Financial Instruments - Schedule of Interest Rate Swap Agreements Designated as Cash Flow Hedges (Detail) - Pay-Fixed Interest Rate Swaps [Member]	3 Months Ended
Mar. 31, 2016 USD ($)
Maturity Date, 2016 [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount	$ 3,000,000,000
Fair Value	$ (68,000,000)
Maturity Date	Dec. 31, 2016
Maturity Date, 2017 [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount	$ 1,000,000,000
Fair Value	$ (28,000,000)
Maturity Date	Dec. 31, 2017
Maturity Date, 2021 [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount	$ 2,000,000,000
Fair Value	$ (24,000,000)
Maturity Date	Dec. 31, 2021

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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Date the derivative contract matures, in CCYY-MM-DD format.

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- Definition

Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 45
-Paragraph 5
-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

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