DERIVATIVE FINANCIAL INSTRUMENTS - DERIVATIVE INSTRUMENTS (Details) $ in Millions		12 Months Ended
		Jan. 30, 2016 USD ($) instrument product	Jan. 31, 2015 USD ($) instrument	Feb. 01, 2014 USD ($)
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
Number of leveraged products | product		0
Gain/(Loss) in AOCI on Derivatives (Effective Portion)	[1]	$ (3)	$ (25)	$ (12)
New issue of senior notes		1,100
Fair value hedges | Interest rate swaps
Interest Rate Risk Management
Fair value of asset derivatives		1
Cash flow hedges | Forward-starting interest rate swaps
Interest Rate Risk Management
Fair value of liability derivatives		27	39
Unamortized (gain) loss, before tax		17
Unamortized (gain) loss, net of tax		11
Cash flow hedges | Forward-starting interest rate swaps | Terminated with maturity dates of October 2015 and January 2016
Interest Rate Risk Management
Notional amount		$ 600
Number of contracts | instrument		8
Cash flow hedges | Forward-starting interest rate swaps | Entered into and terminated during period
Interest Rate Risk Management
Notional amount		$ 300
Number of contracts | instrument		4
Designated | Fair value hedges | Interest rate swaps
Interest Rate Risk Management
Notional amount		$ 100	$ 100
Number of contracts | instrument		2	2
Duration		2 years 11 months 1 day	3 years 11 months 9 days
Average variable rate (as a percent)		6.00%	5.83%
Average fixed rate (as a percent)		6.80%	6.80%
Designated | Fair value hedges | Interest rate swaps | Interest expense.
Interest Rate Risk Management
Gain/(Loss) on Swaps		$ 1	$ 2
Gain/(Loss) on Borrowings		(1)	(2)
Designated | Fair value hedges | Interest rate swaps | Other assets
Interest Rate Risk Management
Fair value of asset derivatives		1
Designated | Cash flow hedges | Forward-starting interest rate swaps
Interest Rate Risk Management
Gain/(Loss) in AOCI on Derivatives (Effective Portion)		(51)	(49)
Designated | Cash flow hedges | Forward-starting interest rate swaps | Interest expense.
Interest Rate Risk Management
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)		(1)	(1)
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other Comprehensive Loss
Interest Rate Risk Management
Gain/(Loss) in AOCI on Derivatives (Effective Portion)		17	25
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other long-term liabilities
Interest Rate Risk Management
Fair value of liability derivatives		27	39
Designated | Cash flow hedges | Forward-starting interest rate swaps | Derivatives maturing August 2017
Interest Rate Risk Management
Notional amount		$ 400	$ 400
Number of contracts | instrument		7	7
Designated | Cash flow hedges | Forward-starting interest rate swaps | Derivatives maturing October 2015
Interest Rate Risk Management
Notional amount			$ 300
Number of contracts | instrument			4

[1] Amount is net of tax of $(2) in 2015, $(14) in 2014 and $(8) in 2013.