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Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Summary of Aggregate Contractual or Notional Amounts and Carrying Values
A summary of the aggregate contractual or notional amounts and carrying values related to derivative financial instruments at December 31, 2025 and 2024 is as follows:
 Contractual/
Notional
Amount		Balance Sheet LocationCarrying Value
Asset(Liability)
December 31, 2025
Hedging instruments
Interest rate swaps - fixed to floating$6,875 Other assets/other liabilities$83 $(44)
Foreign currency forwards251 Other current liabilities— (5)
Subtotal hedging7,126 83 (49)
Non-hedging instruments
Futures/Forwards35 Equity securities/other assets— — 
Subtotal non-hedging35 Subtotal non-hedging— — 
Total derivatives$7,161 Total derivatives83 (49)
Amounts netted(21)21 
Net derivatives$62 $(28)
December 31, 2024
Hedging instruments
Interest rate swaps - fixed to floating$6,475 Other assets/other liabilities$8 $(150)
Foreign currency forwards322 Other current liabilities— (6)
Subtotal hedging6,797 Subtotal hedging8 (156)
Non-hedging instruments
Interest rate swaps5 Other assets/other liabilities— — 
Futures/Forwards124 Equity securities/other assets3 — 
Subtotal non-hedging129 Subtotal non-hedging3 — 
Total derivatives$6,926 Total derivatives11 (156)
Amounts netted(6)6 
Net derivatives$5 $(150)
Schedule of Derivative Instruments A summary of our outstanding fair value hedges at December 31, 2025 and 2024 is as follows:
Type of Fair Value HedgesYear
Entered
Into		Outstanding Notional AmountInterest Rate
Received		Expiration Date
20252024
Interest rate swap2025$150 $— 4.600 %March 15, 2032
Interest rate swap2025250 — 5.000 July 15, 2035
Interest rate swap2024200 200 5.500 April 15, 2032
Interest rate swap20241,000 1,000 4.750 August 15, 2032
Interest rate swap2024600 600 5.150 December 15, 2028
Interest rate swap20241,000 1,000 5.380 December 15, 2033
Interest rate swap2024750 750 4.750 August 15, 2029
Interest rate swap2024750 750 4.950 May 1, 2031
Interest rate swap20241,200 1,200 5.200 August 15, 2034
Interest rate swap2023300 300 5.500 April 15, 2032
Interest rate swap2023150 150 2.550 September 15, 2030
Interest rate swap2023125 125 4.100 September 1, 2027
Interest rate swap2023100 100 2.250 November 15, 2029
Interest rate swap2022150 150 5.500 April 15, 2032
Interest rate swap202275 75 4.100 September 1, 2027
Interest rate swap202275 75 2.250 November 15, 2029
    Total notional amount outstanding
$6,875 $6,475 
Schedule of Amounts Recorded on Consolidated Balance Sheets
The following amounts were recorded on our consolidated balance sheets related to cumulative basis adjustments for fair value hedges at December 31, 2025 and 2024:
Balance Sheet Classification in Which Hedged Item is IncludedCarrying Amount of Hedged LiabilityCumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Liability
2025202420252024
Long-term debt$30,797 $29,218 $39 $(142)
Schedule of Effect of Non-Hedging Derivatives on Income Statement
A summary of the effect of non-hedging derivatives on our consolidated statements of income for the years ended December 31, 2025, 2024 and 2023 is as follows:
Type of Non-hedging DerivativesIncome Statement Location of
Gain (Loss) Recognized		Derivative
(Loss) Gain
Recognized
Year ended December 31, 2025
Interest rate swapsNet losses on financial instruments(1)
FuturesNet losses on financial instruments(1)
Total$(2)
Year ended December 31, 2024
Options (including swaptions)Net losses on financial instruments$(1)
CollarsNet losses on financial instruments14 
FuturesNet losses on financial instruments(3)
Total$10 
Year ended December 31, 2023
Derivatives embedded in convertible securitiesNet losses on financial instruments$(2)
Options (including swaptions)Net losses on financial instruments3 
CollarsNet losses on financial instruments(3)
Futures10 
Total$8