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Derivative Assets And Liabilities Table - Interest Rate Swaps Outstanding (Details) - USD ($)
$ in Millions
 6 Months Ended
Jun. 30, 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 2021 [Member]    
Notional Amount $ 400 0
Type Forward-starting to pay a fixed rate of 3.55% and receive a floating rate  
July 2019 [Member]    
Notional Amount [2] $ 400 300
Type [1],[2] Forward-starting to pay a fixed rate of 3.56% and receive a floating rate  
July 2018 [Member]    
Notional Amount [2] $ 0 $ 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.