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Fair Value Measurements, Derivative Instruments and Hedging Activities (Tables) | 9 Months Ended
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Aug. 31, 2015
Fair Value Disclosures [Abstract] |
Estimated Carrying and Fair Values of Financial Instrument Assets and (Liabilities) Not Measured at Fair Value on a Recurring Basis | The carrying values and estimated 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, 2015 |  | November 30, 2014
| Carrying Value |  | Fair Value |  | Carrying Value |  | Fair Value
|  | Level 1 |  | Level 2 |  | Level 3 |  | Level 1 |  | Level 2 |  | Level 3
Assets |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cash and cash equivalents (a) | $ | 329 |  |  | $ | 329 |  |  | $ | — |  |  | $ | — |  |  | $ | 240 |  |  | $ | 240 |  |  | $ | — |  |  | $ | — |
Restricted cash (b) | 7 |  |  | 7 |  |  | — |  |  | — |  |  | 11 |  |  | 11 |  |  | — |  |  | — |
Long-term other assets (c) | 129 |  |  | 1 |  |  | 95 |  |  | 36 |  |  | 156 |  |  | 1 |  |  | 103 |  |  | 49 |
Total | $ | 465 |  |  | $ | 337 |  |  | $ | 95 |  |  | $ | 36 |  |  | $ | 407 |  |  | $ | 252 |  |  | $ | 103 |  |  | $ | 49 |
Liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fixed rate debt (d) | $ | 4,027 |  |  | $ | — |  |  | $ | 4,296 |  |  | $ | — |  |  | $ | 4,433 |  |  | $ | — |  |  | $ | 4,743 |  |  | $ | — |
Floating rate debt (d) | 3,833 |  |  | — |  |  | 3,844 |  |  | — |  |  | 4,655 |  |  | — |  |  | 4,562 |  |  | — |
Total | $ | 7,860 |  |  | $ | — |  |  | $ | 8,140 |  |  | $ | — |  |  | $ | 9,088 |  |  | $ | — |  |  | $ | 9,305 |  |  | $ | — |
(a) | Cash and cash equivalents are comprised of cash on hand, and at August 31, 2015, also included a money market deposit account and time deposits. Due to their short maturities, the carrying values approximate their fair values.
(b) | Restricted cash is comprised of a money market deposit account.
(c) | At August 31, 2015 and November 30, 2014, long-term other assets were substantially all comprised of notes and other receivables. The fair values of our Level 1 and Level 2 notes and other receivables were based on estimated future cash flows discounted at appropriate market interest rates. The fair values of our Level 3 notes receivable were estimated using risk-adjusted discount rates.
(d) | Debt does not include the impact of interest rate swaps. 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, 2015 and November 30, 2014 being lower than the fixed interest rates on these debt obligations, including the impact of any changes in our credit ratings. At August 31, 2015 and November 30, 2014, 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, 2015 being slightly lower and at November 30, 2014 being slightly higher than the floating interest rates on these debt obligations, including the impact of any changes in our credit ratings. The fair values of our publicly-traded notes were based on their unadjusted quoted market prices in markets that are not sufficiently active to be Level 1, and accordingly, are considered Level 2. 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, 2015 |  | November 30, 2014
| Level 1 |  | Level 2 |  | Level 3 |  | Level 1 |  | Level 2 |  | Level 3
Assets |  |  |  |  |  |  |  |  |  |  |
Cash equivalents (a) | $ | 210 |  |  | $ | — |  |  | $ | — |  |  | $ | 91 |  |  | $ | — |  |  | $ | — |
Restricted cash (b) | 22 |  |  | — |  |  | — |  |  | 19 |  |  | — |  |  | — |
Marketable securities held in rabbi trusts (c) | 104 |  |  | 9 |  |  | — |  |  | 113 |  |  | 9 |  |  | — |
Derivative financial instruments (d) | — |  |  | 15 |  |  | — |  |  | — |  |  | 14 |  |  | — |
Long-term other asset (e) | — |  |  | — |  |  | 20 |  |  | — |  |  | — |  |  | 20 |
Total | $ | 336 |  |  | $ | 24 |  |  | $ | 20 |  |  | $ | 223 |  |  | $ | 23 |  |  | $ | 20 |
Liabilities |  |  |  |  |  |  |  |  |  |  |
Derivative financial instruments (d) | $ | — |  |  | $ | 503 |  |  | $ | — |  |  | $ | — |  |  | $ | 278 |  |  | $ | — |
Total | $ | — |  |  | $ | 503 |  |  | $ | — |  |  | $ | — |  |  | $ | 278 |  |  | $ | — |
(a) | Cash equivalents are comprised of money market funds.
