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Fair Value Measurements, Derivative Instruments and Hedging Activities - Estimated Fair Values of Derivative Financial Instruments and Location on Consolidated Balance Sheets (Detail) (USD $) In Millions, unless otherwise specified | Aug. 31, 2013 | Nov. 30, 2012
--- | --- | ---
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | $ 30 |  | $ 23 |
Derivative assets not designated as hedging instruments | 21 |  | 25 |
Total derivative assets | 51 |  | 48 |
Derivative liabilities designated as hedging instruments | 23 |  | 24 |
Derivative liabilities not designated as hedging instruments | 10 |  | 19 |
Total derivative liabilities | 33 |  | 43 |
Net investment hedges | Prepaid expenses and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 1 | [1] | 1 | [1]
Net investment hedges | Other assets - long-term |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 4 | [1] | 6 | [1]
Foreign currency zero cost collars | Prepaid expenses and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments |  | [2] | 11 | [2]
Foreign currency zero cost collars | Other assets - long-term |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 14 | [2] | 5 | [2]
Interest rate swaps | Prepaid expenses and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 1 | [3] |  | [3]
Interest rate swaps | Other assets - long-term |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets designated as hedging instruments | 10 | [3] | 0 | [3]
Interest rate swaps | Accrued liabilities and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities designated as hedging instruments | 10 | [3] | 7 | [3]
Interest rate swaps | Other Long-Term Liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities designated as hedging instruments | 13 | [3] | 17 | [3]
Fuel | Prepaid expenses and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets not designated as hedging instruments | 13 | [4] |  | [4]
Fuel | Other assets - long-term |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets not designated as hedging instruments | 8 | [4] | 25 | [4]
Fuel | Accrued liabilities and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities not designated as hedging instruments | 1 | [4] | 16 | [4]
Fuel | Other Long-Term Liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities not designated as hedging instruments | $ 9 | [4] | $ 3 | [4]
[1] | At August 31, 2013 and November 30, 2012, we had foreign currency forwards totaling $115 million and $235 million, respectively, that are designated as hedges of our net investments in foreign operations, which have a euro-denominated functional currency. At August 31, 2013, these outstanding foreign currency forwards mature through July 2017.
[2] | At August 31, 2013 and November 30, 2012, we had foreign currency derivatives consisting of foreign currency zero cost collars 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 August 31, 2013 and November 30, 2012, these interest rate swap agreements have or will effectively change $885 million and $269 million, respectively, of EURIBOR-based floating rate euro debt to fixed rate debt. These interest rate swaps settle through March 2025. In addition, at August 31, 2013 we had U.S. dollar 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 $500 million of fixed rate debt to U.S. dollar LIBOR-based floating rate debt. These interest rate swaps settle through February 2016.
[4] | At August 31, 2013, we had fuel derivatives consisting of zero cost collars on Brent crude oil (“Brent”) to cover a portion of our estimated fuel consumption through 2017. See “Fuel Price Risks” below for additional information regarding these fuel derivatives. At November 30, 2012, we had fuel derivatives consisting of zero cost collars on Brent to cover a portion of our estimated fuel consumption through 2016.

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- Definition Fair value before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=28370219&loc=SL20226000-175313 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=20225523&loc=SL20225862-175312 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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