DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Feb. 01, 2020

DERIVATIVE FINANCIAL INSTRUMENTS

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	2019		2018		2017		2019		2018		2017		(Effective Portion)
Forward-Starting Interest Rate Swaps, net of tax*	$	(42)	$	6	$	24	$	(4)	$	(5)	$	(3)	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 2019, 2018 and 2017, 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
February 1, 2020	Recognized		in the Balance Sheet		Balance Sheet		Instruments		Cash Collateral		Net Amount
Liabilities
Cash Flow Forward-Starting Interest Rate Swaps	$	19	$	—	$	19	$	—	$	—	$	19

							Gross Amounts Not Offset in the
					Net Amount		Balance Sheet
	Gross Amount		Gross Amounts Offset		Presented in the		Financial
February 2, 2019	Recognized		in the Balance Sheet		Balance Sheet		Instruments		Cash Collateral		Net Amount
Assets
Cash Flow Forward-Starting Interest Rate Swaps	$	33	$	—	$	33	$	—	$	—	$	33