DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended												12 Months Ended			12 Months Ended						12 Months Ended
	Feb. 01, 2014 item		Feb. 02, 2013		Jan. 28, 2012		Feb. 01, 2014 Fair value hedges Interest rate swaps	Feb. 02, 2013 Fair value hedges Interest rate swaps	Feb. 02, 2013 Cash flow hedges Forward-starting interest rate swaps	Feb. 01, 2014 Cash flow hedges Forward-starting interest rate swaps Terminated hedge	Feb. 01, 2014 Cash flow hedges Forward-starting interest rate swaps Terminated with maturity dates of April 2013 and January 2014 instrument	Feb. 01, 2014 Cash flow hedges Forward-starting interest rate swaps Entered into and terminated during period instrument	Feb. 01, 2014 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	Feb. 01, 2014 Designated Fair value hedges Interest rate swaps Interest expense	Feb. 02, 2013 Designated Fair value hedges Interest rate swaps Interest expense	Feb. 02, 2013 Designated Fair value hedges Interest rate swaps Other Assets	Feb. 01, 2014 Designated Fair value hedges Interest rate swaps Other long-term liabilities	Feb. 01, 2014 Designated Cash flow hedges Forward-starting interest rate swaps	Feb. 02, 2013 Designated Cash flow hedges Forward-starting interest rate swaps instrument	Feb. 01, 2014 Designated Cash flow hedges Forward-starting interest rate swaps Interest expense	Feb. 02, 2013 Designated Cash flow hedges Forward-starting interest rate swaps Interest expense	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
Number of leveraged products	0
Notional amount											1,700	850	100	475							850
Number of contracts											29	12	2	6							17
Duration													4 years 11 months 8 days	1 year 4 months 28 days
Average variable rate (as a percent)													5.83%	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)	(24)
Gain/(loss) on hedged borrowings, fair value hedges																4	16
Fair value of asset derivatives			15					1	14									1						14
Fair value of liability derivatives							2		9										2						9
Gain/(Loss) in AOCI on Derivatives (Effective Portion)	(12)	[1]	13	[1]	(26)	[1]																		(9)	(6)
New issue of senior notes	3,500
Unamortized (gain) loss on terminated cash flow forward-starting interest rate swaps, before tax										15
Unamortized gain (loss) on cash flow forward-starting interest rate swaps, net of tax										(9)										(25)	(14)
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)																						$ (1)	$ (3)

[1] Amount is net of tax of $(8) in 2013, $7 in 2012 and $(15) in 2011.