DERIVATIVE INSTRUMENTS - BALANCE SHEET CLASSIFICATION (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss	$ (305)	$ (303)
Fuel hedge contracts [Member] \| Derivative Instruments Not Designated as Hedges [Member] \| Fuel Hedge Contracts, Current [Member]
Derivatives, Fair Value [Line Items]
Derivative Assets, Current	17	2
Fuel hedge contracts [Member] \| Derivative Instruments Not Designated as Hedges [Member] \| Fuel Hedge Contracts, Noncurrent [Member]
Derivatives, Fair Value [Line Items]
Derivative Assets, Noncurrent	3	2
Interest rate swaps agreements [Member] \| Derivative Instruments Designated as Hedges [Member] \| Other Accrued Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liabilities, Current	(5)	(5)
Interest rate swaps agreements [Member] \| Derivative Instruments Designated as Hedges [Member] \| Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liabilities, Noncurrent	0	(13)
Interest rate swaps agreements [Member] \| Derivative Instruments Designated as Hedges [Member] \| Accumulated Other Comprehensive Loss [Member]
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss	$ 5	$ 18

Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.

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