Derivatives and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summarization for Foreign Currency Forward Purchase and Sale Contracts

The following table summarizes by position the notional amounts for foreign currency forward contracts as of June 30, 2019 (all of which mature in 2019):

	Notional Amount
Long positions	$	(26	)
Short positions	$	26

Schedule of Derivative Instruments

The following table is a summary of the carrying value of derivative and non-derivative instruments designated as hedges as of June 30, 2019:

		Carrying Value
	Balance sheet classification	June 30, 2019		December 31, 2018
Commodity price hedge contracts designated as cash flow hedges	Accrued expenses and other current liabilities	$	—	$	2
Foreign currency borrowings designated as net investment hedges	Long-term debt	$	880	$	863

The following table represents the effects before reclassification into net income of derivative and non-derivative instruments designated as hedges in accumulated other comprehensive income (loss) three and six month periods ended June 30, 2019 and 2018:

	Amount of gain (loss) recognized in accumulated OCI or OCL (effective portion):
	Three Months Ended June 30,			Six Months Ended June 30,
	2019			2019
Commodity price hedge contracts designated as cash flow hedges	$	(3	)	$	1
Foreign currency borrowings designated as net investment hedges	$	(12	)	$	7