Estimated Fair Value and Basis of Valuation of Financial Instrument Assets And (Liabilities) Measured at Fair Value on Recurring Basis (Detail) (Financial Instruments Measured at Fair Value on a Recurring Basis, USD $) In Millions, unless otherwise specified	Feb. 29, 2012		Nov. 30, 2011
Level 1 | Cash equivalents
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Cash equivalents	$ 166	[1]	$ 92	[1]
Level 1 | Marketable securities held in rabbi trusts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Marketable securities held in rabbi trusts	105	[2]	98	[2]
Level 2 | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives	(16)	[3]	(9)	[3]
Level 2 | Marketable securities held in rabbi trusts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Marketable securities held in rabbi trusts	17	[2]	18	[2]
Level 2 | Fuel
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives	22	[4]	1	[4]
Level 2 | Net investment hedges
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives	$ 2	[5]	$ 2	[5]

[1] Cash equivalents are comprised of money market funds.

[2] Level 1 and 2 marketable securities are held in rabbi trusts and are primarily comprised of frequently-priced mutual funds invested in common stocks and other investments, respectively. Their use is restricted to funding certain deferred compensation and non-qualified U.S. pension plans.

[3] We have both U.S. dollar and sterling interest rate swaps designated as fair value hedges whereby we receive fixed interest rate payments in exchange for making floating interest rate payments. At February 29, 2012 and November 30, 2011, these interest rate swap agreements effectively changed $316 million and $510 million, respectively, of fixed rate debt to U.S. dollar LIBOR or GBP LIBOR-based floating rate debt. These interest rate swaps mature through June 2012. In addition, we have euro interest rate swaps designated as cash flow hedges whereby we receive floating interest rate payments in exchange for making fixed interest rate payments. At February 29, 2012 and November 30, 2011, these interest rate swap agreements effectively changed $322 million and $320 million, respectively, of EURIBOR-based floating rate euro debt to fixed rate debt. These interest rate swaps mature through February 2022.

[4] At February 29, 2012 and November 30, 2011, we had fuel derivatives consisting of zero cost collars on Brent crude oil ("Brent") for approximately 20% and 10%, respectively, of our estimated fuel consumption for the second half of fiscal 2012 through fiscal 2015.

[5] At February 29, 2012 and November 30, 2011, we had foreign currency forwards totaling $433 million and $183 million, respectively, that are designated as hedges of our net investments in foreign operations, which have a euro-denominated functional currency. These foreign currency forwards mature through July 2017.