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DERIVATIVE FINANCIAL INSTRUMENTS - DERIVATIVE INSTRUMENTS (Details) $ in Millions | 12 Months Ended
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Feb. 02, 2019 USD ($) instrument | Feb. 03, 2018 USD ($) contract instrument | Jan. 28, 2017 USD ($)
Interest Rate Risk Management |  |  |  |
Interest rate risk management guideline of floating debt to total debt portfolio (as a percent) |  | 25.00% |  |
Gain recognized in AOCI | [1] | $ (23) | $ 23 | $ 47
Fair value hedges | Interest rate swaps |  |  |  |
Interest Rate Risk Management |  |  |  |
Fair value of liability derivatives |  |  | (1) |
Cash flow hedges | Forward-starting interest rate swaps |  |  |  |
Interest Rate Risk Management |  |  |  |
Fair value of asset derivatives |  | $ 33 | 103 |
Designated | Fair value hedges | Interest rate swaps |  |  |  |
Interest Rate Risk Management |  |  |  |
Notional amount |  |  | $ 100 |
Number of contracts | instrument |  | 0 | 2 |
Duration |  |  | 10 months 17 days |
Average variable rate (as a percent) |  |  | 7.23% |
Average fixed rate (as a percent) |  |  | 6.80% |
Designated | Fair value hedges | Interest rate swaps | Interest expense |  |  |  |
Interest Rate Risk Management |  |  |  |
Gain/(Loss) on Swaps |  | $ 1 |  |
Designated | Fair value hedges | Interest rate swaps | Other long-term liabilities |  |  |  |
Interest Rate Risk Management |  |  |  |
Fair value of liability derivatives |  |  | $ (1) |
Designated | Cash flow hedges | Forward-starting interest rate swaps |  |  |  |
Interest Rate Risk Management |  |  |  |
Unamortized gain, before tax |  | 39 | (20) |
Unamortized gain (loss), net of tax |  | 30 | (12) |
Designated | Cash flow hedges | Forward-starting interest rate swaps | Interest expense |  |  |  |
Interest Rate Risk Management |  |  |  |
Gain/(Loss) in AOCI on Derivatives (Effective Portion) |  | 6 | 24 |
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion) |  | (5) | (3) |
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other Comprehensive Income |  |  |  |
Interest Rate Risk Management |  |  |  |
Gain recognized in AOCI |  | 20 | 73 |
Designated | Cash flow hedges | Forward-starting interest rate swaps | Other Assets |  |  |  |
Interest Rate Risk Management |  |  |  |
Fair value of asset derivatives |  | 33 | 103 |
Designated | Cash flow hedges | Forward Starting Interest Rate Swap With Maturity Dates Of January 2019 |  |  |  |
Interest Rate Risk Management |  |  |  |
Notional amount |  |  | $ 750 |
Number of contracts | instrument |  |  | 9 |
Designated | Cash flow hedges | Forward Starting Interest Rate Swap With Maturity Dates Of January 2020 |  |  |  |
Interest Rate Risk Management |  |  |  |
Notional amount |  | $ 250 | $ 250 |
Number of contracts |  | 5 | 5 |
Designated | Cash flow hedges | Terminated With Maturity Dates Of August 2017 |  |  |  |
Interest Rate Risk Management |  |  |  |
Notional amount |  |  | $ 600 |
Number of contracts | instrument |  |  | 11 |
Designated | Cash flow hedges | Terminated With Maturity Dates Of January 2019 |  |  |  |
Interest Rate Risk Management |  |  |  |
Notional amount |  | $ 750 |  |
Number of contracts | instrument |  | 9 |  |
[1] | Amount is net of tax expense (benefit) of $(8) in 2018, $0 in 2017 and $27 in 2016.

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