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Derivative Instruments and Hedging Activities - Information Regarding The Location And Amount Of Pretax (Gains) Losses Of Derivatives Designated In Fair Value Or Cash Flow Hedging Relationships (Details) - Designated as Hedging Instrument [Member] - USD ($)
$ in Millions
 3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Other Comprehensive Income        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments, Net, Pretax $ (76) $ 614 $ (170) $ 418
Other Comprehensive Income | Cash Flow Hedging [Member]        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments, Net, Pretax [1] 4 (28) (15) (11)
Other Comprehensive Income | Net Investment Hedging [Member]        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments, Net, Pretax [2] 14 (59) (6) (29)
Financial expenses [Member]        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments, Net, Pretax 206 236 425 507
Financial expenses [Member] | Cash Flow Hedging [Member]        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments, Net, Pretax [1] (1)   (1) (1)
Financial expenses [Member] | Net Investment Hedging [Member]        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments, Net, Pretax [2] (7) $ (9) (15) $ (16)
Financial expenses [Member] | Fair Value Hedging [Member]        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments, Net, Pretax [3] $ 1   $ 1  
[1] With respect to cross-currency swap agreements, Teva recognized gains which mainly reflect the differences between the fixed interest rate and the floating interest rate.
[2] In each of the first and second quarters of 2017, Teva entered into a cross currency swap agreement with a notional amount of $500 million maturing in 2020. These cross currency swaps were designated as a net investment hedge of Teva’s foreign subsidiaries euro denominated net assets, in order to reduce the risk of adverse exchange rate fluctuations. With respect to these cross currency swap agreements, Teva recognized gains which mainly reflect the differences between the float-for-float interest rates paid and received. No amounts were reclassified from AOCI into income related to the sale of a subsidiary.
[3] In the fourth quarter of 2016, Teva entered into an interest rate swap agreement designated as fair value hedge relating to its 2.8% senior notes due 2023 with respect to $500 million notional amount of outstanding debt. With respect to this interest rate swap agreement, Teva recognized a loss which mainly reflects the differences between the fixed interest rate and the floating interest rate.