Derivatives and Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2020

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 at March 31, 2020 (all of which mature in 2021):

	Notional Amount
Long positions	$	52
Short positions	$	(53	)

Schedule of Derivative Instruments

The following table is a summary of the carrying value of derivative and non-derivative instruments designated as hedges at March 31, 2020 and December 31, 2019:

		Carrying Value
	Balance sheet classification	March 31, 2020		December 31, 2019
Commodity price hedge contracts designated as cash flow hedges	Accrued expenses and other current liabilities	$	3	$	—
Foreign currency borrowings designated as net investment hedges	Long-term debt	$	865	$	850

The following table represents the amount of gain (loss) recognized in accumulated other comprehensive income (loss) before any reclassifications into net income (loss) for derivative and non-derivative instruments designated as hedges for the three months ended March 31, 2020 and 2019:

	Three months ended March 31,
	2020			2019
Commodity price hedge contracts designated as cash flow hedges	$	(3	)	$	4
Foreign currency borrowings designated as net investment hedges	$	14		$	19