The amount of collateral received to reduce the maximum loss the entity would incur if the counterparties to the derivative instruments fail to meet their obligations.

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The reduction to the maximum loss due to netting arrangements if the counterparties to the derivative instruments fail to meet their obligations.

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph b(2)
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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-Paragraph 1
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Reflects the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
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-Subparagraph b
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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-Section 50
-Paragraph 21
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-URI http://asc.fasb.org/extlink&oid=6947722&loc=d3e13537-108611

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The high end of the range of time remaining until maturity when a range is presented for a group of derivatives.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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The net gain (loss) recognized in earnings during the period due to the ineffectiveness on interest rate fair value hedges.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph a(1)
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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-SubTopic 25
-Section 50
-Paragraph 1
-Subparagraph (a)(1)
-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

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- Definition

Aggregate notional amount of all derivatives designated as cash flow hedging instruments. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Glossary Notional Amount
-URI http://asc.fasb.org/extlink&oid=6519104

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in fair value hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
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DERIVATIVE INSTRUMENTS (Details) (USD $) In Millions	3 Months Ended		9 Months Ended			9 Months Ended		12 Months Ended
DERIVATIVE INSTRUMENTS (Details) (USD $) In Millions	Jul. 31, 2011	Jul. 31, 2010	Jul. 31, 2011	Jul. 31, 2010	Oct. 31, 2010	Jul. 31, 2011 Derivative Instruments	Jul. 31, 2010 Derivative Instruments	Oct. 31, 2010 Derivative Instruments	Jul. 31, 2011 Interest Rate Contracts	Oct. 31, 2010 Interest Rate Contracts	Jul. 31, 2010 Interest Rate Contracts	Jul. 31, 2011 Cross-Currency Interest Rate Contracts	Oct. 31, 2010 Cross-Currency Interest Rate Contracts	Jul. 31, 2010 Cross-Currency Interest Rate Contracts
DERIVATIVE INSTRUMENTS.
Fair value of derivatives with credit-risk-related contingent features in a liability position	$ 5	$ 34	$ 5	$ 34	$ 16
Reduction in maximum loss if derivative counterparties fail to meet obligations - collateral received	33	78	33	78	85
Reduction in maximum loss if derivative counterparties fail to meet obligations - netting provisions	13	93	13	93	58
Derivative instruments
Maximum loss if derivative counterparties fail to meet obligations						406	545	520
Cash Flow Hedges
Notional amount of cash flow hedge derivatives									350	1,060	1,430	853	849	849
Cash flow hedge loss recorded in OCI to be reclassified within twelve months			4
Maximum maturity of cash flow hedge interest rate and cross-currency interest rate contracts (in months)	30M		30M
Fair Value Hedges
Notional amount of interest rate fair value hedge derivatives	7,283	7,113	7,283	7,113	6,640
Gain (loss) on ineffective portion of interest rate fair value hedge derivatives	$ 3	$ 1	$ (2)	$ 1