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Derivative Assets And Liabilities Table - Interest Rate Swaps Outstanding (Details) - USD ($) $ in Millions | 3 Months Ended |
--- | --- | ---
Mar. 31, 2018 | Dec. 31, 2017
March 2019 [Member] |  |  |
Notional Amount |  | $ 300 | $ 300
Type | [1] | Pay a floating rate based on a 3-month LIBOR and receive a fixed rate of 1.42% |
December 2018 [Member] |  |  |
Notional Amount |  | $ 1,200 | 1,200
Type | [1] | Pay a floating rate based on a 3-month LIBOR and receive a fixed rate of 1.53% |
July 2020 [Member] |  |  |
Notional Amount | [2] | $ 400 | 400
Type | [1],[2] | Forward-starting to pay a fixed rate of 3.52% and receive a floating rate |
July 2019 [Member] |  |  |
Notional Amount | [2] | $ 300 | 300
Type | [1],[2] | Forward-starting to pay a fixed rate of 3.64% and receive a floating rate |
July 2018 [Member] |  |  |
Notional Amount | [2] | $ 300 | $ 300
Type | [1],[2] | Forward-starting to pay a fixed rate of 3.76% and receive a floating rate |
[1] | Floating rates are based on 3-month LIBOR.
[2] | Represents the effective date. These forward-starting swaps have a term of 30 years with a mandatory termination date the same as the effective date.

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Description of the types of interest rate derivative instruments used. For example, swaps, caps, floors, collars, and so forth. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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