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Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2018
Cash Flow Hedges  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Cash Flow Hedges Effect on Accumulated Other Comprehensive Earnings/(Losses), Net of Taxes
Cash flow hedge activity, net of taxes, within accumulated other comprehensive earnings/(losses) included:
 
For the Three Months Ended
June 30,
 
For the Six Months Ended
June 30,
 
2018
 
2017
 
2018
 
2017
 
(in millions)
Accumulated (loss)/gain at beginning of period
$
(159
)
 
$
(103
)
 
$
(113
)
 
$
(121
)
Transfer of realized (gains)/losses
   in fair value to earnings
5

 
(4
)
 
(9
)
 
3

Unrealized gain/(loss) in fair value
21

 
16

 
(11
)
 
27

Accumulated (loss)/gain at end of period
$
(133
)
 
$
(91
)
 
$
(133
)
 
$
(91
)
Schedule of Effects of Derivative Instruments
After-tax gains/(losses) reclassified from accumulated other comprehensive earnings/(losses) into net earnings were:
 
For the Three Months Ended
June 30,
 
For the Six Months Ended
June 30,
 
2018
 
2017
 
2018
 
2017
 
(in millions)
Currency exchange contracts –
    forecasted transactions
$
—

 
$
1

 
$
—

 
$
1

Commodity contracts
$
—

 
$
3

 
$
—

 
$
(4
)
Interest rate contracts
(5
)
 
—

 
9

 
—

Total
$
(5
)
 
$
4

 
$
9

 
$
(3
)

After-tax gains/(losses) recognized in other comprehensive earnings/(losses) were:
 
For the Three Months Ended
June 30,
 
For the Six Months Ended
June 30,
 
2018
 
2017
 
2018
 
2017
 
(in millions)
Currency exchange contracts –
    forecasted transactions
$
—

 
$
(14
)
 
$
—

 
$
(26
)
Commodity contracts
—

 
6

 
—

 
6

Interest rate contracts
21

 
24

 
(11
)
 
47

Total
$
21

 
$
16

 
$
(11
)
 
$
27
Fair Value Hedges  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Effects of Derivative Instruments
Pre-tax gains/(losses) due to changes in fair value of our interest rate swaps and related hedged long-term debt were recorded in interest and other expense, net:
 
For the Three Months Ended
June 30,
 
For the Six Months Ended
June 30,
 
2018
 
2017
 
2018
 
2017
 
(in millions)
Borrowings
$
—

 
$
1

 
$
1

 
$
(2
)
Derivatives
—

 
(1
)
 
(1
)
 
2

Total
$
—

 
$
—

 
$
—

 
$
—
Economic Hedging  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Effects of Derivative Instruments
Pre-tax gains/(losses) recorded in net earnings for economic hedges were:
 
For the Three Months Ended June 30,
 
For the Six Months Ended
June 30,
 
Location of
Gain/(Loss)
Recognized
in Earnings
 
2018
 
2017
 
2018
 
2017
 
 
(in millions)
 
 
Currency exchange contracts:
 
 
 
 
 
 
 
 
 
Intercompany loans and
   forecasted interest payments
$
7

 
$
3

 
$
14

 
$
5

 
Interest and other expense, net
Forecasted transactions
72

 
18

 
65

 
2

 
Cost of sales
Forecasted transactions
—

 
1

 
(5
)
 
(2
)
 
Interest and other expense, net
Forecasted transactions
(1
)
 
2

 
(4
)
 
2

 
Selling, general and administrative expenses
Commodity contracts
(48
)
 
(97
)
 
101

 
(160
)
 
Cost of sales
Total
$
30

 
$
(73
)
 
$
171

 
$
(153
)
 
 
Net investment hedge debt  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Hedges of Net Investments in International Operations
After-tax gains/(losses) related to hedges of net investments in international operations in the form of euro, British pound sterling, Swiss franc and Canadian dollar-denominated debt were recorded within the cumulative translation adjustment section of other comprehensive income and were:
 
