Financial Instruments (Narrative) (Details) (USD $)	0 Months Ended	12 Months Ended								12 Months Ended		12 Months Ended		12 Months Ended
	Nov. 02, 2008	Jul. 31, 2011	Aug. 01, 2010	Aug. 03, 2008	Jul. 31, 2011 3.05% Notes [Member]	Aug. 01, 2010 3.05% Notes [Member]	Jul. 31, 2011 4.50% Notes [Member]	Aug. 01, 2010 4.50% Notes [Member]	Jan. 31, 2009 4.50% Notes [Member]	Jul. 31, 2011 Foreign Exchange Contracts [Member]	Aug. 01, 2010 Foreign Exchange Contracts [Member]	Jul. 31, 2011 Equity Contracts [Member]	Aug. 01, 2010 Equity Contracts [Member]	Jul. 31, 2011 Commodity Derivative Contracts [Member]	Aug. 01, 2010 Commodity Derivative Contracts [Member]	Jul. 31, 2011 Interest Rate Swap [Member]	Aug. 01, 2010 Interest Rate Swap [Member]
Contracts mature within, months										18
Notional amount, foreign currency hedges										$ 287,000,000	$ 261,000,000
Notional amount of interest rate cash flow hedge			200,000,000	200,000,000
Face amount					400,000,000	400,000,000	300,000,000	300,000,000	300,000,000
Stated interest rate					3.05%	3.05%	4.50%	4.50%	4.50%
Loss on settlement of cash flow hedge	13,000,000		14,000,000
Notional amount, foreign currency hedges not designated										861,000,000	757,000,000
Notional amount, fair value interest rate swaps																500,000,000	500,000,000
Notional amount, commodity contracts														6,000,000	7,000,000
Notional amount, commodity contracts not designated														81,000,000	43,000,000
Contracts mature within, months												12		12
Notional amount, deferred compensation derivative contracts, not designated												71,000,000	75,000,000
Loss expected to be reclassified from other comprehensive income into earnings within the next 12 months		$ 11,000,000
Cash flow hedge ineffectiveness is immaterial		The ineffective portion and amount excluded from effectiveness testing were not material.