Derivatives and Hedging (Tables)

12 Months Ended

Dec. 31, 2011

Derivatives and Hedging.

Notional and fair values of derivative instruments

					Derivative Assets (1)				Derivative Liabilities (2)
	Notional Amount				Fair Value				Fair Value
As of December 31	2011		2010		2011		2010		2011		2010
Derivatives accounted for as hedges:
Interest rate contracts	$	702	$	826	$	16	$	15	$	—	$	—
Foreign exchange contracts		1,297		1,544		140		157		188		157
Total		1,999		2,370		156		172		188		157
Derivatives not accounted for as hedges:
Foreign exchange contracts		246		238		1		2		1		1
Total	$	2,245	$	2,608	$	157	$	174	$	189	$	158

Derivative gains (losses)

	December 31,
Gain (Loss) recognized in Accumulated Other Comprehensive Loss:	2011			2010
Cash flow hedges:
Interest rate contracts	$	(1	)	$	(10	)
Foreign exchange contracts		(54	)		(145	)
Total		(55	)		(155	)
Foreign net investment hedges:
Foreign exchange contracts	$	(2	)	$	111
Gain (Loss) reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion):
Cash flow hedges:
Interest rate contracts (1)	$	—		$	16
Foreign exchange contracts (2)		(36	)		(134	)
Total		(36	)		(118	)
Foreign net investment hedges:
Foreign exchange contracts	$	—		$	—

	Twelve months ended December 31,
	Amount of Gain (Loss) Recognized in Income on Derivative				Amount of Gain (Loss) Recognized in Income on Related Hedged Item
	2011		2010		2011			2010
Fair value hedges:
Foreign exchange contracts	$	2	$	6	$	(2	)	$	(6	)