(b) | The majority of restricted cash is comprised of money market funds.
(c) | At August 31, 2015 and November 30, 2014, marketable securities held in rabbi trusts were comprised of Level 1 bonds, frequently-priced mutual funds invested in common stocks and money market funds and Level 2 other investments. 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.
(e) | Long-term other asset is comprised of an auction-rate security. The fair value was based on a broker quote in an inactive market, which is considered a Level 3 input. During the nine months ended August 31, 2015, there were no purchases or sales pertaining to this auction rate security.
Reconciliation of Changes in Carrying Amounts of Goodwill | The reconciliation of the changes in the carrying amounts of our goodwill, which has been allocated to our North America and Europe, Australia & Asia (“EAA”) cruise brands, was as follows (in millions):
| North America Cruise Brands |  | EAA Cruise Brands |  | Total
Balance at November 30, 2014 | $ | 1,898 |  |  | $ | 1,229 |  |  | $ | 3,127 |
Foreign currency translation adjustment | — |  |  | (75 | ) |  | (75 | )
Balance at August 31, 2015 | $ | 1,898 |  |  | $ | 1,154 |  |  | $ | 3,052 |
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, 2014 | $ | 927 |  |  | $ | 338 |  |  | $ | 1,265 |
Foreign currency translation adjustment | — |  |  | (22 | ) |  | (22 | )
Balance at August 31, 2015 | $ | 927 |  |  | $ | 316 |  |  | $ | 1,243 |
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 in the Consolidated Balance Sheets were as follows (in millions):
| Balance Sheet Location |  | August 31, 2015 |  | November 30, 2014
Derivative assets |  |  |  |  |
Derivatives designated as hedging instruments |  |  |  |  |
Net investment hedges (a) | Prepaid expenses and other |  | $ | 9 |  |  | $ | 6 |
| Other assets – long-term |  | 5 |  |  | 6 |
Interest rate swaps (b) | Prepaid expenses and other |  | 1 |  |  | 1 |
| Other assets – long-term |  | — |  |  | 1 |
Total derivative assets |  |  | $ | 15 |  |  | $ | 14 |
Derivative liabilities |  |  |  |  |
Derivatives designated as hedging instruments |  |  |  |  |
Net investment hedges (a) | Accrued liabilities and other |  | $ | 1 |  |  | $ | — |
| Other long-term liabilities |  | 13 |  |  | — |
Interest rate swaps (b) | Accrued liabilities and other |  | 11 |  |  | 13 |
| Other long-term liabilities |  | 25 |  |  | 35 |
Foreign currency zero cost collars (c) | Accrued liabilities and other |  | — |  |  | 1 |
| Other long-term liabilities |  | 7 |  |  | — |
|  |  | 57 |  |  | 49 |
Derivatives not designated as hedging instruments |  |  |  |  |
Fuel (d) | Accrued liabilities and other |  | 176 |  |  | 90 |
| Other long-term liabilities |  | 270 |  |  | 139 |
|  |  | 446 |  |  | 229 |
Total derivative liabilities |  |  | $ | 503 |  |  | $ | 278 |
(a) | We had foreign currency forwards totaling $164 million at August 31, 2015 and $403 million at November 30, 2014 that are designated as hedges of our net investments in foreign operations, which have a euro- and sterling-denominated functional currency. At August 31, 2015, these foreign currency forwards settle through July 2017. At August 31, 2015, we also had foreign currency swaps totaling $408 million that are designated as hedges of our net investments in foreign operations, which have a euro-denominated functional currency. At August 31, 2015, these foreign currency swaps settle through September 2019.
(b) | 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. These interest rate swap agreements effectively changed $625 million at August 31, 2015 and $750 million at November 30, 2014 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, 2015 and November 30, 2014 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. At August 31, 2015 and November 30, 2014, 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.
(c) | At August 31, 2015 and November 30, 2014, 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.
(d) | At August 31, 2015 and November 30, 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.
