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Fair Value Measurements, Derivative Instruments and Hedging Activities (Tables) | 9 Months Ended
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Aug. 31, 2012
Estimated Carrying and Fair Values of Financial Instrument Assets and (Liabilities) Not Measured at Fair Value on Recurring Basis | The estimated carrying and fair values and basis of valuation of our financial instrument assets and liabilities that are not measured at fair value on a recurring basis were as follows (in millions):
|  | August 31, 2012 |  |  | November 30, 2011 |
|  | Carrying Value |  |  | Fair Value |  |  | Carrying Value |  |  | Fair Value |
|  |  | Level 1 |  |  | Level 2 |  |  |  | Level 1 |  |  | Level 2 |
Assets |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cash and cash equivalents (a) |  | $ | 260 |  |  | $ | 260 |  |  | $ | - |  |  | $ | 358 |  |  | $ | 358 |  |  | $ | - |
Long-term other assets (b) |  |  | 39 |  |  |  | 1 |  |  |  | 35 |  |  |  | 42 |  |  |  | 2 |  |  |  | 39 |
Total |  | $ | 299 |  |  | $ | 261 |  |  | $ | 35 |  |  | $ | 400 |  |  | $ | 360 |  |  | $ | 39 |
Liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fixed rate debt (c) |  | $ | 5,332 |  |  | $ | - |  |  | $ | 5,932 |  |  | $ | 6,251 |  |  | $ | - |  |  | $ | 6,715 |
Floating rate debt (c) |  |  | 3,720 |  |  |  | - |  |  |  | 3,686 |  |  |  | 3,102 |  |  |  | - |  |  |  | 3,057 |
Total |  | $ | 9,052 |  |  | $ | - |  |  | $ | 9,618 |  |  | $ | 9,353 |  |  | $ | - |  |  | $ | 9,772 |
(a) | Cash and cash equivalents are comprised of cash on hand and time deposits and, due to their short maturities, the carrying values approximate their fair values.
(b) | At August 31, 2012 and November 30, 2011, substantially all of our long-term other assets were comprised of notes and other receivables. The fair values of notes and other receivables were based on estimated future cash flows discounted at appropriate market interest rates.
(c) | The net difference between the fair value of our fixed rate debt and its carrying value was due to the market interest rates in existence at August 31, 2012 and November 30, 2011 being lower than the fixed interest rates on these debt obligations, including the impact of changes in our credit ratings, if any. The net difference between the fair value of our floating rate debt and its carrying value was due to the market interest rates in existence at August 31, 2012 and November 30, 2011 being higher than the floating interest rates on these debt obligations, including the impact of changes in our credit ratings, if any. The fair values of our publicly-traded notes were based on their unadjusted quoted market prices in active markets. The fair values of our other debt were estimated based on appropriate market interest rates being applied to this debt.
Estimated Fair Value and Basis of Valuation of Financial Instrument Assets and (Liabilities) Measured at Fair Value on Recurring Basis | The estimated fair value and basis of valuation of our financial instrument assets and liabilities that are measured at fair value on a recurring basis were as follows (in millions):
|  | August 31, 2012 |  |  | November 30, 2011 |
|  | Level 1 |  |  | Level 2 |  |  | Level 1 |  |  | Level 2 |
Assets |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cash equivalents (a) |  | $ | 308 |  |  | $ | - |  |  | $ | 92 |  |  | $ | - |
Restricted cash (b) |  |  | 31 |  |  |  | - |  |  |  | 11 |  |  |  | - |
Marketable securities held in rabbi trusts (c) |  |  | 107 |  |  |  | 16 |  |  |  | 98 |  |  |  | 18 |
Derivative financial instruments (d) |  |  | - |  |  |  | 41 |  |  |  | - |  |  |  | 6 |
Total |  | $ | 446 |  |  | $ | 57 |  |  | $ | 201 |  |  | $ | 24 |
Liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derivative financial instruments (d) |  | $ | - |  |  | $ | 38 |  |  | $ | - |  |  | $ | 12 |
Total |  | $ | - |  |  | $ | 38 |  |  | $ | - |  |  | $ | 12 |
(a) | Cash equivalents are comprised of money market funds.
(b) | Restricted cash is comprised of money market funds.
(c) | 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.
(d) | See “Derivative Instruments and Hedging Activities” section below for detailed information regarding our derivative financial instruments.
