Financial Instruments and Fair Value Measurements, Summary of cash flow hedges (Details) - Cash flow hedge [Member] - USD ($) $ in Millions	1 Months Ended		6 Months Ended
	May 31, 2020	Jan. 31, 2020	Jun. 30, 2020	Dec. 31, 2019
Interest expense [Member]
Derivative [Line Items]
Pre-tax unrealized gain (loss) to be reclassified to earnings over the next twelve months			$ (6)
Foreign currency [Member]
Derivative [Line Items]
Notional value			$ 2,005	$ 2,300
Foreign currency [Member] | Minimum [Member]
Derivative [Line Items]
Expiration date			2021
Foreign currency [Member] | Maximum [Member]
Derivative [Line Items]
Expiration date			2027
Interest rates [Member]
Derivative [Line Items]
Notional value	$ 2,000	$ 1,000	$ 1,500	1,500
Description of interest rate cash flow hedge activity		In January 2020, we amended previously existing forward-starting interest rate swaps with a total notional amount of $1,000 million (the “Swaps”) to extend their maturities to July 2023 and April 2024.
Cash received on settlement of hedge	$ 346
Interest rates [Member] | Other assets [Member]
Derivative [Line Items]
Derivative collateral related to the liability position held with counterparties			$ 238
Interest rates [Member] | Minimum [Member]
Derivative [Line Items]
Expiration date			2021
Maturity year	2021
Interest rates [Member] | Maximum [Member]
Derivative [Line Items]
Expiration date			2024
Maturity year	2024
Commodities [Member]
Derivative [Line Items]
Notional value			$ 51	$ 0
Commodities [Member] | Minimum [Member]
Derivative [Line Items]
Expiration date			2021
Commodities [Member] | Maximum [Member]
Derivative [Line Items]
Expiration date			2022
Cross currency interest rate [Member]
Derivative [Line Items]
Notional value	$ 1,705
Description of cross currency swap cash flow hedge activities	Concurrent with the settlement of the swaps, we entered into $1,705 million cross-currency interest rate swaps with euro notional amounts and maturity dates matching the original swaps