Derivatives (Tables)

6 Months Ended

Jun. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives as they appear on the balance sheet [Table Text Block]

The following tables present the gross fair values of derivative instruments, excluding cash collateral, and the reported net amounts along with where they appear on the consolidated balance sheets as of June 30, 2014 and December 31, 2013.

	June 30, 2014
(In millions)	Asset		Liability		Net Asset		Balance Sheet Location
Fair Value Hedges
Interest rate	$	11	$	—	$	11	Other noncurrent assets
Total Designated Hedges	$	11	$	—	$	11

	June 30, 2014
(In millions)	Asset		Liability		Net Liability		Balance Sheet Location
Fair Value Hedges
Foreign currency	$	—	$	12	$	12	Current liabilities held for sale
Total Designated Hedges	$	—	$	12	$	12

	December 31, 2013
(In millions)	Asset		Liability		Net Asset		Balance Sheet Location
Fair Value Hedges
Interest rate	$	8	$	—	$	8	Other noncurrent assets
Foreign currency	2		—		2		Other current assets
Total Designated Hedges	$	10	$	—	$	10
	December 31, 2013
(In millions)	Asset		Liability		Net Liability		Balance Sheet Location
Fair Value Hedges
Foreign currency	$	—	$	4	$	4	Other current liabilities
Total Designated Hedges	$	—	$	4	$	4

Effects of derivatives designated as fair value hedges [Table Text Block]

The pretax effect of derivative instruments designated as hedges of fair value in our consolidated statements of income are summarized in the table below. There is no ineffectiveness related to the fair value hedges.

		Gain (Loss)
		Three Months Ended June 30,						Six Months Ended June 30,
(In millions)	Income Statement Location	2014			2013			2014			2013
Derivative
Interest rate	Net interest and other	$	4		$	(12	)	$	3		$	(15	)
Foreign currency	Discontinued operations	$	(14	)	$	(21	)	$	(11	)	$	(46	)
Hedged Item
Long-term debt	Net interest and other	$	(4	)	$	12		$	(3	)	$	15
Accrued taxes	Discontinued operations	$	14		$	21		$	11		$	46

Schedule of Interest Rate Derivatives [Table Text Block]

The following table presents by maturity date, information about our interest rate swap agreements as of June 30, 2014 and December 31, 2013, including the weighted average, London Interbank Offer Rate (“LIBOR”)-based, floating rate.

	Aggregate Notional		June 30, 2014		December 31, 2013
	Amount		Weighted Average, LIBOR-Based,
Maturity Dates	(in millions)		Floating Rate
October 1, 2017	$	600	4.64	%	4.65	%
March 15, 2018	$	300	4.48	%	4.50	%