DERIVATIVE FINANCIAL INSTRUMENTS - DERIVATIVE INSTRUMENTS (Details) $ in Millions	12 Months Ended
Jan. 28, 2017 USD ($) instrument product item	Jan. 30, 2016 USD ($) instrument item
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 \| product	0
Fair value of liability derivatives	$ 8
New issue of senior notes		$ 1,100
Fair value hedges \| Interest rate swaps
Interest Rate Risk Management
Fair value of liability derivatives	1
Fair value of asset derivatives		1
Cash flow hedges \| Forward-starting interest rate swaps
Interest Rate Risk Management
Fair value of liability derivatives	7	27
Fair value of asset derivatives	67
Unamortized (gain) loss, before tax	13	17
Unamortized (gain) loss, net of tax	8	11
Cash flow hedges \| Terminated With Maturity Dates of October 2016
Interest Rate Risk Management
Notional amount	300
Cash flow hedges \| Terminated with maturity dates of October 2015 and January 2016
Interest Rate Risk Management
Notional amount		$ 600
Number of contracts \| item		8
Cash flow hedges \| Entered into and terminated during period
Interest Rate Risk Management
Notional amount		$ 300
Number of contracts \| item		4
Designated \| Fair value hedges \| Interest rate swaps
Interest Rate Risk Management
Notional amount	$ 100	$ 100
Number of contracts \| instrument	2	2
Duration	1 year 11 months 1 day	2 years 11 months 1 day
Average variable rate (as a percent)	6.37%	6.00%
Average fixed rate (as a percent)	6.80%	6.80%
Designated \| Fair value hedges \| Interest rate swaps \| Interest expense.
Interest Rate Risk Management
Gain/(Loss) on Swaps	$ (2)	$ 1
Gain/(Loss) on Borrowings	2	(1)
Designated \| Fair value hedges \| Interest rate swaps \| Other long-term liabilities
Interest Rate Risk Management
Fair value of liability derivatives	1
Designated \| Fair value hedges \| Interest rate swaps \| Other assets
Interest Rate Risk Management
Fair value of asset derivatives		1
Designated \| Cash flow hedges \| Forward-starting interest rate swaps
Interest Rate Risk Management
Gain/(Loss) in AOCI on Derivatives (Effective Portion)	(2)	(51)
Designated \| Cash flow hedges \| Forward-starting interest rate swaps \| Interest expense.
Interest Rate Risk Management
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)	(2)	(1)
Designated \| Cash flow hedges \| Forward-starting interest rate swaps \| Other Comprehensive Loss
Interest Rate Risk Management
Gain/(Loss) in AOCI on Derivatives (Effective Portion)	38	17
Designated \| Cash flow hedges \| Forward-starting interest rate swaps \| Other long-term liabilities
Interest Rate Risk Management
Fair value of liability derivatives	7	27
Designated \| Cash flow hedges \| Forward-starting interest rate swaps \| Other assets
Interest Rate Risk Management
Fair value of asset derivatives	67
Designated \| Cash flow hedges \| Forward Starting Interest Rate Swap With Maturity Dates Of August 2017
Interest Rate Risk Management
Notional amount	$ 600	$ 400
Number of contracts \| instrument	11	7
Designated \| Cash flow hedges \| Forward Starting Interest Rate Swap With Maturity Dates Of January 2019
Interest Rate Risk Management
Notional amount	$ 750
Number of contracts \| item	9
Designated \| Cash flow hedges \| Forward Starting Interest Rate Swap With Maturity Dates Of January 2020
Interest Rate Risk Management
Notional amount	$ 250
Number of contracts \| item	5

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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The average annual amount to which the entity limits the aggregate of (a) the average annual debt subject to interest rate reset and (b) the amount of floating rate debt, to reduce exposure to market risk from fluctuating interest rates.

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Represents the number of leveraged products.

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Amount before tax of increase (decrease) in accumulated equity from transactions and other events and circumstances from non-owner sources, including portion attributable to noncontrolling interest. Excludes net income (loss), and accumulated changes in equity from transactions resulting from investments by owners (distributions to owners).

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Face (par) amount of debt instrument at time of issuance.

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Average fixed interest rate related to the group of interest rate derivatives.

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Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Average variable interest rate related to the group of interest rate derivatives.

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Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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The number of derivative instruments of a particular group held by the entity.

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Amount of unrealized gain (loss) included in earnings related to the fair value of the hedged item in an interest rate fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Amount after tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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