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Derivative Assets And Liabilities Table - Interest Rate Swaps Outstanding (Details) - USD ($)
$ in Millions
 9 Months Ended
Sep. 30, 2022
Dec. 31, 2021
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 utilize forward starting interest rate swaps to lock in the rate on a portion of our anticipated debt issuances.  
July 2022 [Member]    
Description of Interest Rate Derivative Activities [1],[2] Forward-starting to pay an average fixed rate of 3.80% and receive a floating rate  
Derivative, Notional Amount [2] $ 0 $ 400
July 2023 [Domain]    
Description of Interest Rate Derivative Activities [1],[2] Forward-starting to pay an average fixed rate of 3.845% and receive a floating rate  
Derivative, Notional Amount [2] $ 400 200
July 2024    
Description of Interest Rate Derivative Activities [1],[2] Forward-starting to pay an average fixed rate of 3.512% and receive a floating rate  
Derivative, Notional Amount [2] $ 400 $ 200
[1] Floating rates are based on either SOFR or 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.