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DERIVATIVE FINANCIAL INSTRUMENTS - Cash Flow Hedges, Fair Value Hedges, Credit Risk (Details) | 3 Months Ended |
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Sep. 30, 2022 USD ($) agency | Jun. 30, 2022 USD ($)
Derivatives Not Designated as Hedging Instruments: |  |
Derivative instruments |  |
Notional amount | $ 3,389,000,000 |
Foreign Currency Cash-Flow Hedges |  |
Notional amount | $ 3,389,000,000 |
Derivative |  |
Credit Risk |  |
Minimum number of nationally recognized rating agencies | agency | 2 |
Maximum exposure to credit risk in the event of non performance by counterparties, gross fair value of contracts in asset positions | $ 167,000,000 |
Cash flow hedges |  |
Foreign Currency Cash-Flow Hedges |  |
Amount expected to be reclassified from AOCI into earnings, net of tax, within the next twelve months | 68,000,000 |
Accumulated net gain (loss) on derivative instruments in AOCI, before tax | 139,000,000 | $ 90,000,000
Cash flow hedges | Foreign currency forward contracts |  |
Derivative instruments |  |
Notional amount | 1,588,000,000 |
Foreign Currency Cash-Flow Hedges |  |
Notional amount | 1,588,000,000 |
Derivatives in fair value hedging relationships | Interest rate swap contracts | Senior Notes Due April 2030 |  |
Fair Value Hedges |  |
Notional amount | $ 700,000,000 |
Derivatives in fair value hedging relationships | Interest rate swap contracts | Senior Notes Due April 2030 | LIBOR |  |
Fair Value Hedges |  |
Number of months for LIBOR calculation | 3 months |
Derivatives in fair value hedging relationships | Interest rate swap contracts | Senior Notes One Ninety Five Percent Due 2031 |  |
Fair Value Hedges |  |
Notional amount | $ 300,000,000 |
Derivatives in fair value hedging relationships | Interest rate swap contracts | Senior Notes One Ninety Five Percent Due 2031 | LIBOR |  |
Fair Value Hedges |  |
Number of months for LIBOR calculation | 3 months |
Net investment hedges | Foreign currency forward contracts |  |
Fair Value Hedges |  |
Notional amount | $ 1,037,000,000 |

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