Reconciliation of Changes in Carrying Amounts of Goodwill | The reconciliation of the changes in the carrying amounts of our goodwill, which goodwill has been allocated to our North America and Europe, Australia and Asia (“EAA”) cruise brands, was as follows (in millions):
|  | North America Cruise Brands |  |  | EAA Cruise Brands |  |  | Total |
Balance at November 30, 2011 |  | $ | 1,898 |  |  | $ | 1,424 |  |  | $ | 3,322 |
Ibero goodwill impairment charge (a) |  |  | - |  |  |  | (153 | ) |  |  | (153 | )
Foreign currency translation adjustment |  |  | - |  |  |  | (23 | ) |  |  | (23 | )
Balance at August 31, 2012 |  | $ | 1,898 |  |  | $ | 1,248 |  |  | $ | 3,146 |
(a) | At February 29, 2012, given the current state of the Spanish economy and considering the low level of Ibero Cruises (“Ibero”) estimated fair value in excess of its carrying value, we performed an interim impairment review of Ibero’s goodwill. The interim discounted future cash flow analysis that was used to estimate Ibero’s fair value was primarily impacted by slower than anticipated Ibero capacity growth. As a result, Ibero’s estimated fair value no longer exceeded its carrying value. Accordingly, we proceeded to step two of the impairment test and recognized a goodwill impairment charge of $153 million during the first quarter of fiscal 2012, which represented Ibero’s entire goodwill balance. At August 31, 2012, accumulated goodwill impairment charges were $153 million.
Reconciliation of Changes in Carrying Amounts of Intangible Assets Not Subject to Amortization, which Represents Trademarks | The reconciliation of the changes in the carrying amounts of our intangible assets not subject to amortization, which represent trademarks that have been allocated to our North America and EAA cruise brands, was as follows (in millions):
|  | North America Cruise Brands |  |  | EAA Cruise Brands |  |  | Total |
Balance at November 30, 2011 |  | $ | 927 |  |  | $ | 386 |  |  | $ | 1,313 |
Ibero trademarks impairment charge (a) |  |  | - |  |  |  | (20 | ) |  |  | (20 | )
Foreign currency translation adjustment |  |  | - |  |  |  | (1 | ) |  |  | (1 | )
Balance at August 31, 2012 |  | $ | 927 |  |  | $ | 365 |  |  | $ | 1,292 |
(a) | At February 29, 2012, we also performed an interim impairment test of Ibero’s trademarks, which resulted in a $20 million impairment charge, based on the reduction of revenues primarily as a result of slower than anticipated Ibero capacity growth and a lower estimated royalty rate. At August 31, 2012, Ibero’s remaining trademark carrying values are not significant.
Estimated Fair Values of Derivative Financial Instruments and Location on Consolidated Balance Sheets | The estimated fair values of our derivative financial instruments and their location on the Consolidated Balance Sheets were as follows (in millions):
|  | Balance Sheet Location |  | August 31, 2012 |  |  | November 30, 2011 |
Derivative assets |  |  |  |  |  |  |  |  |  |
Derivatives designated as hedging instruments |  |  |  |  |  |  |  |  |  |
Net investment hedges (a) |  | Prepaid expenses and other |  | $ | 2 |  |  | $ | - |
|  | Other assets – long-term |  |  | 9 |  |  |  | 3 |
Foreign currency options (b) |  | Prepaid expenses and other |  |  | 2 |  |  |  | - |
|  | Other assets – long-term |  |  | 1 |  |  |  | - |
Interest rate swaps (c) |  | Prepaid expenses and other |  |  | - |  |  |  | 2 |
|  |  |  |  | 14 |  |  |  | 5 |
Derivatives not designated as hedging instruments |  |  |  |  |  |  |  |  |  |
Fuel (d) |  | Other assets – long-term |  |  | 27 |  |  |  | 1 |
Total derivative assets |  |  |  | $ | 41 |  |  | $ | 6 |
Derivative liabilities |  |  |  |  |  |  |  |  |  |
Derivatives designated as hedging instruments |  |  |  |  |  |  |  |  |  |
Net investment hedges (a) |  | Accrued liabilities and other |  | $ | - |  |  | $ | 1 |
Interest rate swaps (c) |  | Accrued liabilities and other |  |  | 7 |  |  |  | 5 |
|  | Other long-term liabilities |  |  | 17 |  |  |  | 6 |
|  |  |  |  | 24 |  |  |  | 12 |
Derivatives not designated as hedging instruments |  |  |  |  |  |  |  |  |  |
Fuel (d) |  | Accrued liabilities and other |  |  | 10 |  |  |  | - |
|  | Other long-term liabilities |  |  | 4 |  |  |  | - |
|  |  |  |  | 14 |  |  |  | - |
Total derivative liabilities |  |  |  | $ | 38 |  |  | $ | 12 |
(a) | At August 31, 2012 and November 30, 2011, we had foreign currency forwards totaling $180 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 August 31, 2012, $40 million of our foreign currency forwards mature through September 2012 and $140 million mature through July 2017.
