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Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Forward Foreign Exchange Contracts
The following is a summary of the primary hedging positions and corresponding fair values as of September 30, 2013:
 
Currency Hedged (Buy/Sell)
Gross
Notional
Value
 
Fair  Value
Asset
(Liability)(1)
Japanese Yen/U.S. Dollar
$
574

 
$
(10
)
U.S. Dollar/Euro
513

 
(9
)
Euro/U.K. Pound Sterling
383

 
(2
)
Japanese Yen/Euro
367

 
(16
)
U.K. Pound Sterling/U.S. Dollar
242

 
—

U.K. Pound Sterling/Euro
146

 
2

Canadian Dollar/Euro
97

 
—

Euro/U.S. Dollar
92

 
1

Mexican Peso/U.S. Dollar
67

 
(1
)
Indian Rupee/U.S. Dollar
54

 
(1
)
Philippine Peso/U.S. Dollar
47

 
—

U.S. Dollar/Japanese Yen
38

 
—

Euro/Danish Krone
28

 
—

U.S. Dollar/Peruvian Nuevo Sol
26

 
—

All Other
152

 
—

Total Foreign Exchange Hedging
$
2,826

 
$
(36
)
__________________
(1)
Represents the net receivable (payable) amount included in the Condensed Consolidated Balance Sheet at September 30, 2013.
Summary of Derivative Instruments Fair Value
The following table provides a summary of the fair value amounts of our derivative instruments:
Designation of Derivatives
 
Balance Sheet Location
 
September 30, 2013
 
December 31, 2012
Derivatives Designated as Hedging Instruments
 
 
 
 
Foreign exchange contracts – forwards
 
Other current assets
 
$
4

 
$
3

 
 
Other current liabilities
 
(37
)
 
(51
)
 
 
Net Designated Derivative Liability
 
$
(33
)
 
$
(48
)
 
 
 
 
 
 
 
Derivatives NOT Designated as Hedging Instruments
 
 
 
 
Foreign exchange contracts – forwards
 
Other current assets
 
$
7

 
$
8

 
 
Other current liabilities
 
(10
)
 
(31
)
 
 
Net Undesignated Derivative Asset (Liability)
 
$
(3
)
 
$
(23
)
 
 
 
 
 
 
 
Summary of Derivatives
 
Total Derivative Assets
 
$
11

 
$
11

 
 
Total Derivative Liabilities
 
(47
)
 
(82
)
 
 
Net Derivative Liability
 
$
(36
)
 
$
(71
)
Summary of Cash Flow Hedges Gains (Losses)
The following tables provide a summary of gains (losses) on derivative instruments:
 
Derivatives in Cash Flow
Hedging Relationships
 
Derivative Gain (Loss)
Recognized in OCI
(Effective Portion)
Three Months
Ended September 30,
 
Location of Derivative
Gain (Loss) Reclassified
from AOCI into Income
(Effective Portion)
 
Gain (Loss) Reclassified
from AOCI to Income
(Effective Portion)
Three Months
Ended September 30,
 
2013
 
2012
 
 
2013
 
2012
Foreign exchange contracts – forwards
 
$
(13
)
 
$
8

 
Cost of sales
 
$
(35
)
 
$
8

 
 
 
 
 
 
 
 
 
 
 
Derivatives in Cash Flow
Hedging Relationships
 
Derivative Gain (Loss)
Recognized in OCI
(Effective Portion)
Nine Months
Ended September 30,
 
Location of Derivative
Gain (Loss) Reclassified
from AOCI into Income
(Effective Portion)
 
Gain (Loss) Reclassified
from AOCI to Income
(Effective Portion)
Nine Months
Ended September 30,
 
2013
 
2012
 
 
2013
 
2012
Foreign exchange contracts – forwards
 
$
(81
)
 
$
16

 
Cost of sales
 
$
(89
)
 
$
29
Summary of Derivatives Not Designated as Hedging Instruments Gains (Losses)
The following table provides a summary of gains (losses) on non-designated derivative instruments:
Derivatives NOT Designated as Hedging Instruments
 
 
 
Three Months Ended
September 30,
 
Nine Months Ended
September 30,
Location of Derivative Gain (Loss)
 
2013
 
2012
 
2013
 
2012
Foreign exchange contracts – forwards
 
Other expense – Currency losses, net
 
$
(12
)
 
$
(6
)
 
$
(45
)
 
$
(1
)