Represents the minimum number of nationally recognized rating agencies.

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Represents the number of months for LIBOR calculation.

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Amount before tax of increase (decrease) in accumulated equity from transactions and other events and circumstances from non-owner sources, including portion attributable to noncontrolling interest. Excludes net income (loss), and accumulated changes in equity from transactions resulting from investments by owners (distributions to owners).

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Fair value of credit risk derivative asset.

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Nominal or face amount used to calculate payments on the derivative asset.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal or face amount used to calculate payment on derivative.

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The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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DERIVATIVE FINANCIAL INSTRUMENTS - Cash Flow Hedges, Fair Value Hedges, Credit Risk (Details)	3 Months Ended
	Sep. 30, 2022 USD ($) agency	Jun. 30, 2022 USD ($)
Derivatives Not Designated as Hedging Instruments:
Derivative instruments
Notional amount	$ 3,389,000,000
Foreign Currency Cash-Flow Hedges
Notional amount	$ 3,389,000,000
Derivative
Credit Risk
Minimum number of nationally recognized rating agencies \| agency	2
Maximum exposure to credit risk in the event of non performance by counterparties, gross fair value of contracts in asset positions	$ 167,000,000
Cash flow hedges
Foreign Currency Cash-Flow Hedges
Amount expected to be reclassified from AOCI into earnings, net of tax, within the next twelve months	68,000,000
Accumulated net gain (loss) on derivative instruments in AOCI, before tax	139,000,000	$ 90,000,000
Cash flow hedges \| Foreign currency forward contracts
Derivative instruments
Notional amount	1,588,000,000
Foreign Currency Cash-Flow Hedges
Notional amount	1,588,000,000
Derivatives in fair value hedging relationships \| Interest rate swap contracts \| Senior Notes Due April 2030
Fair Value Hedges
Notional amount	$ 700,000,000
Derivatives in fair value hedging relationships \| Interest rate swap contracts \| Senior Notes Due April 2030 \| LIBOR
Fair Value Hedges
Number of months for LIBOR calculation	3 months
Derivatives in fair value hedging relationships \| Interest rate swap contracts \| Senior Notes One Ninety Five Percent Due 2031
Fair Value Hedges
Notional amount	$ 300,000,000
Derivatives in fair value hedging relationships \| Interest rate swap contracts \| Senior Notes One Ninety Five Percent Due 2031 \| LIBOR
Fair Value Hedges
Number of months for LIBOR calculation	3 months
Net investment hedges \| Foreign currency forward contracts
Fair Value Hedges
Notional amount	$ 1,037,000,000