(b) | At August 31, 2012, we had foreign currency derivatives consisting of zero cost collars (referred to as “foreign currency options”) totaling $815 million that are designated as foreign currency cash flow hedges for a portion of our euro-denominated shipbuilding payments. See “Newbuild Currency Risks” below for additional information regarding these derivatives.
(c) | 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, 2012 and November 30, 2011, these interest rate swap agreements effectively changed $260 million and $320 million, respectively, of EURIBOR-based floating rate euro debt to fixed rate debt. These interest rate swaps mature through February 2022. In addition, at November 30, 2011 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. These interest rate swap agreements effectively changed $510 million 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.
(d) | At August 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 remainder of fiscal 2012 through fiscal 2016. 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.
Derivatives Qualifying and Designated as Hedging Instruments Recognized in Other Comprehensive Income | The effective portions of our derivatives qualifying and designated as hedging instruments recognized in other comprehensive income (loss) were as follows (in millions):
|  | Three Months Ended August 31, |  |  | Nine Months Ended August 31, |
|  | 2012 |  |  | 2011 |  |  | 2012 |  |  | 2011 |
Net investment hedges |  | $ | (2 | ) |  | $ | 1 |  |  | $ | 53 |  |  | $ | (22 | )
Foreign currency options – cash flow hedges |  | $ | 3 |  |  | $ | - |  |  | $ | 3 |  |  | $ | 76 |
Interest rate swaps – cash flow hedges |  | $ | (1 | ) |  | $ | (9 | ) |  | $ | (11 | ) |  | $ | (3 | )
Fuel Derivatives Outstanding | At August 31, 2012, our outstanding fuel derivatives consisted of zero cost collars on Brent to cover a portion of our estimated fuel consumption as follows:
Maturities (a) |  | Transaction Dates |  | Barrels (in thousands) |  |  | Weighted-Average Floor Prices |  |  | Weighted-Average Ceiling Prices |  |  | Percent of Estimated Fuel Consumption Covered |
Fiscal 2012-Q4 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | November 2011 |  |  | 522 |  |  | $ | 75 |  |  | $ | 135 |  |  |  |  |
|  | February 2012 |  |  | 522 |  |  | $ | 109 |  |  | $ | 128 |  |  |  |  |
|  | March 2012 |  |  | 1,044 |  |  | $ | 112 |  |  | $ | 132 |  |  |  |  |
|  |  |  |  | 2,088 |  |  |  |  |  |  |  |  |  |  |  | 36 | %
Fiscal 2013 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | November 2011 |  |  | 2,112 |  |  | $ | 74 |  |  | $ | 132 |  |  |  |  |
|  | February 2012 |  |  | 2,112 |  |  | $ | 98 |  |  | $ | 127 |  |  |  |  |
|  | March 2012 |  |  | 4,224 |  |  | $ | 100 |  |  | $ | 130 |  |  |  |  |
|  |  |  |  | 8,448 |  |  |  |  |  |  |  |  |  |  |  | 38 | %
Fiscal 2014 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | November 2011 |  |  | 2,112 |  |  | $ | 71 |  |  | $ | 128 |  |  |  |  |
|  | February 2012 |  |  | 2,112 |  |  | $ | 88 |  |  | $ | 125 |  |  |  |  |
|  | June 2012 |  |  | 2,376 |  |  | $ | 71 |  |  | $ | 116 |  |  |  |  |
|  |  |  |  | 6,600 |  |  |  |  |  |  |  |  |  |  |  | 29 | %
Fiscal 2015 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | November 2011 |  |  | 2,160 |  |  | $ | 71 |  |  | $ | 125 |  |  |  |  |
|  | February 2012 |  |  | 2,160 |  |  | $ | 80 |  |  | $ | 125 |  |  |  |  |
|  | June 2012 |  |  | 1,236 |  |  | $ | 74 |  |  | $ | 110 |  |  |  |  |
|  |  |  |  | 5,556 |  |  |  |  |  |  |  |  |  |  |  | 24 | %
Fiscal 2016 |  | June 2012 |  |  | 3,564 |  |  | $ | 75 |  |  | $ | 108 |  |  |  | 15 | %
(a) | Fuel derivatives mature evenly over each month within the above fiscal periods.

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