Derivative Instruments And Hedging Activities - Schedule of Interest Rate Swap (Details) - Fair Value Hedging - Interest Rate Swap - USD ($) $ in Millions	12 Months Ended
Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Notional Amount	$ 1,080	$ 1,330
5.50% 2010 Senior Notes, due 2020
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 0	500
Floating Interest Rate	3-month LIBOR
4.50% 2012 Senior Notes, due 2022
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 330	330
Floating Interest Rate	3-month LIBOR
2017 Senior Notes due 2021
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 500	500
Floating Interest Rate	3-month LIBOR
2017 Senior Notes due 2023
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 250	$ 0
Floating Interest Rate	3-month LIBOR

Description of the relevant terms of the derivative. Includes the type of instrument, risk being hedged, notional amount, counterparty, inception date, maturity date, relevant interest rates, strike price, cap price, and floor price.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal or face amount used to calculate payment on derivative.

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General discussion of the entity's interest rate fair value hedge activities.

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