Derivative Instruments (Tables)

12 Months Ended

Jan. 28, 2012

Foreign Exchange Contracts - Balance Sheet Hedging Disclosure

The following table provides a summary of the fair value and balance sheet classification of the derivative financial instruments designated as foreign exchange cash flow hedges as of January 28, 2012 and January 29, 2011:

	January 28, 2012		January 29, 2011
	(in millions)
Other Long-term Liabilities	$	60	$	57

Foreign Exchange Contracts - Cash Flow Hedging Disclosure

The following table provides a summary of the pre-tax financial statement effect of the gains and losses on the Company’s derivative instruments designated as foreign exchange cash flow hedges for 2011 and 2010:

	Location	2011			2010
		(in millions)
Gain (Loss) Recognized in Other Comprehensive Income (Loss)	Other Comprehensive Income (Loss)	$	(3	)	$	(23	)
(Gain) Loss Reclassified from Accumulated Other Comprehensive Income (Loss) into Other Income (Loss) (a)	Other Income (Loss)	—			31

________________

(a) Represents reclassification of amounts from accumulated other comprehensive income (loss) to earnings to completely offset foreign currency transaction gains and losses recognized on the intercompany loans. No ineffectiveness was associated with these foreign exchange cash flow hedges.

Interest Rate Fair Value Hedges On Balance Sheet, Disclosure

The following table provides a summary of the fair value and balance sheet classification of the derivative financial instruments designated as interest rate fair value hedges as of January 28, 2012 and January 29, 2011:

	January 28, 2012		January 29, 2011
	(in millions)
Other Assets	$	14	$	3

Interest Rate Cash Flow Hedges On Balance Sheet, Disclosure

The Company has the following interest rate swap arrangements related to certain outstanding debt:

	Notional Amount
	January 28, 2012		January 29, 2011
	(in millions)
2012 Notes	$	—	$	57
2014 Notes	—		213
2017 Notes	175		325
Total	$	175	$	595