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.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Derivative Instruments and Fair Value Measurements - Narrative (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jul. 02, 2022	Jul. 03, 2021	Jul. 02, 2022	Jul. 03, 2021
Derivative [Line Items]
Net deferred losses reported in AOCI to be reclassified into income in the next twelve months			$ (17)
Collateral posted	$ 0		0
Gain (loss) recognized in AOCI	255	$ (42)	356	$ 88
Unrealized gain (loss) on cash flow hedges, pre-tax	74	(39)	151	39
Concentration Risk, Credit Risk, Financial Instrument, Maximum Exposure			180
Net Investment Hedging
Derivative [Line Items]
Gain (loss) recognized in AOCI	255	(42)	356	88
Exchange-traded commodity
Derivative [Line Items]
Margin deposits	147		147
Cross currency interest rate contract \| Net Investment Hedging
Derivative [Line Items]
Gain (loss) recognized in AOCI			37
Interest expense \| Cash Flow Hedging
Derivative [Line Items]
Unrealized gain (loss) on cash flow hedges, pre-tax			82
Interest expense \| Cross currency interest rate contract \| Net Investment Hedging
Derivative [Line Items]
Gain (loss) recognized in AOCI	$ 121	$ (10)	$ 154	$ 17