Derivatives and Hedging (Tables)

9 Months Ended

Sep. 30, 2012

Derivatives and Hedging

Notional and fair values of derivative instruments

	NotionalAmount				DerivativeAssets (1)				DerivativeLiabilities (2)
(in millions)	September30, 2012		December31, 2011		September30, 2012		December31, 2011		September30, 2012		December31, 2011
Derivatives accounted for as hedges:
Interest rate contracts	$	342	$	702	$	16	$	16	$	-	$	-
Foreign exchange contracts	1,224		1,297		224		140		283		188
Total	1,566		1,999		240		156		283		188
Derivatives not accounted for as hedges:
Foreign exchange contracts	187		246		2		1		1		1
Total	$	1,753	$	2,245	$	242	$	157	$	284	$	189

(1)Included within Other current assets or Other non-current assets

(2)Included within Other current liabilities or Other non-current liabilities

Derivative gains (losses)

	ThreemonthsendedSeptember 30,						NinemonthsendedSeptember 30,
(in millions)	2012			2011			2012			2011
Gain (Loss) recognized in Accumulated Other Comprehensive Loss:
Cash Flow Hedges:
Interest rate contracts (1)	$	-		$	1		$	-		$	(1	)
Foreign exchange contracts (2)	16			(10		)	(14		)	(31		)
Total	16			(9		)	(14		)	(32		)
Foreign Net Investment Hedges:
Foreign exchange contracts	$	3		$	13		$	4		$	(4	)
Gain (Loss) reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion):
Cash Flow Hedges:
Interest rate contracts (1)	$	-		$	-		$	-		$	1
Foreign exchange contracts (2)	(7		)	3			(23		)	(12		)
Total	(7		)	3			(23		)	(11		)
Foreign Net Investment Hedges:
Foreign exchange contracts	$	-		$	-		$	-		$	-

(1)Included within Fiduciary investment income and Interest expense

(2)Included within Other (expense) income and Interest expense

	ThreemonthsendedSeptember30,						NinemonthsendedSeptember30,
	AmountofGain(Loss) RecognizedinIncomeon Derivative(1)			AmountofGain(Loss) RecognizedinIncomeon RelatedHedgeItem(2)			AmountofGain(Loss) RecognizedinIncomeon Derivative(1)		AmountofGain(Loss) RecognizedinIncomeon RelatedHedgeItem(2)
	2012		2011	2012	2011		2012	2011	2012	2011
Fair value hedges:
Foreign exchange contracts	(3	)	2	3	(3	)	-	-	-	1

(1)Relates to fixed rate debt

(2)Included in Interest expense