The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Derivative Instruments and Fair Value Measurements - Narrative (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Oct. 01, 2022	Oct. 02, 2021	Oct. 01, 2022	Oct. 02, 2021
Derivative [Line Items]
Net deferred losses reported in AOCI to be reclassified into income in the next twelve months			$ (18)
Collateral posted	$ 0		0
Gain (loss) recognized in AOCI	260	$ 87	616	$ 175
Unrealized gain (loss) on cash flow hedges, pre-tax	62	3	213	42
Concentration Risk, Credit Risk, Financial Instrument, Maximum Exposure			254
Reclassification to net income, pre-tax	14	(4)	6	(19)
Net Investment Hedging
Derivative [Line Items]
Gain (loss) recognized in AOCI	260	87	616	175
Exchange-traded commodity
Derivative [Line Items]
Margin deposits	34		34
Cross currency interest rate contract \| Net Investment Hedging
Derivative [Line Items]
Gain (loss) recognized in AOCI			37
Interest expense \| Cash Flow Hedging
Derivative [Line Items]
Unrealized gain (loss) on cash flow hedges, pre-tax	83		165
Reclassification to net income, pre-tax	18
Interest expense \| Cross currency interest rate contract \| Net Investment Hedging
Derivative [Line Items]
Gain (loss) recognized in AOCI	$ 123	$ 30	$ 277	$ 47