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Financial Instruments (Tables)
 3 Months Ended
Mar. 31, 2022
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Effects of Derivative Instruments
Pre-tax gains/(losses) recorded in net earnings for economic hedges were:
 For the Three Months Ended
March 31,		Location of Gain/(Loss) Recognized in Earnings
 20222021
 (in millions) 
Currency exchange contracts:
Intercompany loans and forecasted interest payments$(11)$70 Interest and other expense, net
Forecasted transactions
(7)50 Cost of sales
Forecasted transactions
21 (16)Interest and other expense, net
Forecasted transactions
2 2 Selling, general and administrative expenses
Commodity contracts237 94 Cost of sales
Equity method investment
   contracts		— — Gain on equity method investment transactions
Total$242 $200 
Cash flow hedges  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Cash Flow Hedges Effect on Accumulated Other Comprehensive Earnings/(Losses), Net of Taxes
Cash flow hedge activity, net of taxes, within accumulated other comprehensive earnings/(losses) included:
 For the Three Months Ended
March 31,
 20222021
 (in millions)
Accumulated (loss)/gain at beginning of period$(148)$(161)
Transfer of realized losses/(gains) in fair value
   to earnings		25 5 
Unrealized (loss)/gain in fair value27 (3)
Accumulated (loss)/gain at end of period$(96)$(159)
Schedule of Effects of Derivative Instruments
After-tax gains/(losses) reclassified from accumulated other comprehensive earnings/(losses) to net earnings were:
 For the Three Months Ended
March 31,
 20222021
 (in millions)
Currency exchange contracts – forecasted transactions$(2)$— 
Interest rate contracts(23)(5)
Total$(25)$(5)
After-tax gains/(losses) recognized in other comprehensive earnings/(losses) were:
 For the Three Months Ended
March 31,
 20222021
 (in millions)
Currency exchange contracts –
   forecasted transactions		$2 $(1)
Interest rate contracts25 (2)
Total$27 $(3)
Net investment hedges  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Hedges of Net Investments in International Operations
The impacts of the net investment hedge derivative contracts on other comprehensive earnings and net earnings were as follows:
 For the Three Months Ended
March 31,
 20222021
 (in millions)
After-tax gain/(loss) on NIH contracts(1)
$41 $59 

(1)Amounts recorded for unsettled and settled NIH derivative contracts are recorded in the cumulative translation adjustment within other comprehensive earnings. The cash flows from the settled contracts are reported within other investing activities in the condensed consolidated statement of cash flows.
 For the Three Months Ended
March 31,
 20222021
 (in millions)
Amounts excluded from the assessment of
   hedge effectiveness(1)
$22 $20 

(1)We elected to record changes in the fair value of amounts excluded from the assessment of effectiveness in net earnings within interest and other expense, net.
After-tax gains/(losses) related to hedges of net investments in international operations in the form of euro, British pound sterling, Swiss franc and Canadian dollar-denominated debt were recorded within the cumulative translation adjustment section of other comprehensive income and were:
 For the Three Months Ended
March 31,
 20222021
 (in millions)
Euro notes$74 $124 
British pound sterling notes8 (2)
Swiss franc notes6 56 
Canadian notes(4)(5)
Derivative  
Derivative Instruments and Hedging Activities Disclosures [Line Items]  
Schedule of Fair Value of Derivatives Instruments
Derivative instruments were recorded at fair value in the condensed consolidated balance sheets as follows:
 As of March 31, 2022As of December 31, 2021
Asset
Derivatives		Liability
Derivatives		Asset
Derivatives		Liability
Derivatives
 (in millions)
Derivatives designated as
accounting hedges:
Currency exchange contracts$1 $3 $— $— 
Interest rate contracts27 3 27 17 
Net investment hedge derivative contracts (1)
137 51 117 45 
$165 $57 $144 $62 
Derivatives not designated as
   accounting hedges:
Currency exchange contracts$135 $124 $156 $40 
Commodity contracts589 220 387 137 
Equity method investment contracts(2)
— 3 — 3 
$724 $347 $543 $180 
Total fair value$889 $404 $687 $242 
(1)Net investment hedge derivative contracts consist of cross-currency interest rate swaps, forward contracts and options. We also designate some of our non-U.S. dollar denominated debt to hedge a portion of our net investments in our non-U.S. operations. This debt is not reflected in the table above, but is included in long-term debt discussed in Note 8, Debt and Borrowing Arrangements. Both net investment hedge derivative contracts and non-U.S. dollar denominated debt acting as net investment hedges are also disclosed in the Derivative Volume table and the Hedges of Net Investments in International Operations section appearing later in this footnote.
(2)Equity method investment contracts consist of the bifurcated embedded derivative option that was a component of the September 20, 2021 €300 million exchangeable bonds issuance. Refer to Note 8, Debt and Borrowing Arrangements.
Schedule of Derivative Instruments Fair Value and Measurement Inputs
The fair values (asset/(liability)) of our derivative instruments were determined using:
 As of March 31, 2022
 Total
Fair Value of Net
Asset/(Liability)		Quoted Prices in
Active Markets
for Identical
Assets
(Level 1)		Significant
Other Observable
Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)
 (in millions)
Currency exchange contracts$9 $— $9 $— 
Commodity contracts369 213 156 — 
Interest rate contracts24 — 24 — 
Net investment hedge contracts86 — 86 — 
Equity method investment contracts(3)— (3)— 
Total derivatives$485 $213 $272 $— 
 As of December 31, 2021
 Total
Fair Value of Net
Asset/(Liability)		Quoted Prices in
Active Markets
for Identical
Assets
(Level 1)		Significant
Other Observable
Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)
 (in millions)
Currency exchange contracts$116 $— $116 $— 
Commodity contracts251 161 90 — 
Interest rate contracts10 — 10 — 
Net investment hedge contracts71 — 71 — 
Equity method investment contracts(3)— (3)— 
Total derivatives$445 $161 $284 $— 
Schedule of Notional Values of Derivative Instruments
The notional values of our hedging instruments were:
 Notional Amount
 As of March 31, 2022As of December 31, 2021
 (in millions)
Currency exchange contracts:
Intercompany loans and forecasted interest payments
$3,073 $1,891 
Forecasted transactions
4,822 4,831 
Commodity contracts10,281 9,694 
Interest rate contracts1,850 1,850 
Net investment hedges:
Net investment hedge derivative contracts7,306 3,915 
Non-U.S. dollar debt designated as net investment hedges
Euro notes
3,525 3,622 
British pound sterling notes
346 356 
Swiss franc notes
802 811 
Canadian dollar notes
480 475