Slicers (applies to each fact value in each table cell)

Reporting Entity [Axis]

0001173431 (http://www.sec.gov/CIK)

Debt Disclosure [Abstract]	Period [Axis]
	2015-10-01 - 2016-09-30
Debt Disclosure [Abstract]
Schedule of Long Term Debt	Long-term debt consists of the following (dollars in millions): September 30, 2016   Face Value   Unamortized Discounts and Debt Issuance Costs   Fair Value Adjustment(1)   Net Carrying Value Senior Notes:                 5.600% Notes due 2019   $ 500   $ (2 )   $ 33   $ 531 2.950% Notes due 2022   750   (6 )   —   744 3.625% Notes due 2025   500   (4 )   46   542 Total long-term debt   $ 1,750   $ (12 )   $ 79   $ 1,817 September 30, 2015   Face Value   Unamortized Discounts and Debt Issuance Costs   Fair Value Adjustment(1)   Net Carrying Value Senior Notes:                 5.600% Notes due 2019   $ 500   $ (2 )   $ 40   $ 538 2.950% Notes due 2022   750   (7 )   —   743 3.625% Notes due 2025   500   (4 )   23   519 Total long-term debt   $ 1,750   $ (13 )   $ 63   $ 1,800 (1) Fair value adjustments relate to changes in the fair value of the debt while in a fair value hedging relationship. See "Fair Value Hedging" below.
Fiscal Year Maturities on Long-term Debt Outstanding	Fiscal year maturities on long-term debt outstanding at September 30, 2016 are as follows (dollars in millions): 2017   $ — 2018   — 2019   — 2020   500 2021   — Thereafter   1,250 Total   $ 1,750
Summary of Senior Notes	Key information about the Senior Notes is summarized in the following table (dollars in millions): Description   Date Issued   Maturity Date   Aggregate Principal   Interest Rate 2019 Notes   November 25, 2009   December 1, 2019   $500   5.600% 2022 Notes   March 4, 2015   April 1, 2022   $750   2.950% 2025 Notes   October 17, 2014   April 1, 2025   $500   3.625%
Gains and Losses Resulting from Changes in Fair Value of Interest Rate Swaps and Hedged Fixed Rate Debt [Table Text Block]	The following table summarizes gains and losses resulting from changes in the fair value of interest rate swaps designated as fair value hedges and the hedged fixed-rate debt for the fiscal years indicated (dollars in millions):     2016   2015   2014 Gain (loss) on fair value of interest rate swaps   $ 16   $ 31   $ (20 ) Gain (loss) on fair value of hedged fixed-rate debt   (16 )   (31 )   20 Net gain (loss) recorded in interest on borrowings   $ —   $ —   $ —
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]	The following table summarizes pre-tax losses resulting from changes in the fair value of the forward-starting interest rate swaps for the fiscal years indicated (dollars in millions):     Amount of Loss Recognized in Other Comprehensive Income (Loss) (Effective Portion)     2016   2015   2014 Forward-starting interest rate swaps   $ —   $ (15 )   $ (29 )
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	The following table summarizes the fair value of outstanding derivatives designated as hedging instruments on the Consolidated Balance Sheets (dollars in millions):     Balance Sheet Location   September 30,       2016   2015 Interest rate contracts:             Pay-variable interest rate swaps designated as fair value hedges   Other assets   $ 79   $ 63