Estimated Fair Values of Derivative Financial Instruments and Location on Consolidated Balance Sheets (Parenthetical) (Detail) (USD $) In Millions, unless otherwise specified			1 Months Ended					3 Months Ended			3 Months Ended
	Feb. 28, 2013 Net investment hedges	Nov. 30, 2012 Net investment hedges	Jul. 31, 2012 Cash Flow Hedging	Jun. 30, 2012 Cash Flow Hedging	Feb. 28, 2013 Cash Flow Hedging Interest rate swaps	Nov. 30, 2012 Cash Flow Hedging Interest rate swaps	Feb. 28, 2013 Fair Value Hedging Interest rate swaps	Feb. 28, 2013 Maximum Cash Flow Hedging Interest rate swaps	Feb. 28, 2013 Maximum Fair Value Hedging Interest rate swaps	Feb. 28, 2013 Maturing in July Twenty Seventeen Net investment hedges	Feb. 28, 2013 Maturing in July Twenty Seventeen Maximum Net investment hedges
Derivatives, Fair Value [Line Items]
Total foreign currency forwards designated as hedges of net investments in foreign operations for euro-denominated functional currency	$ 129	$ 235								$ 129
Maturity of foreign currency derivatives											2017-07
Amount of interest rate swap agreements change, of EURIBOR-based floating rate debt to fixed rate debt, for euro interest rate swaps designated as cash flow hedges					257	269
Maturity date of derivative instruments			2015-02	2013-05				2022-02	2016-02
Amount of interest rate swap agreements change, of fixed rate debt to U.S. dollar LIBOR or GBP LIBOR-based floating rate debt, for both U.S. dollar and sterling interest rate swaps designated as fair value hedges							$ 500