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