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	May 31, 2012		Nov. 30, 2011
Level 1 | Cash equivalents
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Cash equivalents	$ 643	[1]	$ 92	[1]
Restricted cash	30	[2]	11	[2]
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	100	[3]	98	[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	16	[3]	18	[3]
Level 2 | Fuel
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives	(123)	[4]	1	[4]
Level 2 | Net investment hedges
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives	46	[5]	2	[5]
Level 2 | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives	$ 9	[6]	$ (9)	[6]

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

[2] Restricted cash is comprised of money market funds.

[3] 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.

[4] At May 31, 2012, we had fuel derivatives consisting of zero cost collars on Brent crude oil ("Brent") to cover a portion of our estimated fuel consumption for the second half of fiscal 2012 through fiscal 2015. See "Fuel Price Risks" below for additional information regarding these fuel derivatives. At November 30, 2011, we had fuel derivatives consisting of zero cost collars on Brent to cover 10% of our estimated fuel consumption for the second half of fiscal 2012 through fiscal 2015.

[5] At May 31, 2012 and November 30, 2011, we had foreign currency forwards totaling $668 million and $183 million, respectively, that are designated as hedges of our net investments in foreign operations, which have a euro-denominated functional currency. At May 31, 2012, $512 million of our foreign currency forwards mature through June 2012 and $156 million mature through July 2017.

[6] We had 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 May 31, 2012 and November 30, 2011, these interest rate swap agreements effectively changed $313 million and $510 million, respectively, of fixed rate debt to U.S. dollar LIBOR or GBP LIBOR-based floating rate debt. The U.S. dollar and sterling interest rate swaps matured in February 2012 and June 2012, respectively. 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 May 31, 2012 and November 30, 2011, these interest rate swap agreements effectively changed $273 million and $320 million, respectively, of EURIBOR-based floating rate euro debt to fixed rate debt. These interest rate swaps mature through February 2022.