Hedging Transactions And Derivative Financial Instruments Schedule of Gains (Losses) on Derivative Instruments Reclassified to Earnings (Tables)

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Hedging Transactions And Derivative Financial Instruments Schedule of Gains (Losses) on Derivative Instruments Reclassified to Earnings (Tables)	6 Months Ended
	Jun. 30, 2012
Hedging Transactions and Derivative Financial Instruments [Abstract]
Derivatives and Fair Value [Text Block]	Hedging Transactions and Derivative Financial Instruments The following table shows the amount of gain (loss) included in accumulated other comprehensive income, the amount of gain reclassified from accumulated other comprehensive income and included in earnings related to the foreign currency forward contracts designated as cash flow hedges and the amount of gain included in other income, net related to contracts not designated as hedging instruments, which was reflected in the condensed consolidated statement of operations:       Quarter Ended   Six Months Ended     June 30, 2012   July 2, 2011   June 30, 2012   July 2, 2011     (In millions) Foreign Currency Forward Contracts                 Contracts designated as cash flow hedging instruments                 Other comprehensive income (loss)   $ (1 )   $ (1 )   $ 1   $ (2 ) Research and development   (1 )   1   (1 )   2 Marketing, general and administrative   —   —   —   1 Contracts not designated as hedging instruments                 Other income (expense), net   $ (1 )   $ —   $ —   $ 8 The following table shows the fair value amounts included in prepaid expenses and other current assets should the foreign currency forward contracts be in a gain position or included in accrued liabilities should these contracts be in a loss position. These amounts were recorded in the condensed consolidated balance sheet as follows:       June 30, 2012   December 31, 2011     (In millions) Foreign Currency Forward Contracts         Contracts designated as cash flow hedging instruments   $ (1 )   $ (2 ) Contracts not designated as hedging instruments   $ —   $ —   For the foreign currency contracts designated as cash flow hedges, the ineffective portions of the hedging relationship, and the amounts excluded from the assessment of hedge effectiveness were immaterial. As of June 30, 2012 and December 31, 2011, the notional value of the Company’s outstanding foreign currency forward contracts was $140 million and $141 million, respectively. All the contracts mature within 12 months, and upon maturity the amounts recorded in accumulated other comprehensive income (loss) are expected to be reclassified into earnings. The Company hedges its exposure to the variability in future cash flows for forecasted transactions over a maximum of 12 months. As of June 30, 2012, the Company’s outstanding contracts were in a $1 million net loss position. The Company is required to post collateral should the derivative contracts be in a net loss position exceeding certain thresholds. As of June 30, 2012, the Company was not required to post any collateral.