For the Three Months Ended
June 30,
 
For the Six Months Ended
June 30,
 
2018
 
2017
 
2018
 
2017
 
(in millions)
Euro notes
$
151

 
$
(168
)
 
$
76

 
$
(196
)
British pound sterling notes
21

 
(10
)
 
8

 
(15
)
Swiss franc notes
42

 
(49
)
 
16

 
(64
)
Canadian notes
6

 
—

 
4

 
—
Derivative  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Fair Value of Derivatives Instruments
Derivative instruments were recorded at fair value in the condensed consolidated balance sheets as follows:
 
As of June 30, 2018
 
As of December 31, 2017
 
Asset
Derivatives
 
Liability
Derivatives
 
Asset
Derivatives
 
Liability
Derivatives
 
(in millions)
Derivatives designated as
accounting hedges:
 
 
 
 
 
 
 
Interest rate contracts
$
20

 
$
403

 
$
15

 
$
509

Net investment hedge contracts
385

 
—

 
—

 
—

 
$
405

 
$
403

 
$
15

 
$
509

Derivatives not designated as
   accounting hedges:
 
 
 
 
 
 
 
Currency exchange contracts
$
111

 
$
53

 
$
65

 
$
76

Commodity contracts
217

 
122

 
84

 
229

Interest rate contracts
7

 
5

 
15

 
11

 
$
335

 
$
180

 
$
164

 
$
316

Total fair value
$
740

 
$
583

 
$
179

 
$
825
Schedule of Derivative Instruments Fair Value and Measurement Inputs
The fair values (asset/(liability)) of our derivative instruments were determined using:
 
As of June 30, 2018
 
Total
Fair Value of Net
Asset/(Liability)
 
Quoted Prices in
Active Markets
for Identical
Assets
(Level 1)
 
Significant
Other Observable
Inputs
(Level 2)
 
Significant
Unobservable
Inputs
(Level 3)
 
(in millions)
Currency exchange contracts
$
58

 
$
—

 
$
58

 
$
—

Commodity contracts
95

 
65

 
30

 
—

Interest rate contracts
(381
)
 
—

 
(381
)
 
—

Net investment hedge contracts
385

 
—

 
385

 
—

Total derivatives
$
157

 
$
65

 
$
92

 
$
—

 
As of December 31, 2017
 
Total
Fair Value of Net
Asset/(Liability)
 
Quoted Prices in
Active Markets
for Identical
Assets
(Level 1)
 
Significant
Other Observable
Inputs
(Level 2)
 
Significant
Unobservable
Inputs
(Level 3)
 
(in millions)
Currency exchange contracts
$
(11
)
 
$
—

 
$
(11
)
 
$
—

Commodity contracts
(145
)
 
(138
)
 
(7
)
 
—

Interest rate contracts
(490
)
 
—

 
(490
)
 
—

Total derivatives
$
(646
)
 
$
(138
)
 
$
(508
)
 
$
—
Schedule of Notional Values of Derivative Instruments
The net notional values of our hedging instruments were:
 
Notional Amount
 
As of June 30, 2018
 
As of December 31, 2017
 
(in millions)
Currency exchange contracts:
 
 
 
Intercompany loans and forecasted interest payments
$
3,378

 
$
7,089

Forecasted transactions
2,355

 
2,213

Commodity contracts
580

 
1,204

Interest rate contracts
9,117

 
6,532

Net investment hedge contracts
7,114

 
—

Net investment hedge debt:
 
 
 
Euro notes
3,581

 
3,679

British pound sterling notes
448

 
459

Swiss franc notes
1,413

 
1,694

    Canadian dollar notes
457

 
—
Borrowings  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Notional Values of Derivative Instruments
The carrying amount of our hedged fixed interest rate debt is detailed below and is recorded in the current portion of long-term debt as this debt will mature during the third quarter of 2018.
 
As of June 30, 2018
 
As of December 31, 2017
 
(in millions)
Notional value of borrowings (and related derivatives)
$
(279
)
 
$
(801
)
Cumulative fair value hedging adjustments
(1
)
 
—

Carrying amount of borrowings
$
(280
)
 
$
(801
)