Derivatives and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 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 June 30, 2020 (all of which mature in 2020):

	Notional Amount
Long positions	$	54
Short positions	$	(54	)

Schedule of Derivative Instruments

The following table is a summary of the carrying value of derivative and non-derivative instruments designated as hedges at June 30, 2020 and December 31, 2019:

		Carrying Value
	Balance sheet classification	June 30, 2020		December 31, 2019
Commodity price hedge contracts designated as cash flow hedges	Prepayments and other current assets	$	1	$	—
Foreign currency borrowings designated as net investment hedges	Long-term debt	$	878	$	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 and six months ended June 30, 2020 and 2019:

	Three Months Ended June 30,						Six Months Ended June 30,
	2020			2019			2020			2019
Commodity price hedge contracts designated as cash flow hedges	$	5		$	(3	)	$	2		$	1
Foreign currency borrowings designated as net investment hedges	$	(16	)	$	(12	)	$	(2	)	$	7