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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Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
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-Article 12
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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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- Definition

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

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Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
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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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Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 30
-Section 50
-Paragraph 1
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DERIVATIVE FINANCIAL INSTRUMENTS - Cash Flow Hedges, Fair Value Hedges, Credit Risk (Details) $ in Millions	9 Months Ended
	Mar. 31, 2019 USD ($) item	Jun. 30, 2018 USD ($)
Derivative
Credit Risk
Minimum number of nationally recognized rating agencies \| item	2
Maximum exposure to credit risk in the event of non performance by counterparties, gross fair value of contracts in asset positions	$ 31
Derivatives in Cash Flow Hedging Relationships
Foreign Currency Cash-Flow Hedges
Amount expected to be reclassified from AOCI into earnings, net of tax, within the next twelve months	17
Accumulated net gain on derivative instruments in AOCI, before tax	55	$ 53
Derivatives in Cash Flow Hedging Relationships \| Foreign currency forward contracts
Foreign Currency Cash-Flow Hedges
Notional amount	4,526
Derivatives in Fair Value Hedging Relationships \| Interest rate swap contracts \| 2020 Senior Notes
Fair Value Hedges
Notional amount	$ 250
Derivatives in Fair Value Hedging Relationships \| Interest rate swap contracts \| 2020 Senior Notes \| LIBOR
Fair Value Hedges
Number of months for LIBOR calculation	3 months
Derivatives in Fair Value Hedging Relationships \| Interest rate swap contracts \| 1.70% Senior Notes, due May 10, 2021 ("2021 Senior Notes")
Fair Value Hedges
Notional amount	$ 450
Derivatives in Fair Value Hedging Relationships \| Interest rate swap contracts \| 1.70% Senior Notes, due May 10, 2021 ("2021 Senior Notes") \| LIBOR
Fair Value Hedges
Number of months for LIBOR calculation	3 months
Derivatives in Fair Value Hedging Relationships \| Interest rate swap contracts \| 2.35% Senior Notes due August 15, 2022 ("2022 Senior Notes")
Fair Value Hedges
Notional amount	$ 250
Derivatives in Fair Value Hedging Relationships \| Interest rate swap contracts \| 2.35% Senior Notes due August 15, 2022 ("2022 Senior Notes") \| LIBOR
Fair Value Hedges
Number of months for LIBOR calculation	3 months