v3.19.3.a.u2

Derivative Instruments (Textuals) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Derivative, Collateral, Right to Reclaim Cash	$ 191	$ 244
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net		1	$ 1
Maximum length of time hedging using interest rate derivative instruments	6 years
Derivative, Net Liability Position, Aggregate Fair Value	$ 153
Collateral Already Posted, Aggregate Fair Value	93
Additional Collateral, Aggregate Fair Value	3
Other Comprehensive Income Loss Derivatives Qualifying As Hedges Tax	2	5	6
(Gain) Loss on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net	2	1	0
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	(26)
Collateral Offset in Current Derivatives Assets	(4)	(58)
Collateral Offset in Long-Term Derivative Assets	(4)	(8)
Collateral Offset in Current Derivative Liabilities	108	49
Collateral Offset in Long-term Derivative Liabilities	14	64
Parent [Member]
Derivatives, Fair Value [Line Items]
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	(72)	(34)	(72)
Noncontrolling Interest [Member]
Derivatives, Fair Value [Line Items]
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	$ (3)	$ (3)	$ (6)

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Collateral Offset in Long-Term Derivative Assets

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The amount of net gain (loss) reclassified into earnings in the period when cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period.

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Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Amount of tax expense (benefit), after reclassification adjustments, of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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