DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Jan. 28, 2017

DERIVATIVE FINANCIAL INSTRUMENTS

Summary of outstanding interest rate swaps designated as fair value hedges

	2016					2015
	Pay			Pay		Pay			Pay
	Floating			Fixed		Floating			Fixed
Notional amount	$	100		$	—	$	100		$	—
Number of contracts		2			—		2			—
Duration in years		1.92			—		2.92			—
Average variable rate		6.37	%		—		6.00	%		—
Average fixed rate		6.80	%		—		6.80	%		—
Maturity		December 2018					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

	Year-To-Date
	January 28, 2017				January 30, 2016
	Gain/(Loss) on		Gain/(Loss) on		Gain/(Loss) on		Gain/(Loss) on
Consolidated Statements of Operations Classification	Swaps		Borrowings		Swaps		Borrowings
Interest Expense	$	(2)	$	2	$	1	$	(1)

	Asset Derivatives
	Fair Value
	January 28,		January 30,
Derivatives Designated as Fair Value Hedging Instruments	2017		2016		Balance Sheet Location
Interest Rate Hedges	$	(1)	$	1	(Other long-term liabilities)/Other assets

Schedule of effect of derivative instruments designated as cash flow hedges

	Year-To-Date
	Amount of Gain/(Loss) in				Amount of Gain/(Loss)
	AOCI on Derivative				Reclassified from AOCI into				Location of Gain/(Loss)
Derivatives in Cash Flow Hedging	(Effective Portion)				Income (Effective Portion)				Reclassified into Income
Relationships	2016		2015		2016		2015		(Effective Portion)
Forward-Starting Interest Rate Swaps, net of tax*	$	(2)	$	(51)	$	(2)	$	(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 2016 and 2015, respectively. 

Schedule of effects of master netting agreements

							Gross Amounts Not Offset in the
					Net Amount		Balance Sheet
	Gross Amount		Gross Amounts Offset		Presented in the		Financial
January 28, 2017	Recognized		in the Balance Sheet		Balance Sheet		Instruments		Cash Collateral		Net Amount
Assets
Cash Flow Forward-Starting Interest Rate Swaps	$	67	$	—	$	67	$	—	$	—	$	67
Liabilities
Fair Value Interest Rate Swaps		1		—		1		—		—		1
Cash Flow Forward-Starting Interest Rate Swaps		7		—		7		—		—		7
Total	$	8	$	—	$	8	$	—	$	—	$	8

							Gross Amounts Not Offset in the
					Net Amount		Balance Sheet
	Gross Amount		Gross Amounts Offset		Presented in the		Financial
January 30, 2016	Recognized		in the Balance Sheet		Balance Sheet		Instruments		Cash Collateral		Net Amount
Assets
Fair Value Interest Rate Swaps	$	1	$	—	$	1	$	—	$	—	$	1
Liabilities
Cash Flow Forward-Starting Interest Rate Swaps	$	27	$	—	$	27	$	—	$	—	$	27