—		1
Total	$	17	$	(2	)	$	15	$	—	$	—	$	15
Liabilities
Cash Flow Forward-Starting Interest Rate Swaps	$	11	$	(2	)	$	9	$	—	$	—	$	9