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Fair Value Measurements (Tables)
 6 Months Ended
Jun. 30, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of gains (loss) on interest rate swap contracts
The following table shows the gains (loss) and interest expense recognized on our interest rate swap contracts:
 
Three Months Ended
 
Six Months Ended
 
June 30,
 
June 30,
 
2019
 
2018
 
2019
 
2018
(Loss) gain recorded in accumulated other comprehensive loss, net of tax
$
(11
)
 
$
4

 
$
(16
)
 
$
6

Interest expense recorded related to interest rate swap contracts
—

 
1

 
—

 
2
Schedule of the effect of interest rate swap contracts designated as cash flow hedges
The following table shows the effect of interest rate swap contracts designated as cash flow hedges on the consolidated statements of operations:
 
Three Months Ended June 30,
 
Six Months Ended June 30,
 
2019
 
2018
 
2019
 
2018
 
Interest expense
 
Interest expense
Total interest expense which reflects the effects of cash flow hedges
$
(147
)
 
$
(146
)
 
$
(301
)
 
$
(301
)
Hedged item
(5
)
 
(5
)
 
(10
)
 
(7
)
Derivative designated as hedging instrument
5

 
4

 
10

 
5
Fair value of liabilities measured on recurring basis
The following table shows the fair value of our hedges:
 
Balance Sheet Line Item
 
June 30, 2019
 
December 31, 2018
Interest rate swaps (1)(3)
Other liabilities
 
$
17

 
$
—

Cross-currency interest rate swaps (2)(3)
Other assets
 
29

 
18

(1) Losses of $11 million and $17 million for the three and six months ended June 30, 2019, respectively, are reflected in Derivative financial instrument unrealized (loss) gain in Other comprehensive loss.
(2) Loss of $5 million and gain of $11 million for the three and six months ended June 30, 2019, respectively, are reflected in Foreign currency translation gain (loss) in Other comprehensive loss.
(3) Inputs used to measure the fair value of our interest rate swap contracts are categorized as Level 2 in the fair value hierarchy.