Financial Risk Management Activities (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Gross Notional Amounts of Financial Risk Management Derivative Contracts Outstanding

The gross notional amounts of financial risk management derivative contracts outstanding at December 31, were as follows:

	2017		2016
	(In millions)
Commodity - crude oil (millions of barrels)		42		—
Foreign exchange	$	52	$	785
Interest rate swaps	$	450	$	350

Gross and Net Fair Values of Financial Risk Management Derivative Instruments

The table below reflects the gross and net fair values of the risk management derivative instruments, all of which are based on Level 2 inputs:

	Assets			Liabilities
	(In millions)
December 31, 2017
Derivative Contracts Designated as Hedging Instruments
Commodity - Accounts payable	$	—		$	(7	)
Interest rate - Other assets (noncurrent) and Accounts payable		—			(4	)
Total derivative contracts designated as hedging instruments		—			(11	)
Derivative Contracts Not Designated as Hedging Instruments
Commodity - Accounts payable		—			(2	)
Foreign exchange		1			—
Total derivative contracts not designated as hedging instruments		1			(2	)
Gross fair value of derivative contracts		1			(13	)
Net Fair Value of Derivative Contracts	$	1		$	(13	)
December 31, 2016
Derivative Contracts Designated as Hedging Instruments
Interest rate	$	—		$	—
Total derivative contracts designated as hedging instruments		—			—
Derivative Contracts Not Designated as Hedging Instruments
Foreign exchange - Accounts receivable and Accrued liabilities		9			(1	)
Total derivative contracts not designated as hedging instruments		9			(1	)
Gross fair value of derivative contracts		9			(1	)
Master netting arrangements		(1	)		1
Net Fair Value of Derivative Contracts	$	8		$	—