Risk Management and Derivatives - Amounts Affecting Consolidated Statements of Income (Detail) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 9 Months Ended
Feb. 28, 2014
Feb. 28, 2013
Feb. 28, 2014
Feb. 28, 2013
Foreign exchange forwards and options | Other (income) expense, net | Derivatives not designated as hedging instruments
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ (11) $ 37 $ (50) $ (14)
Embedded derivatives | Other (income) expense, net | Derivatives not designated as hedging instruments
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 1 0 0 (3)
Derivatives designated as cash flow hedges
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives (36) [1] 121 [2] (163) [1] 70 [2]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income (11) [1] 20 [2] 44 [1] 92 [2]
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Revenue
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives (20) [1] 37 [2] (39) [1] 41 [2]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income (1) [1] (3) [2] 20 [1] (28) [2]
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Cost of sales
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives (12) [1] 60 [2] (100) [1] 17 [2]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income (5) [1] 26 [2] 18 [1] 109 [2]
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Selling and administrative expense
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives 1 [1] (1) [2] 4 [1] (3) [2]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income 0 [1] 1 [2] 0 [1] 2 [2]
Derivatives designated as cash flow hedges | Foreign exchange forwards and options | Other (income) expense, net
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives (5) [1] 25 [2] (28) [1] 15 [2]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income (5) [1] (4) [2] 6 [1] 9 [2]
Derivatives designated as net investment hedges | Foreign exchange forwards and options | Other (income) expense, net
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivatives 0 [1] 0 [2] 0 [1] 0 [2]
Amount of Gain (Loss) Reclassified From Accumulated Other Comprehensive Income into Income 0 [1] 0 [2] 0 [1] 0 [2]
Derivatives designated as fair value hedges | Interest rate swap contracts | Interest (income) expense, net
        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ 1 [3] $ 1 [3] $ 3 [3] $ 4 [3]
[1] For the three and nine months ended February 28, 2014, the amounts recorded in other expense (income), net as a result of hedge ineffectiveness and the discontinuance of cash flow hedges because the forecasted transactions were no longer probable of occurring were immaterial.
[2] For the three and nine months ended February 28, 2013, the amounts recorded in other expense (income), net as a result of hedge ineffectiveness and the discontinuance of cash flow hedges because the forecasted transactions were no longer probable of occurring were immaterial.
[3] All interest rate swap agreements meet the shortcut method requirements under the accounting standards for derivatives and hedging. Accordingly, changes in the fair values of the interest rate swap agreements are considered to exactly offset changes in the fair value of the underlying long-term debt. Refer to “Fair Value Hedges” in this note for additional detail.