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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, 2014
Nov. 30, 2013
Derivatives, Fair Value [Line Items]    
Derivative assets $ 56 $ 60
Derivative liabilities 52 31
Designated as hedging instruments
    
Derivatives, Fair Value [Line Items]    
Derivative assets 5 16
Derivative liabilities 52 30
Not Designated as Hedging Instrument [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets 51 44
Derivative liabilities    1
Foreign Currency Forward | Designated as hedging instruments | Accrued Liabilities And Other Liabilities [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative liabilities 193 [1] 578 [1]
Net investment hedges | Designated as hedging instruments | Prepaid Expenses and Other Current Assets [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets 1 0
Net investment hedges | Designated as hedging instruments | Other Noncurrent Assets [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets 3 2
Net investment hedges | Designated as hedging instruments | Accrued Liabilities And Other Liabilities [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative liabilities    [1] 4 [1]
Foreign currency zero cost collars | Designated as hedging instruments | Other Noncurrent Assets [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets    [2] 8 [2]
Foreign currency zero cost collars | Designated as hedging instruments | Accrued Liabilities And Other Liabilities [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative liabilities 3 [2]    [2]
Interest Rate Swap [Member] | Designated as hedging instruments | Prepaid Expenses and Other Current Assets [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets 1 [3] 1 [3]
Interest Rate Swap [Member] | Designated as hedging instruments | Other Noncurrent Assets [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets    [3] 5 [3]
Interest Rate Swap [Member] | Designated as hedging instruments | Accrued Liabilities And Other Liabilities [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative liabilities 13 [3] 13 [3]
Interest Rate Swap [Member] | Designated as hedging instruments | Other Noncurrent Liabilities [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative liabilities 36 [3] 13 [3]
Fuel | Not Designated as Hedging Instrument [Member] | Prepaid Expenses and Other Current Assets [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets 8 [4] 14 [4]
Fuel | Not Designated as Hedging Instrument [Member] | Other Noncurrent Assets [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative assets 43 [4] 30 [4]
Fuel | Not Designated as Hedging Instrument [Member] | Other Noncurrent Liabilities [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative liabilities    [4] 1
Interest Rate Swap [Member] | Cash Flow Hedging [Member]
    
Derivatives, Fair Value [Line Items]    
Interest Rate Cash Flow Hedge Asset at Fair Value 820 909
Interest Rate Swap [Member] | Fair Value Hedging [Member]
    
Derivatives, Fair Value [Line Items]    
Interest Rate Fair Value Hedge Asset at Fair Value $ 500  
[1] At August 31, 2014 and November 30, 2013, we had foreign currency forwards totaling $193 million and $578 million, respectively, that are designated as hedges of our net investments in foreign operations, which have a euro-denominated functional currency. At August 31, 2014, these foreign currency forwards settle through July 2017.
[2] At August 31, 2014 and November 30, 2013, 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, 2014 and November 30, 2013, these interest rate swap agreements effectively changed $820 million and $909 million, respectively, of EURIBOR-based floating rate euro debt to fixed rate euro debt. These interest rate swaps settle through March 2025. In addition, at August 31, 2014 and November 30, 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, 2014, we had fuel derivatives consisting of zero cost collars on Brent crude oil (“Brent”) to cover a portion of our estimated fuel consumption through 2018. See “Fuel Price Risks” below for additional information regarding these fuel derivatives. At November 30, 2013, we had fuel derivatives consisting of zero cost collars on Brent to cover a portion of our estimated fuel consumption through 2017.