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          <DisplayZeroAsNone>false</DisplayZeroAsNone>
          <NumericAmount>3000000</NumericAmount>
          <RoundedNumericAmount>3</RoundedNumericAmount>
          <NonNumbericText />
          <NonNumericTextHeader />
          <FootnoteIndexer>[5]</FootnoteIndexer>
          <hasSegments>false</hasSegments>
          <hasScenarios>false</hasScenarios>
          <DisplayDateInUSFormat>false</DisplayDateInUSFormat>
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      </Cells>
      <OriginalInstanceReportColumns />
      <ElementDataType>xbrli:monetaryItemType</ElementDataType>
      <SimpleDataType>monetary</SimpleDataType>
      <ElementDefenition>Fair Value, Assets and Liabilities Measured on Recurring Basis, Derivative Financial Instruments, Assets and Liabilities</ElementDefenition>
      <ElementReferences>No authoritative reference available.</ElementReferences>
      <IsTotalLabel>false</IsTotalLabel>
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  <Footnotes>
    <Footnote>
      <NoteId>1</NoteId>
      <Note>Cash equivalents are comprised of money market funds.</Note>
    </Footnote>
    <Footnote>
      <NoteId>2</NoteId>
      <Note>Level 1 and 2 marketable securities are held in rabbi trusts and are primarily comprised of 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.</Note>
    </Footnote>
    <Footnote>
      <NoteId>3</NoteId>
      <Note>At August 31, 2010 and November 30, 2009, we have foreign currency forwards and options totaling $995 million and $887 million, respectively, that are designated as foreign currency cash flow hedges for certain of our euro and sterling-denominated shipbuilding contracts. These foreign currency forwards and options mature through May 2011.</Note>
    </Footnote>
    <Footnote>
      <NoteId>4</NoteId>
      <Note>At August 31, 2010 and November 30, 2009, we have foreign currency forwards and swaps totaling $210 million and $526 million, respectively, that are designated as hedges of our net investments in foreign operations, which have a euro- denominated functional currency and were principally entered into to convert U.S. dollar-denominated debt into euro debt. These foreign currency forwards mature through July 2017, and the swaps matured in March 2010.</Note>
    </Footnote>
    <Footnote>
      <NoteId>5</NoteId>
      <Note>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 August 31, 2010 and November 30, 2009, these interest rate swap agreements effectively changed $510 million and $625 million, respectively, of fixed rate debt to U.S. dollar LIBOR or GBP LIBOR-based floating rate debt. 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 August 31, 2010, these interest rate swap agreements effectively changed $321 million of EURIBOR-based floating rate debt to fixed rate debt. These interest rate swaps mature through February 2022.</Note>
    </Footnote>
  </Footnotes>
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  <NumberOfRows>12</NumberOfRows>
  <HasScenarios>false</HasScenarios>
  <MonetaryRoundingLevel>Millions</MonetaryRoundingLevel>
  <SharesRoundingLevel>UnKnown</SharesRoundingLevel>
  <PerShareRoundingLevel>UnKnown</PerShareRoundingLevel>
  <HasPureData>false</HasPureData>
  <SharesShouldBeRounded>true</SharesShouldBeRounded>
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