Derivative Instruments (Tables)

12 Months Ended

Jan. 28, 2017

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table provides the U.S. dollar notional amount of outstanding foreign currency derivative financial instruments as of January 28, 2017 and January 30, 2016:



	January 28, 2017		January 30, 2016
	(in millions)
Notional Amount	$	360	$	147

Fair Value Hedging [Member] | Interest Rate Swap [Member]

Schedule of Derivative Instruments in Statement of Financial Position

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, 2017 and January 30, 2016:



	January 28, 2017		January 30, 2016
	(in millions)
Other Long-term Assets	$	2	$	11

Cash Flow Hedging [Member] | Foreign Exchange Contract [Member]

Schedule of Derivative Instruments in Statement of Financial Position

The following table provides a summary of the fair value and balance sheet classification of outstanding derivative financial instruments designated as foreign currency cash flow hedges as of January 28, 2017 and January 30, 2016:



	January 28, 2017		January 30, 2016
	(in millions)
Other Current Assets	$	18	$	—
Accrued Expenses and Other	1		—
Other Long-term Assets	—		27

Schedule of Derivative Instruments in Statement of Financial Performance

2016 and 2015:



	2016			2015
	(in millions)
Gain (Loss) Recognized in Accumulated Other Comprehensive Income (Loss)	$	(8	)	$	6
(Gain) Loss Reclassified from Accumulated Other Comprehensive Income into Cost of Goods Sold, Buying and Occupancy Expense (a)	(1		)	—
(Gain) Loss Reclassified from Accumulated Other Comprehensive Income into Other Income (b)	8			14

________________


(a)	Represents reclassification of amounts from accumulated other comprehensive income (loss) to earnings when the hedged merchandise is sold to the customer. No ineffectiveness was associated with these foreign currency cash flow hedges.


(b)	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 loan. No ineffectiveness was associated with this foreign currency cash flow hedge.