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Derivatives - Rating Triggers (Details) - USD ($)
$ in Thousands
Nov. 30, 2019
May 31, 2019
Derivative [Line Items]    
Derivative, Notional Amount $ 10,435,741 $ 10,843,280
Interest rate swaps    
Derivative [Line Items]    
Derivative, Notional Amount 7,610,281  
Assets Needed for Immediate Settlement, Aggregate Fair Value (381,645)  
Assets Received for Immediate Settlement Aggregate Fair Value 0  
Net Asset Needed for Immediate Settlement Aggregate Fair Value (381,645)  
Moody's, A3 Rating Standard Poor's A- rating | Interest rate swaps    
Derivative [Line Items]    
Derivative, Notional Amount [1] 47,955  
Assets Needed for Immediate Settlement, Aggregate Fair Value [1] (9,457)  
Assets Received for Immediate Settlement Aggregate Fair Value [1] 0  
Net Asset Needed for Immediate Settlement Aggregate Fair Value [1] (9,457)  
Moodys Baa 1 Rating Standard Poor's BBB Plus Rating | Interest rate swaps    
Derivative [Line Items]    
Derivative, Notional Amount 6,861,619  
Assets Needed for Immediate Settlement, Aggregate Fair Value (346,099)  
Assets Received for Immediate Settlement Aggregate Fair Value 0  
Net Asset Needed for Immediate Settlement Aggregate Fair Value (346,099)  
Moody's Baa 2 Rating Standard Poor's BBB Rating | Interest rate swaps    
Derivative [Line Items]    
Derivative, Notional Amount [2] 479,629  
Assets Needed for Immediate Settlement, Aggregate Fair Value [2] (13,704)  
Assets Received for Immediate Settlement Aggregate Fair Value [2] 0  
Net Asset Needed for Immediate Settlement Aggregate Fair Value [2] (13,704)  
Moodys Baa3 Rating Standard Poor's BB Rating | Interest rate swaps    
Derivative [Line Items]    
Derivative, Notional Amount 221,078  
Assets Needed for Immediate Settlement, Aggregate Fair Value (12,385)  
Assets Received for Immediate Settlement Aggregate Fair Value 0  
Net Asset Needed for Immediate Settlement Aggregate Fair Value $ (12,385)  
[1] Rating trigger for CFC falls below A3/A-, while rating trigger for counterparty falls below Baa1/BBB+ by Moody’s or S&P, respectively.
[2] Rating trigger for CFC falls to or below Baa2/BBB, while rating trigger for counterparty falls to or below Ba2/BB+ by Moody’s or S&P, respectively.