Financial Instruments	12 Months Ended
Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Financial Instruments	Financial Instruments As of December 31, 2018 and 2017, we had no significant forward contracts. Fair Value Hedge During the fourth quarter of 2018, the Company entered into an interest rate swap with a €500 million notional value converting the interest rate exposure on the Company's 2024 Euro Notes from fixed to variable. We designated this interest rate swap as a fair value hedge for accounting purposes. The fair value of the interest rate swap was a $1 million liability at December 31, 2018, recorded as a decrease in the hedged debt balance (see Note 10). Cash Flow Hedges Interest rate swaps designated as cash flow hedges with aggregate notional amounts of $500 million and $1,250 million were terminated as of December 31, 2017 and 2016, respectively. As a result, FIS recognized approximately $1 million and $2 million before tax loss due to the release of fair value changes from other comprehensive earnings during the years ended December 31, 2017 and 2016, respectively. As of December 31, 2018 and 2017, we had no outstanding cash flow hedges. The amount of gain (loss) recognized in accumulated other comprehensive earnings related to interest rate swap cash flow hedges was $0 million, $0 million and $(7) million during the years ended December 31, 2018, 2017 and 2016, respectively. The amount of gain (loss) reclassified from accumulated other comprehensive earnings into income was $(1) million, $(1) million and $(9) million during the years ended December 31, 2018, 2017 and 2016, respectively. Net Investment Hedges During the fourth quarter of 2018, the Company entered into cross-currency interest rate swaps with an aggregate notional amount of $716 million, which were designated as net investment hedges of its investment in Euro and GBP denominated operations. The fair value of the cross-currency interest rate swaps was a $2 million asset at December 31, 2018. During the third quarter of 2017, the Company designated its Euro-denominated Senior Notes due 2021 (€500 million) and Senior Notes due 2024 (€500 million) and GBP-denominated Senior Notes due 2022 (£300 million) as net investment hedges of its investment in Euro and GBP denominated operations, respectively. The purpose of the Company's net investment hedges is to reduce the volatility of FIS' net investment value in its Euro- and GBP-denominated operations due to changes in foreign currency exchange rates. During the years ended December 31, 2018 and 2017, net investment hedge aggregate gain (loss) of $59 million and $(63) million, net of tax, respectively, for the change in fair value was recorded in other comprehensive income as a component of foreign currency translation adjustments. No ineffectiveness was recorded on the net investment hedges.

Financial Instruments

As of December 31, 2018 and 2017, we had no significant forward contracts.

Fair Value Hedge

During the fourth quarter of 2018, the Company entered into an interest rate swap with a €500 million notional value converting the interest rate exposure on the Company's 2024 Euro Notes from fixed to variable. We designated this interest rate swap as a fair value hedge for accounting purposes. The fair value of the interest rate swap was a $1 million liability at December 31, 2018, recorded as a decrease in the hedged debt balance (see Note 10).

Cash Flow Hedges

Interest rate swaps designated as cash flow hedges with aggregate notional amounts of $500 million and $1,250 million were terminated as of December 31, 2017 and 2016, respectively. As a result, FIS recognized approximately $1 million and $2 million before tax loss due to the release of fair value changes from other comprehensive earnings during the years ended December 31, 2017 and 2016, respectively. As of December 31, 2018 and 2017, we had no outstanding cash flow hedges.

The amount of gain (loss) recognized in accumulated other comprehensive earnings related to interest rate swap cash flow hedges was $0 million, $0 million and $(7) million during the years ended December 31, 2018, 2017 and 2016, respectively. The amount of gain (loss) reclassified from accumulated other comprehensive earnings into income was $(1) million, $(1) million and $(9) million during the years ended December 31, 2018, 2017 and 2016, respectively.

Net Investment Hedges

During the fourth quarter of 2018, the Company entered into cross-currency interest rate swaps with an aggregate notional amount of $716 million, which were designated as net investment hedges of its investment in Euro and GBP denominated operations. The fair value of the cross-currency interest rate swaps was a $2 million asset at December 31, 2018.

During the third quarter of 2017, the Company designated its Euro-denominated Senior Notes due 2021 (€500 million) and Senior Notes due 2024 (€500 million) and GBP-denominated Senior Notes due 2022 (£300 million) as net investment hedges of its investment in Euro and GBP denominated operations, respectively.

The purpose of the Company's net investment hedges is to reduce the volatility of FIS' net investment value in its Euro- and GBP-denominated operations due to changes in foreign currency exchange rates.

During the years ended December 31, 2018 and 2017, net investment hedge aggregate gain (loss) of $59 million and $(63) million, net of tax, respectively, for the change in fair value was recorded in other comprehensive income as a component of foreign currency translation adjustments. No ineffectiveness was recorded on the net investment hedges.