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Derivatives and Hedging Activities (Impact of Hedging Activity) (Details 4) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Dec. 31, 2020
Cash Flow Hedges          
Expected net amount related to cash flow hedges in AOCI that will be reclassified to earnings as a reduction to interest and debt expense within next twelve months     $ 0.5    
Longest period of time over which the entity hedges exposure to the variability in future cash flows     15 years    
Summary of the impact of derivatives designated as fair value hedges          
Interest and debt expense $ 43.0 $ 41.0 $ 85.0 $ 87.0  
Gain (loss) on interest rate contracts designated as fair value hedges, Hedged items       1.0  
Gain (loss) on interest rate contracts designated as fair value hedges, Derivatives designated as fair value hedges       (1.0)  
Net Investment Hedges          
Gain (loss) on net investment hedges recognized in OCI (0.4) $ 0.0 (0.9) $ 5.0  
Credit Risk          
Aggregate fair value of derivative contracts in a net liability position containing such credit contingent instruments 307.0   307.0   $ 326.0
Aggregate fair value of assets posted as collateral for such instruments 299.0   299.0   324.0
Aggregate fair value of additional assets required to be posted or needed to settle the instruments $ 8.0   $ 8.0   $ 2.0