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Estimated Fair Values of Derivative Financial Instruments and Location on Consolidated Balance Sheets (Detail) (USD $) In Millions, unless otherwise specified | Nov. 30, 2012 | Nov. 30, 2011
--- | --- | ---
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | $ 23 |  | $ 5 |
Total derivative assets | 48 |  | 6 |
Derivative liabilities designated as hedging instruments | 24 |  | 12 |
Derivative liabilities not designated as hedging instruments | 19 |  |  |
Total derivative liabilities | 43 |  | 12 |
Net investment hedges | Prepaid expenses and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 1 | [1] |  |
Net investment hedges | Other assets - long-term |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 6 | [1] | 3 | [1]
Net investment hedges | Accrued liabilities and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities designated as hedging instruments |  |  | 1 | [1]
Foreign currency zero cost collars | Prepaid expenses and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 11 | [2] |  |
Foreign currency zero cost collars | Other assets - long-term |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 5 | [2] |  |
Interest rate swaps | Prepaid expenses and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments |  |  | 2 | [3]
Interest rate swaps | Accrued liabilities and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities designated as hedging instruments | 7 | [3] | 5 | [3]
Interest rate swaps | Other Long-Term Liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities designated as hedging instruments | 17 | [3] | 6 | [3]
Fuel | Other assets - long-term |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets not designated as hedging instruments | 25 | [4] | 1 | [4]
Fuel | Accrued liabilities and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities not designated as hedging instruments | 16 | [4] |  |
Fuel | Other Long-Term Liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities not designated as hedging instruments | $ 3 | [4] |  |
[1] | At November 30, 2012 and 2011, we had foreign currency forwards totaling $235 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 November 30, 2012, $91 million of our foreign currency forwards matured in January 2013 and $144 million mature through July 2017.
[2] | At November 30, 2012, we had foreign currency derivatives consisting of foreign currency zero cost collars totaling $842 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.
[3] | 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 November 30, 2012 and 2011, these interest rate swap agreements effectively changed $269 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 received 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.
[4] | At November 30, 2012, we had fuel derivatives consisting of zero cost collars on Brent crude oil ("Brent") to cover a portion of our estimated fuel consumption through 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 2012 through 2015.

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- Definition Fair value of derivative asset, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph a -Clause 1 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 + Details
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