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Derivative Assets And Liabilities Table - Interest Rate Swaps Outstanding (Details) - USD ($) $ in Millions | 3 Months Ended |
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Mar. 31, 2023 | Dec. 31, 2022
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 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 | $ 400
April 2025 |  |  |
Derivative, Notional Amount |  | $ 700 |
[1] | Floating rates are based on SOFR.
[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.In April 2023, USAC entered into an interest rate swap to manage interest rate risk associated with its floating-rate credit facility. The interest rate swap has a notional amount of $700 million and a mandatory termination in April 2025. Under the interest rate swap, USAC is to pay a fixed interest rate of 3.785% and receive floating interest rate payments that are indexed to SOFR.

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