Derivative Financial Instruments and Hedging Activities (Tables)

9 Months Ended

Sep. 30, 2011

Derivative Instruments and Hedging Activities (Textuals) [Abstract]

Percentage of intercompany balance sheet exposure

100.00%

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivative financial instruments recognized in the consolidated Balance sheet

The fair value of derivative financial instruments recognized in the Condensed Consolidated Balance Sheets follows:

	Notional amount		Other  current assets		Other long-term assets		Other current liabilities		Type of hedge	Term
September 30, 2011
Derivatives designated as hedges
Fixed-to-floating interest rate swaps	$	540	$	—	$	67	$	—	Fair value	2 to 23 years
Foreign currency exchange contracts	331		5		—		12		Cash flow	12 to 36 months
Commodity contracts	50		—		—		12		Cash flow	12 months
Total			$	5	$	67	$	24
Derivatives not designated as hedges
Foreign currency exchange contracts	$	2,845	$	24			$	25		12 months
Commodity contracts	114		—				22			12 months
Total			$	24			$	47
December 31, 2010
Derivatives designated as hedges
Fixed-to-floating interest rate swaps	$	540	$	—	$	42	$	—	Fair value	2 to 23 years
Foreign currency exchange contracts	227		4		—		5		Cash flow	12 to 36 months
Commodity contracts	39		8		—		—		Cash flow	12 months
Cross currency swaps	75		2		—		—		Net investment	12 months
Total			$	14	$	42	$	5
Derivatives not designated as hedges
Foreign currency exchange contracts	$	2,777	$	20			$	19		12 months
Commodity contracts	102		17				—			12 months
Total			$	37			$	19

Amounts recognized in accumulated other comprehensive income (loss)

Amounts recognized in Accumulated other comprehensive income (loss) follow:

	Three months ended September 30
	2011						2010
	Gain (loss) recognized in Accumulated other comprehensive income (loss)			Gain (loss) reclassified from Accumulated other comprehensive income (loss)			Gain (loss) recognized in Accumulated other comprehensive income (loss)			Gain (loss) reclassified from Accumulated other comprehensive income (loss)
Derivatives designated as cash flow hedges
Foreign currency exchange contracts	$	(7	)	$	(1	)	$	3		$	1
Commodity contracts	(12		)	2			5			—
Derivatives designated as net investment hedges
Cross currency swaps	—			—			(16		)	—
Total	$	(19	)	$	1		$	(8	)	$	1

	Nine months ended September 30
	2011						2010
	Gain (loss) recognized in Accumulated other comprehensive income (loss)			Gain (loss) reclassified from Accumulated other comprehensive income (loss)			Gain (loss) recognized in Accumulated other comprehensive income (loss)			Gain (loss) reclassified from Accumulated other comprehensive income (loss)
Derivatives designated as cash flow hedges
Foreign currency exchange contracts	$	(6	)	$	(1	)	$	2		$	1
Commodity contracts	(13		)	7			2			5
Derivatives designated as net investment hedges
Cross currency swaps	1			—			(12		)	—
Total	$	(18	)	$	6		$	(8	)	$	6

Amounts recognized in net income

Amounts recognized in net income follow:

	Three months ended September 30						Nine months ended September 30
	2011			2010			2011			2010
Derivatives designated as fair value hedges
Fixed-to-floating interest rate swaps	$	23		$	13		$	25		$	49
Related long-term debt converted to floating interest    rates by interest rate swaps	(23		)	(13		)	(25		)	(49		)
	$	—		$	—		$	—		$	—