| **Financial Instruments and Commodity Contracts**                       | 3 Months Ended                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               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| **Derivative Instruments and Hedging Activities Disclosure [Abstract]** |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       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| Financial Instruments and Commodity Contracts                           | Financial Instruments and Commodity ContractsDerivative Financial InstrumentsWe use derivative financial instruments as part of our overall interest rate, foreign currency, and commodity risk management strategies to reduce our interest rate exposure, reduce exchange rate risk for transactional exposures denominated in currencies other than the functional currency, and minimize the effect of commodity price volatility. From time to time, we use foreign currency forward and option contracts to manage the risk of exchange rate movements that would affect the value of our foreign currency cash flows. Foreign currency exchange rate movements create a degree of risk by affecting the value of sales made and costs incurred in currencies other than the functional currency. From time to time, we also use commodity forward contracts to manage our exposure to variability in certain commodity prices. In connection with the sale of our 3.0% Senior Subordinated Convertible Notes due 2014 (the "Convertible Notes"), we purchased call options for $125 million. The call options are intended to minimize share dilution associated with the Convertible Notes. As the call options and warrants are indexed to our common stock, we recognized them in permanent equity in Additional paid in capital, and will not recognize subsequent changes in fair value as long as the instruments remain classified as equity. We generally do not enter into derivative financial instruments for speculative or trading purposes and did not during the three months ended January 31, 2013 and 2012. None of our derivatives qualified for hedge accounting treatment during the three months ended January 31, 2013 or 2012.Certain of our derivative contracts contain provisions that require us to provide collateral if certain thresholds are exceeded. No collateral was provided at January 31, 2013 and $1 million was provided as collateral at October 31, 2012. Collateral is generally not required to be provided by our counter-parties for derivative contracts. We manage exposure to counter-party credit risk by entering into derivative financial instruments with various major financial institutions that can be expected to fully perform under the terms of such instruments. We do not anticipate nonperformance by any of the counter-parties. Our exposure to credit risk in the event of nonperformance by the counter-parties is limited to those assets that have been recorded, but have not yet been received in cash. At January 31, 2013 and October 31, 2012, our exposure to the credit risk of others was $2 million and zero, respectively. Our financial services operations may use interest rate swaps or interest rate caps from time to time to manage exposure to fluctuations in interest rates by limiting the amount of fixed rate finance receivables that are funded with variable rate debt. The Mexican financial services operation uses cross currency swaps to limit exposure to fluctuations in the value of the peso, as required under Mexican bank credit facilities.The fair values of all derivatives are recorded as assets or liabilities on a gross basis in our Consolidated Balance Sheets. The fair values of our derivatives and their respective balance sheet locations are presented in the following tables:  January 31, 2013 Asset Derivatives Liability Derivatives(in millions)Location inConsolidated Balance Sheets Fair Value Location inConsolidated Balance Sheets Fair ValueCommodity contractsOther current assets $— Other current liabilities $3Foreign currency contractsOther current assets 2 Other current liabilities 1Total fair value $2   $4         October 31, 2012 Asset Derivatives Liability Derivatives(in millions)Location inConsolidated Balance Sheets Fair Value Location inConsolidated Balance Sheets Fair ValueCommodity contractsOther current assets $— Other current liabilities $3Commodity contractsOther noncurrent assets — Other noncurrent liabilities 2Total fair value $—   $5The location and amount of loss (gain) recognized in income on derivatives are as follows: Location in Consolidated Statements of Operations Three Months Ended January 31,(in millions)2013 2012Cross currency swapsOther expense (income), net $— $1Foreign currency contractsOther expense (income), net 1 (4)Commodity forward contractsCosts of products sold — (1)Total loss (gain) $1 $(4)Foreign Currency ContractsDuring 2013 and 2012, we entered into foreign exchange forward and option contracts as economic hedges of anticipated cash flows denominated in Canadian dollars, Brazilian reais, South African rand and Euros. As of January 31, 2013, we had outstanding option collars with notional amounts of €14 million Euros with maturity dates ranging from January 2013 through April 2013, outstanding forward exchange contracts with notional amounts of C$50 million Canadian dollars and option contracts with notional amounts of C$50 million Canadian dollars with maturities at October 31, 2013. We also had outstanding option collars with notional amounts of R$51 million and R$58 million Brazilian reais with maturities at October 31, 2013. As of October 31, 2012, we had outstanding option collars with notional amounts of €25 million Euros. All of these contracts were entered into to protect against the risk that the eventual cash flows resulting from certain transactions will be affected by changes in exchange rates between the U.S. dollar and the respective foreign currency.Commodity Forward ContractsDuring 2013 and 2012, we entered into commodity forward contracts as economic hedges of our exposure to variability in commodity prices for diesel fuel and steel. As of January 31, 2013, we had outstanding diesel fuel contracts with aggregate notional values of $3 million and outstanding steel contracts with aggregate notional values of $38 million. The commodity forward contracts have maturity dates ranging from January 2013 to December 2013. As of October 31, 2012, we had outstanding diesel fuel contracts with aggregate notional values of $3 million and outstanding steel contracts with aggregate notional values of $61 million. All of these contracts were entered into to protect against the risk that the eventual cash flows related to purchases of the commodities will be affected by changes in prices.Interest-Rate ContractsFrom time to time, we enter into various interest-rate contracts, including interest-rate swaps, interest rate caps, and cross currency swaps. Interest-rate swaps involve the exchange of floating rate for fixed rate interest payments based on the contractual notional amounts in a single currency. As of January 31, 2013 and October 31, 2012, there were no interest rate swaps or caps outstanding. Cross currency swaps involve the exchange of notional amounts and interest payments in different currencies. As of January 31, 2013 and October 31, 2012, the notional amount of our outstanding cross currency swaps was $10 million and $39 million, respectively. We are exposed to interest rate and exchange rate risk as a result of our borrowing activities. The objective of these contracts is to mitigate fluctuations in earnings, cash flows, and fair value of borrowings. |

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| - Definition
The entire disclosure for the entity's entire derivative instruments and hedging activities.  Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising therefrom, and the amounts of and methodologies and assumptions used in determining the amounts of such items.
+ References
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