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Derivative and Hedging Activities - Information about Interest Rate Swaps Designated as Cash Flow Hedges (Details) - Interest Rate Swap - Cash Flow Hedging - USD ($) $ in Millions | 9 Months Ended | 12 Months Ended
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Sep. 30, 2021 | Dec. 31, 2020
Derivative [Line Items] |  |
Notional amounts | $ 2,250 | $ 2,250
Cash collateral posted | $ 25 | $ 46
Weighted average pay rates | 1.27% | 1.27%
Weighted average receive rates | 0.12% | 0.23%
Weighted average maturity | 1 year 2 months 12 days | 1 year 10 months 24 days

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- Definition Cash collateral posted + References No definition available. + Details
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- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579245-113959 + Details
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