Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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-Name Regulation S-X (SX)

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Amount of cash receipt from deferred gain on discontinuance of fair value hedge representing accrued interest.

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The date the entity terminates the derivate agreement.

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Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments, which are discontinued, in fair value hedges.

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The percentage points added to the reference rate to compute the variable rate on the debt instrument.

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The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Interest rate stated in the contractual debt agreement.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 22

-Article 5

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-Subparagraph (SX 210.5-02.22(a)(1))

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The amount of cash received during the period on settlement of a hedge.

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The amount of the obligation to return cash collateral under master netting arrangements that have not been offset against net derivative instrument positions.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

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Stated rate on an interest rate forward or futures contract.

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Date the entity entered into the derivative contract, in CCYY-MM-DD format.

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- Definition

The net gain (loss) recognized in earnings during the period due to the ineffectiveness on interest rate fair value hedges.

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-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

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Amount of unrealized gain (loss) included in earnings related to the fair value of the hedged item in an interest rate fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Description of the instruments designated as hedged items in hedges involving interest rate derivatives.

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Derivatives and Foreign Exchange Risk Management , Fair Value Hedges (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended												12 Months Ended		12 Months Ended			1 Months Ended	12 Months Ended				1 Months Ended	12 Months Ended						12 Months Ended				12 Months Ended
	Apr. 27, 2012	Apr. 29, 2011	Apr. 26, 2013 Senior Notes 2005 Due 2016 Senior Notes	Apr. 27, 2012 Senior Notes 2005 Due 2016 Senior Notes	Apr. 26, 2013 Senior Notes 2011 Due 2016 Senior Notes	Apr. 27, 2012 Senior Notes 2011 Due 2016 Senior Notes	Apr. 26, 2013 Senior Notes 2011 Due 2021 Senior Notes	Apr. 27, 2012 Senior Notes 2011 Due 2021 Senior Notes	Apr. 26, 2013 Senior Notes 2012 Due 2022 Senior Notes	Apr. 27, 2012 Senior Notes 2012 Due 2022 Senior Notes	Apr. 26, 2013 Senior Notes 2010 Due 2015 Senior Notes	Apr. 27, 2012 Senior Notes 2010 Due 2015 Senior Notes	Apr. 26, 2013 March 2012 Agreement	Apr. 26, 2013 March 2011 Agreements	Apr. 26, 2013 March 2011 Agreement 1	Apr. 26, 2013 March 2011 Agreement 2	Apr. 26, 2013 March 2010 Agreement 2	Aug. 31, 2011 March 2010 Agreement 1	Apr. 26, 2013 March 2010 Agreement 1	Apr. 26, 2013 March 2010 Agreement 3	Apr. 27, 2012 March 2010 Agreement 3	Apr. 26, 2013 June 2009 Interest Rate Swap Agreement Two [Member]	Jul. 31, 2011 March 2010 Agreement 3 and 2009 Agreements	Apr. 26, 2013 March 2010 Agreement 3 and 2009 Agreements	Apr. 26, 2013 December 2009 Agreement 1	Apr. 26, 2013 Interest Rate Swap	Apr. 27, 2012 Interest Rate Swap	Mar. 31, 2013 Interest Rate Swap	Oct. 26, 2012 Interest Rate Swap	Apr. 26, 2013 Interest Rate Swap March 2012 Agreement	Apr. 27, 2012 Interest Rate Swap March 2012 Agreement	Apr. 26, 2013 Interest Rate Swap March 2011 Agreement 1	Apr. 27, 2012 Interest Rate Swap March 2011 Agreement 1	Apr. 26, 2013 Interest Rate Swap March 2011 Agreement 1 Minimum	Apr. 26, 2013 Interest Rate Swap March 2011 Agreement 1 Maximum	Apr. 26, 2013 Interest Rate Swap March 2011 Agreement 2	Apr. 27, 2012 Interest Rate Swap March 2011 Agreement 2	Apr. 26, 2013 Interest Rate Swap March 2010 Agreement 2	Apr. 27, 2012 Interest Rate Swap March 2010 Agreement 2	Apr. 26, 2013 Interest Rate Swap March 2010 Agreement 1	Apr. 27, 2012 Interest Rate Swap March 2010 Agreement 1
Derivative [Line Items]
Notional amount of interest rate cash flow hedge																												$ 750	$ 500
Derivative, Collateral, Obligation to Return Cash																												68
Derivative, Notional Amount																										2,625				675	675	500	500			500	500	600	600	1,250	1,250
Debt Instrument, Interest Rate, Stated Percentage			4.75%	4.75%	2.625%	2.625%	4.125%	4.125%	3.125%	3.125%	3.00%	3.00%
Term of contract																														10 years				5 years	10 years
Fair Value Hedges
Inception date													Mar. 01, 2012		Mar. 01, 2011	Mar. 01, 2011	Mar. 01, 2010			Mar. 01, 2010
Interest rate derivatives hedged items													2012 Senior Notes due 2022		2011 Senior Notes due 2016	2011 Senior Notes due 2021	$600 million 4.750 percent 2010 Senior Notes due 2015		$1.250 billion 3.000 percent 2010 Senior Notes due 2015	$2.200 billion 1.625 percent 2013 Senior Convertible Notes	$2.200 billion 1.625 percent Senior Convertible Notes due 2013	$550 million 4.500 percent 2009 Senior Notes due 2014			$550 million 4.500 percent 2009 Senior Notes due 2014
Notional amount of interest rate fair value hedge derivatives discontinued													675	750				650		2,200	1,850		900
Debt variable rate basis													one-month LIBOR		LIBOR	one-month LIBOR
Basis spread on debt variable rate													0.92%		0.37%	0.66%	1.85%		0.36%	(0.197%)
Fixed interest rate received													3.125%		2.625%	4.125%				1.625%
Termination date																			Aug. 01, 2011					Jul. 01, 2011
Cash receipts upon termination of hedge																		42			51		46
Derivative interest accrued on hedge																		7			11		10
Unrealized gain on interest rate fair value hedging instruments																										181	167
Unrealized loss on interest rate fair value hedged items																										(181)	(167)
Interest rate fair value hedge ineffectiveness	$ 1	$ 4