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DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $)
In Millions, unless otherwise specified
3 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended
Aug. 17, 2013
Aug. 17, 2013
item
Aug. 11, 2012
Feb. 02, 2013
Aug. 17, 2013
Fair value hedges
Interest rate swaps
Feb. 02, 2013
Fair value hedges
Interest rate swaps
Aug. 17, 2013
Cash flow hedges
Forward-starting interest rate swaps
Feb. 02, 2013
Cash flow hedges
Forward-starting interest rate swaps
Aug. 11, 2012
Cash flow hedges
Forward-starting interest rate swaps
Aug. 17, 2013
Cash flow hedges
Forward-starting interest rate swaps
Interest expense
Aug. 11, 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
Aug. 17, 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
instrument
Aug. 17, 2013
Designated
Fair value hedges
Interest rate swaps
Interest expense
Aug. 11, 2012
Designated
Fair value hedges
Interest rate swaps
Interest expense
Aug. 17, 2013
Designated
Fair value hedges
Interest rate swaps
Interest expense
Aug. 11, 2012
Designated
Fair value hedges
Interest rate swaps
Interest expense
Feb. 02, 2013
Designated
Fair value hedges
Interest rate swaps
Other assets
Aug. 17, 2013
Designated
Fair value hedges
Interest rate swaps
Other long-term liabilities
Aug. 17, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
instrument
Feb. 02, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
instrument
Aug. 17, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
Other assets
Feb. 02, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
Other assets
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 $ 2,500                                                    
Number of leveraged products   0                                                    
Notional amount                             100 475                        
Number of contracts                       19 12 7 2 6               5 17      
Duration                             5 years 4 months 28 days 1 year 4 months 28 days                        
Average variable rate (as a percent)                             5.85% 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                                   (3) (4) (5) (14)              
Gain/(loss) on hedged borrowings, fair value hedges                                   2 1 5 9              
Fair value of asset derivatives       15   1 23 14                           1       23 14  
Fair value of liability derivatives         (4)     (9)                             (4)         (9)
Fixed-rate debt                       600                                
Interest rate swap agreements, notional amount                         600 600                   250 850      
Gain/(Loss) in AOCI on Derivatives (Effective Portion) 10 [1] (9) [1] (14) [1]                                             14 9 (6)
New issue of senior notes 1,000                                                      
Unamortized gain (loss) on terminated cash flow forward-starting interest rate swaps, net of tax             (22)   (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)                                  
[1] Amount is net of tax of $7 for the second quarter of 2013. Amount is net of tax of $(5) for the first two quarters of 2013 and $(9) for the first two quarters of 2012.