XML 77 R62.htm IDEA: XBRL DOCUMENT v3.7.0.1
FAIR VALUE MEASUREMENTS - Fair Value Inputs Liabilities Quantitative Information (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives $ 1,099 $ 1,998
Liabilities, fair value disclosure $ 1,099 $ 1,998
Length of Volatility of Japanese Yen to US Dollar Exchange Rate 10 years 10 years
Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liabilities, fair value disclosure $ 125 $ 146
Foreign currency swaps    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 224 230
Foreign currency swaps | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives 125 146
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Discounted cash flow valuation technique | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives $ 106 $ 113
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Foreign Exchange Rates [1] 21.34% 21.47%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 0.11% 0.17%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 1.47% 1.72%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Discounted cash flow valuation technique | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives $ 13 $ 23
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 0.15% 0.24%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Entity Credit Risk 1.68% 2.16%
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Discounted cash flow valuation technique | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Liability derivatives $ 6 $ 10
Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Foreign Exchange Rates [1] 21.34% 21.47%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [2] 2.18% 2.34%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [2] 2.45% 2.59%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [2] 2.18% 2.34%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [2] 2.45% 2.59%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [2] 2.18% 2.34%
Dollar-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [2] 2.45% 2.59%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [3] 0.20% 0.22%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), CDS Spreads and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [3] 0.73% 0.80%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [3] 0.20% 0.22%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and CDS Spread | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [3] 0.73% 0.80%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Lower Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [3] 0.20% 0.22%
Yen-denominated | Fair Value, Unobservable Input, Interest Rates (USD), Interest Rates (JPY), and Foreign Exchange Rates | Foreign currency swaps | Liability | Upper Limit | Level 3    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate [3] 0.73% 0.80%
[1] Based on 10 year volatility of JPY/USD exchange rate
[2] Inputs derived from U.S. long-term rates to accommodate long maturity nature of our swaps
[3] Inputs derived from Japan long-term rates to accommodate long maturity nature of our swaps