DERIVATIVE INSTRUMENTS (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		9 Months Ended			9 Months Ended		12 Months Ended	9 Months Ended		12 Months Ended	3 Months Ended		9 Months Ended
	Jul. 31, 2012	Jul. 31, 2011	Jul. 31, 2012	Jul. 31, 2011	Oct. 31, 2011	Jul. 31, 2012 Derivative Instruments	Jul. 31, 2011 Derivative Instruments	Oct. 31, 2011 Derivative Instruments	Jul. 31, 2012 Derivative Instruments John Deere	Jul. 31, 2011 Derivative Instruments John Deere	Oct. 31, 2011 Derivative Instruments John Deere	Jul. 31, 2012 Interest Rate Contracts	Jul. 31, 2011 Interest Rate Contracts	Jul. 31, 2012 Interest Rate Contracts	Jul. 31, 2011 Interest Rate Contracts	Oct. 31, 2011 Interest Rate Contracts	Jul. 31, 2012 Cross-Currency Interest Rate Contracts	Oct. 31, 2011 Cross-Currency Interest Rate Contracts	Jul. 31, 2011 Cross-Currency Interest Rate Contracts
DERIVATIVE INSTRUMENTS
Reduction in maximum loss if derivative counterparties fail to meet obligations - collateral received	$ 42	$ 33	$ 42	$ 33	$ 25
Reduction in maximum loss if derivative counterparties fail to meet obligations - netting provisions	67	7	67	7	38
Derivative instruments
Maximum loss if derivative counterparties fail to meet obligations						251	281	270	370	71	151
Cash Flow Hedges
Notional amount of cash flow hedge derivatives												2,350	350	2,350	350	1,350	853	853	853
Cash flow hedge gain (loss) recorded in OCI to be reclassified within twelve months			9
Maximum maturity of cash flow hedge interest rate and cross-currency interest rate contracts (in months)	26 months		26 months
Gain (Loss) on Fair Value Hedges
Gains (losses) on interest rate contracts												120.8	93.6	206.1	(30.5)
Net accrued interest income on interest rate contracts												36.2	39.2	110.7	120.7
Gains (losses) on borrowings												(117.0)	(91.3)	(210.5)	29.1
Accrued interest expense on borrowings												63.7	62.1	195.5	186.1
Fair Value Hedges
Notional amount of interest rate fair value hedge derivatives	7,168	6,730	7,168	6,730	7,276
Gain (loss) on ineffective portion of interest rate fair value hedge derivatives	$ 4	$ 2	$ (4)	$ (1)