Derivatives (Tables)

12 Months Ended

Jan. 31, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table presents the gross fair values for outstanding derivative instruments and the corresponding classification at January 31, 2015 and February 1, 2014:



	January 31, 2015		February 1, 2014
Contract Type	Assets	Liabilities	Assets	Liabilities
Derivatives designated as net investment hedges⁽¹⁾	19	—	—	—
Derivatives designated as interest rate swaps⁽²⁾	1	—	—	—
No hedge designation (foreign exchange forward contracts)⁽¹⁾	11	—	2	5
Total	31	—	2	5


(1)	The fair value is recorded in other current assets or accrued liabilities.


(2)	The fair value is recorded in other assets or long-term liabilities

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the effects of derivative instruments on Other Comprehensive Income ("OCI") and on our Consolidated Statements of Earnings for fiscal 2015 and 2014:



	2015
Contract Type	Pre-tax Gain(Loss) Recognized in OCI	Gain(Loss) Reclassified from Accumulated OCI to Earnings (Effective Portion)
Derivatives designated as net investment hedges	22	—

Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

The following table presents the effects of derivatives not designated as hedging instruments on our consolidated statements of earnings for fiscal 2015 and 2014:



	Gain (Loss) Recognized within SG&A
Contract Type	2015	2014
No hedge designation (foreign exchange forward contracts)	12	5

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

The following table presents the notional amounts of our derivative instruments at January 31, 2015 and February 1, 2014:



	Notional Amount
Contract Type	January 31, 2015	February 1, 2014
Derivatives designated as net investment hedges	197	—
Derivatives designated as interest rate swaps	145	—
No hedge designation (foreign exchange forward contracts)	212	157
Total	554	157