DERIVATIVE FINANCIAL INSTRUMENTS - DERIVATIVE INSTRUMENTS (Details) $ in Millions		12 Months Ended
		Feb. 03, 2018 USD ($) instrument product	Jan. 28, 2017 USD ($) instrument item	Jan. 30, 2016 USD ($)
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)
Gain recognized in AOCI	[1]	$ 23	47	$ (3)
Fair value hedges | Interest rate swaps
Interest Rate Risk Management
Fair value of liability derivatives		(1)	(1)
Fair value of asset derivatives			67
Cash flow hedges | Forward-starting interest rate swaps
Interest Rate Risk Management
Fair value of liability derivatives			(7)
Fair value of asset derivatives		$ 103
Cash flow hedges | Terminated With Maturity Dates Of August 2017
Interest Rate Risk Management
Number of contracts | instrument		11
Notional amount		$ 600
Cash flow hedges | Terminated With Maturity Dates of October 2016
Interest Rate Risk Management
Notional amount			$ 300
Designated | Fair value hedges | Interest rate swaps
Interest Rate Risk Management
Number of contracts | instrument		2	2
Notional amount		$ 100	$ 100
Duration		10 months 17 days	1 year 11 months 1 day
Average variable rate (as a percent)		7.23%	6.37%
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)
Gain/(Loss) on Borrowings			2
Designated | Fair value hedges | Interest rate swaps | Other long-term liabilities
Interest Rate Risk Management
Fair value of liability derivatives		$ (1)	(1)
Designated | Cash flow hedges | Forward-starting interest rate swaps
Interest Rate Risk Management
Gain/(Loss) in AOCI on Derivatives (Effective Portion)		24	(2)
Unamortized (gain) loss, before tax		20	13
Unamortized (gain) loss, net of tax		12	8
Designated | Cash flow hedges | Forward-starting interest rate swaps | Interest expense
Interest Rate Risk Management
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)		(3)	(2)
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other Comprehensive Income
Interest Rate Risk Management
Gain recognized in AOCI		73	38
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other long-term liabilities
Interest Rate Risk Management
Fair value of liability derivatives			(7)
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other Assets
Interest Rate Risk Management
Fair value of asset derivatives		$ 103	$ 67
Designated | Cash flow hedges | Forward Starting Interest Rate Swap With Maturity Dates Of August 2017
Interest Rate Risk Management
Number of contracts | instrument			11
Notional amount			$ 600
Designated | Cash flow hedges | Forward Starting Interest Rate Swap With Maturity Dates Of January 2019
Interest Rate Risk Management
Number of contracts		9	9
Notional amount		$ 750	$ 750
Designated | Cash flow hedges | Forward Starting Interest Rate Swap With Maturity Dates Of January 2020
Interest Rate Risk Management
Number of contracts		5	5
Notional amount		$ 250	$ 250

[1] Amount is net of tax expense (benefit) of $0 in 2017, $27 in 2016 and $(2) in 2015.