XML 44 R35.htm IDEA: XBRL DOCUMENT v2.4.0.8
DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $)
In Millions, unless otherwise specified
3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 9 Months Ended 12 Months Ended 3 Months Ended 9 Months Ended 9 Months Ended 12 Months Ended
Nov. 09, 2013
Nov. 03, 2012
Nov. 09, 2013
item
Nov. 03, 2012
Aug. 17, 2013
Feb. 02, 2013
Nov. 09, 2013
Fair value hedges
Interest rate swaps
Feb. 02, 2013
Fair value hedges
Interest rate swaps
Nov. 09, 2013
Cash flow hedges
Forward-starting interest rate swaps
Feb. 02, 2013
Cash flow hedges
Forward-starting interest rate swaps
Nov. 03, 2012
Cash flow hedges
Forward-starting interest rate swaps
Nov. 03, 2012
Cash flow hedges
Forward-starting interest rate swaps
Interest expense
Nov. 09, 2013
Cash flow hedges
Forward-starting interest rate swaps
Interest expense
Nov. 03, 2012
Cash flow hedges
Forward-starting interest rate swaps
Interest expense
May 25, 2013
Cash flow hedges
Forward-starting interest rate swaps
Terminated hedge
instrument
May 25, 2013
Cash flow hedges
Forward-starting interest rate swaps
Terminated with maturity dates of April 2013
instrument
May 25, 2013
Cash flow hedges
Forward-starting interest rate swaps
Entered into during period and terminated
instrument
Nov. 09, 2013
Designated
Fair value hedges
Interest rate swaps
instrument
Feb. 02, 2013
Designated
Fair value hedges
Interest rate swaps
instrument
May 25, 2013
Designated
Fair value hedges
Interest rate swaps
instrument
Nov. 09, 2013
Designated
Fair value hedges
Interest rate swaps
Interest expense
Nov. 03, 2012
Designated
Fair value hedges
Interest rate swaps
Interest expense
Nov. 09, 2013
Designated
Fair value hedges
Interest rate swaps
Interest expense
Nov. 03, 2012
Designated
Fair value hedges
Interest rate swaps
Interest expense
Feb. 02, 2013
Designated
Fair value hedges
Interest rate swaps
Other assets
Nov. 09, 2013
Designated
Fair value hedges
Interest rate swaps
Other long-term liabilities
Nov. 09, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
instrument
Feb. 02, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
instrument
Nov. 09, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
Other assets
Feb. 02, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
Other assets
Feb. 02, 2013
Designated
Cash flow hedges
Forward-starting interest rate swaps
Other long-term liabilities
Interest Rate Risk Management                                                              
Combined average annual limit of aggregate amount of debt subject to interest rate reset and floating rate debt, to reduce interest rate risk $ 2,500   $ 2,500                                                        
Number of leveraged products     0                                                        
Notional amount                               600 600 100 475               250 850      
Number of contracts                             19 12 7 2 6               5 17      
Duration                                   5 years 2 months 1 day 1 year 4 months 28 days                        
Average variable rate (as a percent)                                   5.84% 3.29%                        
Average fixed rate (as a percent)                                   6.80% 5.38%                        
Number of matured contracts                                       4                      
Interest rate swap agreements, notional matured amount                                       375                      
Number of new contracts                                                       7      
Interest rate swap agreements, notional entered amount                                                       350      
Gain/(loss) on interest rate swaps, fair value hedges                                         1 (4) (4) (18)              
Gain/(loss) on hedged borrowings, fair value hedges                                         (2) 4 3 14              
Fair value of asset derivatives           15   1 18 14                             1       18 14  
Fair value of liability derivatives             3     9                               (3)         9
Fixed-rate debt                             600                                
Gain/(Loss) in AOCI on Derivatives (Effective Portion) (2) [1] 3 [1] (11) [1] (11) [1]                                                 11 (9) (6)
New issue of senior notes         1,000                                                    
Unamortized gain (loss) on terminated cash flow forward-starting interest rate swaps, net of tax                 (24)   (39)       (20)                                
Unamortized (gain) loss on terminated cash flow forward-starting interest rate swaps, before tax                             32                                
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)                       $ (1) $ (1) $ (3)                                  
[1] Amount is net of tax of $(3) for the third quarter of 2013 and $2 for the third quarter of 2012. Amount is net of tax of $(8) for the first three quarters of 2013 and $(7) for the first three quarters of 2012.