XML 20 R33.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivatives and Hedging (Tables)
 3 Months Ended
Mar. 31, 2015
Derivatives designated as hedging instruments  
Schedule of aggregate notional amounts and the weighted average interest rates associated with derivatives

 

At March 31, 2015, the aggregate notional amounts and the weighted average interest rates associated with our derivatives designated as hedging instruments were as follows (in millions, except weighted average interest rates):

 

 

 

Pay

 

Receive

 

 

 

Aggregate
notional
amount

 

Fixed or
variable
rate

 

Weighted
average
rate

 

Aggregate
notional
amount

 

Fixed or
variable
rate

 

Weighted
average
rate

 

Interest rate swaps, fair value hedge

 

$
1,500 

 

Variable

 
4.69 

%

$
1,500 

 

Fixed

 
6.25 

%

 

Derivatives designated as hedging instruments | Interest rate swaps  
Derivatives designated as hedging instruments  
Schedule of balance sheet classification and aggregate carrying amount, measured at fair value

 

The balance sheet classification and aggregate carrying amount of our derivatives designated as hedging instruments, measured at fair value, were as follows (in millions):

 

 

 

 

 

March 31,

 

December 31,

 

 

 

Balance sheet classification

 

2015

 

2014

 

Interest rate swaps, fair value hedges

 

Other current assets

 

$
6 

 

$
4 

 

Interest rate swaps, fair value hedges

 

Other assets

 
27 

 
11