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Derivative Assets And Liabilities Table - Interest Rate Swaps Outstanding (Details) - USD ($)
$ in Millions

3 Months Ended

Mar. 31, 2021

Dec. 31, 2020

Discussion of Interest Rate Derivative Risk Management Policy

Interest Rate RiskWe are exposed to market risk for changes in interest rates. To maintain a cost effective capital structure, we borrow funds using a mix of fixed rate debt and variable rate debt. We also manage our interest rate exposure by utilizing interest rate swaps to achieve a desired mix of fixed and variable rate debt. We also utilize forward starting interest rate swaps to lock in the rate on a portion of our anticipated debt issuances.

July 2021 [Member]

Description of Interest Rate Derivative Activities

^[1],[2]

Forward-starting to pay a fixed rate of 3.55% and receive a floating rate

Derivative, Notional Amount

^[2]

$ 400

$ 400

July 2022 [Member]

Description of Interest Rate Derivative Activities

^[1],[2]

Forward-starting to pay a fixed rate of 3.80% and receive a floating rate

Derivative, Notional Amount

^[2]

$ 400

$ 400

[1]	Floating rates are based on 3-month LIBOR.
[2]	Represents the effective date. These forward-starting swaps have terms of 30 years with a mandatory termination date the same as the effective date.

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General discussion of the entity's interest rate derivative activities.

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Description of the entity's risk management policy for interest rate derivatives. Includes a description of the items or transactions for which risks are hedged, such as interest rate risk on fixed rate debt.

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