Derivative Instruments (Tables)

6 Months Ended

Feb. 27, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

	Notional or Contractual Amount		Fair Value(1) of
			Assets(2)		Liabilities(3)
As of February 27, 2025
Derivative instruments with hedge accounting designation
Cash flow currency hedges	$	3,937	$	11	$	(91)
Cash flow commodity hedges	465		12		(14)
Fair value currency hedges	2,457		18		—
Fair value interest rate hedges	900		—		(53)
Derivative instruments without hedge accounting designation
Non-designated currency hedges	2,887		28		(5)
			$	69	$	(163)
As of August 29, 2024
Derivative instruments with hedge accounting designation
Cash flow currency hedges	$	3,724	$	57	$	(71)
Cash flow commodity hedges	471		20		(7)
Fair value currency hedges	2,511		—		(41)
Fair value interest rate hedges	900		—		(60)
Derivative instruments without hedge accounting designation
Non-designated currency hedges	2,393		18		(3)
			$	95	$	(182)

(1)Forward and swap contracts are measured at fair value based on market-based observable inputs including market spot and forward rates, interest rates, and credit-risk spreads (Level 2).

(2)Included in receivables and other noncurrent assets.

(3)Included in accounts payable and accrued expenses and other noncurrent liabilities.

Schedule of Gains and Losses on Derivatives

	Quarter Ended				Six months ended
	February 27, 2025		February 29, 2024		February 27, 2025		February 29, 2024
Gain (loss) from cash flow hedges in accumulated other comprehensive income (loss)	$	17	$	(45)	$	(116)	$	(43)
Gain (loss) excluded from effectiveness testing in cost of goods sold	(27)		(34)		(56)		(70)
Gain (loss) reclassified from accumulated other comprehensive income (loss) to earnings, primarily to cost of goods sold	(34)		(56)		(74)		(100)