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RISK MANAGEMENT ACTIVITIES AND FAIR VALUE MEASUREMENTS (Tables)
 3 Months Ended
Sep. 30, 2016
Risk Management Activities and Fair Value Measurements [Abstract]  
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]
The following table sets forth the Company’s financial assets as of September 30, 2016 and June 30, 2016 that are measured at fair value on a recurring basis during the period:
 
Fair Value Asset
 
September 30, 2016
 
June 30, 2016
Investments
 
 
 
U.S. government securities
$
4,826

 
$
4,839

Corporate bond securities
1,789

 
1,407

Other investments
29

 
28

Total
$
6,644

 
$
6,274
Schedule of Derivative Instruments [Table Text Block]
The following table sets forth the notional amounts and fair values of qualifying and non-qualifying financial instruments used in hedging transactions as of September 30, 2016 and June 30, 2016:
 
 Notional Amount
 
 Fair Value Asset/(Liability)
 
September 30, 2016
 
June 30, 2016
 
September 30, 2016
 
June 30, 2016
Derivatives in Cash Flow Hedging Relationships
 
 
 
 
 
 
 
Foreign currency contracts
$
798

 
$
798

 
$
18

 
$
31

Derivatives in Fair Value Hedging Relationships
 
 
 
 
 
 
 
Interest rate contracts
$
5,013

 
$
4,993

 
$
343

 
$
371

Derivatives in Net Investment Hedging Relationships
 
 
 
 
 
 
 
Net investment hedges
$
3,013

 
$
3,013

 
$
(121
)
 
$
(87
)
Derivatives Not Designated as Hedging Instruments
 
 
 
 
 
 
 
Foreign currency contracts
$
4,641

 
$
6,482

 
$
(20
)
 
$
(10
)
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]
 
Amount of Gain/(Loss) Recognized in AOCI on Derivatives (Effective Portion)
 
September 30, 2016
 
June 30, 2016
Derivatives in Cash Flow Hedging Relationships
 
 
 
Interest rate contracts
$
(2
)
 
$
(2
)
Foreign currency contracts
(2
)
 
—

Total
$
(4
)
 
$
(2
)
Derivatives in Net Investment Hedging Relationships
 
 
 
Net investment hedges
$
(74
)
 
$
(53
)
Derivative Instruments, Gain (Loss) [Table Text Block]
The amounts of gains and losses on qualifying and non-qualifying financial instruments used in hedging transactions for the three months ended September 30, 2016 and 2015 are as follows:
 
Amount of Gain/(Loss) Reclassified from AOCI into Earnings
 
Three Months Ended September 30
 
2016
 
2015
Derivatives in Cash Flow Hedging Relationships (1)
 
 
 
Interest rate contracts
$
—

 
$
2

Foreign currency contracts
(8
)
 
(9
)
Total
$
(8
)
 
$
(7
)
 
 
 
 
 
Amount of Gain/(Loss) Recognized in Earnings
 
Three Months Ended September 30
 
2016
 
2015
Derivatives in Fair Value Hedging Relationships (2)
 
 
 
Interest rate contracts
$
(28
)
 
$
89

Debt
28

 
(89
)
Total
$
—

 
$
—

Derivatives in Net Investment Hedging Relationships (2)
 
 
 
Net investment hedges
$
—

 
$
—

Derivatives Not Designated as Hedging Instruments (3)
 
 
 
Foreign currency contracts
$
(8
)
 
$
(62
)
(1) 
The gain or loss on the effective portion of cash flow hedging relationships is reclassified from AOCI into net income in the same period during which the related item affects earnings. Such amounts are included in the Consolidated Statements of Earnings as follows: interest rate contracts in Interest expense and foreign currency contracts in Selling, general and administrative expense (SG&A) and Interest expense.
(2) 
The gain or loss on the ineffective portion of interest rate contracts and net investment hedges, if any, is included in the Consolidated Statements of Earnings in Interest expense.
(3) 
The gain or loss on foreign currency contracts not designated as hedging instruments is included in the Consolidated Statements of Earnings in SG&A. This gain or loss substantially offsets the foreign currency mark-to-market impact of the related exposure.