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Derivative Instruments Derivative Instruments (Tables)
 6 Months Ended
Jul. 29, 2017
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 July 29, 2017, January 28, 2017, and July 30, 2016 ($ in millions):
 
July 29, 2017
 
January 28, 2017
 
July 30, 2016
 
Assets
 
Liabilities
 
Assets
 
Liabilities
 
Assets
 
Liabilities
Derivatives designated as net investment hedges(1)
$
—

 
$
13

 
$
2

 
$
2

 
$
1

 
$
5

Derivatives designated as interest rate swaps(2)
16

 
—

 
13

 
—

 
27

 
—

No hedge designation (foreign exchange forward contracts)(1)
—

 
2

 
—

 
1

 
—

 
—

Total
$
16

 
$
15

 
$
15

 
$
3

 
$
28

 
$
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.
Derivative Instruments, Gain (Loss) [Table Text Block]
The following table presents the effects of derivative instruments by contract type on other comprehensive income ("OCI") and on our Condensed Consolidated Statements of Earnings for the three and six months ended July 29, 2017, and July 30, 2016 ($ in millions):
 
Three Months Ended
 
Six Months Ended
 
July 29, 2017
 
July 30, 2016
 
July 29, 2017
 
July 30, 2016
Derivatives designated as net investment hedges
 
 
 
 
 
 
 
Pre-tax gain (loss) recognized in OCI
$
(19
)
 
$
8

 
$
(11
)
 
$
(16
)
 
 
 
 
 
 
 
 
Derivatives designated as interest rate swaps
 
 
 
 
 
 
 
Gain (loss) recognized within Interest expense
 
 
 
 
 
 
 
Interest rate swap gain
$
14

 
$
12

 
$
3

 
$
2

Long-term debt loss
(14
)
 
(12
)
 
(3
)
 
(2
)
Net impact
$
—

 
$
—

 
$
—

 
$
—

 
 
 
 
 
 
 
 
No hedge designation (foreign exchange forward contracts)
 
 
 
 
 
 
Gain (loss) recognized within Selling, general and administrative expenses
$
(4
)
 
$
2

 
$
(3
)
 
$
(3
)
Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]
The following table presents the notional amounts of our derivative instruments at July 29, 2017, January 28, 2017, and July 30, 2016 ($ in millions):
 
July 29, 2017
 
January 28, 2017
 
July 30, 2016
Derivatives designated as net investment hedges
$
205

 
$
205

 
$
203

Derivatives designated as interest rate swaps
1,000

 
750

 
750

No hedge designation (foreign exchange forward contracts)
48

 
43

 
41

Total
$
1,253

 
$
998

 
$
994