Derivative Instruments (Tables)

12 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of location and fair value amounts of cash flow hedges

The following table provides information on the location and fair value amounts of our cash flow hedges as of December 31, 2016 and December 31, 2015:

(in millions)
Balance Sheet Location		December 31, 2016		December 31, 2015
Prepaid and other current assets 1	Foreign exchange forward contracts	$	3	$	1

¹  We use the income approach to measure the fair value of our forward currency forward contracts. The income approach uses pricing models that rely on observable inputs such as forward rates, and therefore are classified as Level 2.

Schedule of pre-tax gains (losses) on cash flow hedges

The following table provides information on the location and amounts of pre-tax gains (losses) on our cash flow hedges for the years ended December 31:

(in millions)	Gain (Loss) Recognized in Accumulated Other Comprehensive Loss (effective portion)						Location of Gain Reclassified from Accumulated Other Comprehensive Loss into Income (effective portion)	Gain (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (effective portion)
Cash flow hedges - designated as hedging instruments	2016		2015		2014			2016		2015		2014
Foreign exchange forward contracts	$	3	$	—	$	2	Selling and general expenses	$	4	$	—	$	—

Schedule of cash flow hedges included in AOCI

The activity related to the change in unrealized gains (losses) in accumulated other comprehensive loss was as follows for the years ended December 31:

(in millions)	Year ended December 31,
	2016			2015			2014
Net unrealized gains (losses) on cash flow hedges, net of taxes, beginning of year	$	(1	)	$	(1	)	$	(3	)
Change in fair value, net of tax	7			—			2
Reclassification into earnings, net of tax	(4		)	—			—
Net unrealized gains (losses) on cash flow hedges, net of taxes, end of year	$	2		$	(1	)	$	(1	)