Derivative Financial Instruments and Hedging Activities (Tables)

9 Months Ended

Sep. 30, 2012

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		Other long-term liabilities		Type of hedge	Term
September 30, 2012
Derivatives designated as hedges
Fixed-to-floating interest rate swaps	$	1,290	$	—	$	92	$	—	$	—	Fair value	1 to 21 years
Floating-to-fixed interest rate swaps	300		—		—		—		2		Cash flow	2 years
Foreign currency exchange contracts	436		8		—		4		—		Cash flow	12 to 36 months
Commodity contracts	27		—		—		—		—		Cash flow	12 months
Total			$	8	$	92	$	4	$	2
Derivatives not designated as hedges
Foreign currency exchange contracts	$	3,641	$	14			$	16				12 months
Commodity contracts	22		1				—					12 months
Total			$	15			$	16
December 31, 2011
Derivatives designated as hedges
Fixed-to-floating interest rate swaps	$	940	$	—	$	68	$	—	$	2	Fair value	1 to 22 years
Floating-to-fixed interest rate swaps	300		—		—		—		—		Cash flow	2 years
Foreign currency exchange contracts	308		4		—		9		—		Cash flow	12 to 36 months
Commodity contracts	47		—		—		7		—		Cash flow	12 months
Total			$	4	$	68	$	16	$	2
Derivatives not designated as hedges
Foreign currency exchange contracts	$	2,954	$	18			$	14				12 months
Commodity contracts	61		—				12					12 months
Total			$	18			$	26

Amounts recognized in accumulated other comprehensive income (loss)

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

	Three months ended September 30
	2012						2011
	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
Floating-to-fixed interest rate swaps	$	(1	)	$	—		$	—		$	—
Foreign currency exchange contracts	4			2			(7		)	(1		)
Commodity contracts	2			(3		)	(12		)	2
Total	$	5		$	(1	)	$	(19	)	$	1

	Nine months ended September 30
	2012						2011
	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
Floating-to-fixed interest rate swaps	$	(3	)	$	(1	)	$	—		$	—
Foreign currency exchange contracts	10			1			(6		)	(1		)
Commodity contracts	2			(7		)	(13		)	7
Derivatives designated as net investment hedges
Cross currency swaps	—			—			1			—
Total	$	9		$	(7	)	$	(18	)	$	6

Amounts recognized in net income

Amounts recognized in net income follow:

	Three months ended September 30						Nine months ended September 30
	2012			2011			2012			2011
Derivatives designated as fair value hedges
Fixed-to-floating interest rate swaps	$	11		$	23		$	25		$	25
Related long-term debt converted to floating interest    rates by interest rate swaps	(11		)	(23		)	(25		)	(25		)
	$	—		$	—		$	—		$	—