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DERIVATIVE FINANCIAL INSTRUMENTS - DERIVATIVE INSTRUMENTS (Details)
$ in Millions
12 Months Ended
Feb. 02, 2019
USD ($)
instrument
Feb. 03, 2018
USD ($)
contract
instrument
Jan. 28, 2017
USD ($)
Interest Rate Risk Management      
Interest rate risk management guideline of floating debt to total debt portfolio (as a percent) 25.00%    
Gain recognized in AOCI [1] $ (23) $ 23 $ 47
Fair value hedges | Interest rate swaps      
Interest Rate Risk Management      
Fair value of liability derivatives   (1)  
Cash flow hedges | Forward-starting interest rate swaps      
Interest Rate Risk Management      
Fair value of asset derivatives $ 33 103  
Designated | Fair value hedges | Interest rate swaps      
Interest Rate Risk Management      
Notional amount   $ 100  
Number of contracts | instrument 0 2  
Duration   10 months 17 days  
Average variable rate (as a percent)   7.23%  
Average fixed rate (as a percent)   6.80%  
Designated | Fair value hedges | Interest rate swaps | Interest expense      
Interest Rate Risk Management      
Gain/(Loss) on Swaps $ 1    
Designated | Fair value hedges | Interest rate swaps | Other long-term liabilities      
Interest Rate Risk Management      
Fair value of liability derivatives   $ (1)  
Designated | Cash flow hedges | Forward-starting interest rate swaps      
Interest Rate Risk Management      
Unamortized gain, before tax 39 (20)  
Unamortized gain (loss), net of tax 30 (12)  
Designated | Cash flow hedges | Forward-starting interest rate swaps | Interest expense      
Interest Rate Risk Management      
Gain/(Loss) in AOCI on Derivatives (Effective Portion) 6 24  
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion) (5) (3)  
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other Comprehensive Income      
Interest Rate Risk Management      
Gain recognized in AOCI 20 73  
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other Assets      
Interest Rate Risk Management      
Fair value of asset derivatives 33 103  
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 | instrument   9  
Designated | Cash flow hedges | Forward Starting Interest Rate Swap With Maturity Dates Of January 2020      
Interest Rate Risk Management      
Notional amount $ 250 $ 250  
Number of contracts 5 5  
Designated | Cash flow hedges | Terminated With Maturity Dates Of August 2017      
Interest Rate Risk Management      
Notional amount   $ 600  
Number of contracts | instrument   11  
Designated | Cash flow hedges | Terminated With Maturity Dates Of January 2019      
Interest Rate Risk Management      
Notional amount $ 750    
Number of contracts | instrument 9    
[1] Amount is net of tax expense (benefit) of $(8) in 2018, $0 in 2017 and $27 in 2016.