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Derivative Assets And Liabilities Table - Interest Rate Swaps Outstanding (Details) - USD ($) $ in Millions | 6 Months Ended |
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Jun. 30, 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],[3] | Forward-starting to pay a fixed rate of 3.55% and receive a floating rate |
Derivative, Notional Amount | [2],[3] | $ 0 | $ 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
July 2023 [Domain] |  |  |
Description of Interest Rate Derivative Activities | [1],[2] | Forward-starting to pay a fixed rate of 3.78% and receive a floating rate |
Derivative, Notional Amount | [2] | $ 200 | 0
July 2024 |  |  |
Description of Interest Rate Derivative Activities | [1],[2] | Forward-starting to pay a fixed rate of 3.88% and receive a floating rate |
Derivative, Notional Amount | [2] | $ 200 | $ 0
[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. (3)The July 2021 interest rate swaps were amended in June 2021.
[3] | The July 2021 interest rate swaps were amended in June 2021.

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