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Fair Value Measurements, Derivative Instruments and Hedging Activities and Financial Risks (Tables)
 12 Months Ended
Nov. 30, 2022
Fair Value Disclosures [Abstract]  
Schedule of Financial Instruments that are Not Measured at Fair Value on a Recurring Basis Financial Instruments that are not Measured at Fair Value on a Recurring Basis
 November 30, 2022November 30, 2021
 Carrying
Value		Fair ValueCarrying
Value		Fair Value
(in millions)Level 1Level 2Level 3Level 1Level 2Level 3
Liabilities
Fixed rate debt (a)$23,542 $— $18,620 $— $19,555 $— $19,013 $— 
Floating rate debt (a)12,074 — 10,036 — 14,415 — 13,451 — 
Total$35,615 $— $28,656 $— $33,970 $— $32,463 $— 
(a)The debt amounts above do not include the impact of interest rate swaps or debt issuance costs. The fair values of our publicly-traded notes were based on their unadjusted quoted market prices in markets that are not sufficiently active to be Level 1 and, accordingly, are considered Level 2. The fair values of our other debt were estimated based on current market interest rates being applied to this debt.
Schedule of Financial Instruments that are Measured at Fair Value on a Recurring Basis
Financial Instruments that are Measured at Fair Value on a Recurring Basis
 November 30, 2022November 30, 2021
(in millions)Level 1Level 2Level 3Level 1Level 2Level 3
Assets
Cash and cash equivalents$4,029 $— $— $8,939 $— $— 
Restricted cash1,988 — — 38 — — 
Short-term investments (a)— — — 200 — — 
Derivative financial instruments— 1 — — 1 — 
Total$6,016 $1 $— $9,177 $1 $— 
Liabilities
Derivative financial instruments$— $— $— $— $13 $— 
Total$— $— $— $— $13 $— 

(a)Short-term investments consist of marketable securities with original maturities of between three and twelve months.
Schedule of Reconciliation of Changes in Carrying Amounts of Goodwill
Goodwill
(in millions)NAA SegmentEA SegmentTotal
At November 30, 2020$579 $228 $807 
Impairment charges— (226)(226)
Exchange movements— (2)(2)
At November 30, 2021579 — 579 
Impairment charges— — — 
At November 30, 2022$579 $— $579 
Schedule of Reconciliation of Changes in Carrying Amounts of Trademarks
Trademarks
(in millions)NAA SegmentEA SegmentTotal
At November 30, 2020$927 $253 $1,180 
Exchange movements— (5)(5)
At November 30, 2021927 248 1,175 
Exchange movements— (24)(24)
At November 30, 2022$927 $224 $1,151 
Schedule of Impairment Charges Included in Other Operating Expenses
The impairment charges summarized in the table below are included in ship and other impairments in our Consolidated Statements of Income (Loss).

 November 30,
(in millions)202220212020
NAA Segment$8 $273 $1,474 
EA Segment421 318 319 
Total ship impairments$428 $591 $1,794 
Schedule of Estimated Fair Values of Derivative Financial Instruments and Location on Consolidated Balance Sheets
  November 30,
(in millions)Balance Sheet Location20222021
Derivative assets
Derivatives designated as hedging instruments
Cross currency swaps (a)Prepaid expenses and other$— $1 
Interest rate swaps (b)Prepaid expenses and other1 — 
Other assets1 — 
Total derivative assets$1 $1 
Derivative liabilities
Derivatives designated as hedging instruments
Cross currency swaps (a)Other long-term liabilities$— $8 
Interest rate swaps (b)Accrued liabilities and other— 3 
Other long-term liabilities— 2 
Total derivative liabilities$— $13 
 
(a)At November 30, 2022, we had no cross-currency swaps. At November 30, 2021, we had a cross currency swap totaling $201 million that was designated as a hedge of our net investment in foreign operations with a euro-denominated functional currency.
(b)We have interest rate swaps designated as cash flow hedges whereby we receive floating interest rate payments in exchange for making fixed interest rate payments. These interest rate swap agreements effectively changed $89 million at November 30, 2022 and $160 million at November 30, 2021 of EURIBOR-based floating rate euro debt to fixed rate euro debt. At November 30, 2022, these interest rate swaps settle through 2025.
Schedule of Offsetting Derivative Instruments Our derivative contracts include rights of offset with our counterparties. We have elected to net certain of our derivative assets and liabilities within counterparties, when applicable.
November 30, 2022
(in millions)Gross AmountsGross Amounts Offset in the Balance SheetTotal Net Amounts Presented in the Balance SheetGross Amounts not Offset in the Balance SheetNet Amounts
Assets$1 $— $1 $— $1 
Liabilities$— $— $— $— $— 
November 30, 2021
(in millions)Gross AmountsGross Amounts Offset in the Balance SheetTotal Net Amounts Presented in the Balance SheetGross Amounts not Offset in the Balance SheetNet Amounts
Assets$1 $— $1 $— $1 
Liabilities$13 $— $13 $— $13 
Schedule of Amounts Recognized in Other Comprehensive Income (Loss) The effect of our derivatives qualifying and designated as hedging instruments recognized in other comprehensive income (loss) and in net income (loss) was as follows:
 November 30,
(in millions)202220212020
Gains (losses) recognized in AOCI:
Cross currency swaps – net investment hedges - included component$72 $(1)$131 
Cross currency swaps – net investment hedges - excluded component$(26)$(6)$(1)
Foreign currency zero cost collars – cash flow hedges$— $— $1 
Foreign currency forwards - cash flow hedges$— $— $53 
Interest rate swaps – cash flow hedges$11 $5 $6 
Gains (losses) reclassified from AOCI – cash flow hedges:
Interest rate swaps – Interest expense, net of capitalized interest$(2)$(5)$(6)
Foreign currency zero cost collars - Depreciation and amortization$2 $2 $1 
Gains (losses) recognized on derivative instruments (amount excluded from effectiveness testing – net investment hedges)
Cross currency swaps – Interest expense, net of capitalized interest$5 $— $12