Offsetting Derivative Instruments | Our derivative contracts include rights of offset with our counterparties. We have elected to net certain of our derivative assets and liabilities within counterparties. The amounts recognized within assets and liabilities were as follows (in millions):
|  | August 31, 2015
|  | Gross Amounts |  | Gross Amounts Offset in the Balance Sheet |  | Total Net Amounts Presented in the Balance Sheet |  | Gross Amounts not Offset in the Balance Sheet |  | Net Amounts
Assets |  | $ | 33 |  |  | $ | (18 | ) |  | $ | 15 |  |  | $ | (15 | ) |  | $ | — |
Liabilities |  | $ | 521 |  |  | $ | (18 | ) |  | $ | 503 |  |  | $ | (15 | ) |  | $ | 488 |
|  | November 30, 2014
|  | Gross Amounts |  | Gross Amounts Offset in the Balance Sheet |  | Total Net Amounts Presented in the Balance Sheet |  | Gross Amounts not Offset in the Balance Sheet |  | Net Amounts
Assets |  | $ | 78 |  |  | $ | (64 | ) |  | $ | 14 |  |  | $ | (14 | ) |  | $ | — |
Liabilities |  | $ | 342 |  |  | $ | (64 | ) |  | $ | 278 |  |  | $ | (14 | ) |  | $ | 264 |
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,
| 2015 |  | 2014 |  | 2015 |  | 2014
Net investment hedges | $ | (13 | ) |  | $ | 3 |  |  | $ | 33 |  |  | $ | 3 |
Foreign currency zero cost collars – cash flow hedges | $ | 9 |  |  | $ | (5 | ) |  | $ | (39 | ) |  | $ | (11 | )
Interest rate swaps – cash flow hedges | $ | 5 |  |  | $ | (11 | ) |  | $ | 8 |  |  | $ | (26 | )
(Losses) gains on fuel derivatives, net | Our unrealized and realized (losses) gains, net on fuel derivatives were as follows (in millions):
| Three Months Ended August 31, |  | Nine Months Ended August 31,
| 2015 |  | 2014 |  | 2015 |  | 2014
Unrealized (losses) gains on fuel derivatives, net | $ | (137 | ) |  | $ | 15 |  |  | $ | (215 | ) |  | $ | 8 |
Realized (losses) gains on fuel derivatives | (60 | ) |  | — |  |  | (163 | ) |  | 2 |
(Losses) gains on fuel derivatives, net | $ | (197 | ) |  | $ | 15 |  |  | $ | (378 | ) |  | $ | 10 |
Fuel Derivatives Outstanding | At August 31, 2015, 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 2015 (Q4) |  |  |  |  |  |  |  |  |
| November 2011 |  | 540 |  |  | $ | 80 |  |  | $ | 114 |  |  |
| February 2012 |  | 540 |  |  | $ | 80 |  |  | $ | 125 |  |  |
| June 2012 |  | 309 |  |  | $ | 74 |  |  | $ | 110 |  |  |
| April 2013 |  | 261 |  |  | $ | 80 |  |  | $ | 111 |  |  |
| May 2013 |  | 471 |  |  | $ | 80 |  |  | $ | 110 |  |  |
| October 2014 |  | 480 |  |  | $ | 79 |  |  | $ | 110 |  |  |
|  |  | 2,601 |  |  |  |  |  |  | 50%
Fiscal 2016 |  |  |  |  |  |  |  |  |
| June 2012 |  | 3,564 |  |  | $ | 75 |  |  | $ | 108 |  |  |
| February 2013 |  | 2,160 |  |  | $ | 80 |  |  | $ | 120 |  |  |
| April 2013 |  | 3,000 |  |  | $ | 75 |  |  | $ | 115 |  |  |
|  |  | 8,724 |  |  |  |  |  |  | 53%
Fiscal 2017 |  |  |  |  |  |  |  |  |
| February 2013 |  | 3,276 |  |  | $ | 80 |  |  | $ | 115 |  |  |
| April 2013 |  | 2,028 |  |  | $ | 75 |  |  | $ | 110 |  |  |
| January 2014 |  | 1,800 |  |  | $ | 75 |  |  | $ | 114 |  |  |
| October 2014 |  | 1,020 |  |  | $ | 80 |  |  | $ | 113 |  |  |
|  |  | 8,124 |  |  |  |  |  |  | 49%
Fiscal 2018 |  |  |  |  |  |  |  |  |
| January 2014 |  | 2,700 |  |  | $ | 75 |  |  | $ | 110 |  |  |
| October 2014 |  | 3,000 |  |  | $ | 80 |  |  | $ | 114 |  |  |
|  |  | 5,700 |  |  |  |  |  |  | 34%
(a) | Fuel derivatives mature evenly over each month within the above fiscal periods.

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- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41641-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5580258-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579240-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41620-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19190-110258 + Details
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