Derivatives and Hedging Instruments (Tables)

3 Months Ended

Mar. 31, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following tables provide information on the location and amounts of derivative fair values in the Condensed Consolidated Balance Sheets:

	Fair Values of Derivative Instruments
	March 31, 2012					March 31, 2012
In millions	Balance Sheet Location	Notional Amount		Fair Value		Balance Sheet Location	Notional Amount		Fair Value
Derivatives designated as hedging instruments
Interest rate swap	Other current assets	$	—	$	—	Other current liabilities	$	560	$	8
Foreign exchange forward and option contracts	Other current assets	129		1		Other current liabilities	63		1
Total derivatives designated as hedging instruments				$	1				$	9
Derivatives not designated as hedging instruments
Foreign exchange forward and option contracts	Other current assets	$	165	$	1	Other current liabilities	$	279	$	4
Total derivatives not designated as hedging instruments				1					4
Total derivatives				$	2				$	13
	Fair Values of Derivative Instruments
	December 31, 2011					December 31, 2011
In millions	Balance Sheet Location	Notional Amount		Fair Value		Balance Sheet Location	Notional Amount		Fair Value
Derivatives designated as hedging instruments
Interest rate swap	Other current assets	$—		$—		Other current liabilities	$560		$9
Foreign exchange forward and option contracts	Other current assets	166		6		Other current liabilities	58		—
Total derivatives designated as hedging instruments				$6					$9
Derivatives not designated as hedging instruments
Foreign exchange forward and option contracts	Other current assets	$114		$—		Other current liabilities	$70		$3
Total derivatives not designated as hedging instruments				—					3
Total derivatives				$6					$12

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The effect of derivative instruments on the Condensed Consolidated Statement of Operations for the three months ended March 31, 2012 and 2011 were as follows:

In millions	Amount of Gain (Loss) Recognized in Other Comprehensive Income (OCI) on Derivative  (Effective Portion)			Amount of Gain (Loss) Reclassified from  AOCI into the Condensed Consolidated Statement of Operations (Effective Portion)			Amount of Gain (Loss) Recognized in the Condensed Consolidated Statement of Operations (Ineffective Portion and Amount Excluded from Effectiveness Testing)
Derivatives in  Cash Flow Hedging Relationships	For the three months ended March 31, 2012	For the three months ended March 31, 2011	Location of Gain (Loss) Reclassified from AOCI into the Condensed Consolidated Statement of Operations (Effective Portion)	For the three months ended March 31, 2012	For the three months ended March 31, 2011	Location of Gain (Loss) Recognized in the Condensed Consolidated Statement of Operations (Ineffective Portion and Amount Excluded from Effectiveness Testing)	For the three months ended March 31, 2012	For the three months ended March 31, 2011
Interest rate swap	$1	$—	Interest expense	$—	$—	Interest expense	$—	$—
Foreign exchange forward and option contracts	$(6)	$(9)	Cost of products	$—	$—	Other (expense) income, net	$—	$—

In millions		Amount of Gain (Loss) Recognized in the Condensed Consolidated Statement of Operations
Derivatives not Designated as Hedging Instruments	Location of Gain (Loss) Recognized in the Condensed Consolidated Statement of Operations	For the three months ended March 31, 2012	For the three months ended March 31, 2011
Foreign exchange forward contracts	Other (expense) income, net	$(3)	$(1)
Foreign exchange forward contracts	Cost of products	$(3)	$—