Derivatives and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summarization for Foreign Currency Forward Purchase and Sale Contracts

The following table summarizes by major currency the notional amounts for foreign currency forward purchase and sale contracts as of December 31, 2019 (all of which mature in 2020):

		Notional Amount in Foreign Currency
British pounds	—Purchase	4
	—Sell	(1	)
Canadian dollars	—Sell	(2	)
European euro	—Sell	(21	)
Japanese yen	—Sell	(251	)
Polish zloty	—Purchase	71
Singapore dollars	—Sell	(17	)
South African rand	—Sell	(49	)
Mexican pesos	—Purchase	14
U.S. dollars	—Purchase	20

Schedule of Derivative Instruments

The following table is a summary of the carrying value of derivative and non-derivative instruments designated as hedges at December 31, 2019 and 2018:

		December 31
	Balance sheets classification	2019		2018
Commodity price hedge contracts designated as cash flow hedges	Accrued expenses and other current liabilities	$	—	$	(2	)
Foreign currency borrowings designated as net investment hedges	Long-term debt	$	850	$	863

The following table represents the effects before reclassification into net income of derivative and non-derivative instruments designated as hedges in accumulated other comprehensive income (loss) at December 31, 2019 and 2018:

	Amount of gain (loss) recognized in accumulated OCI or OCL (effective portion)
	December 31
	2019		2018
Commodity price hedge contracts designated as cash flow hedges	$	1	$	—
Foreign currency borrowings designated as net investment hedges	$	20	$	(3	)