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Derivative Instruments and Hedging Activities - Rating Triggers (Details) - Interest rate swaps
$ in Thousands
Feb. 28, 2022
USD ($)
Derivative [Line Items]  
Notional Amount $ 5,855,111
Payable Due from CFC (247,052)
Receivable Due to CFC 0
Net Payable (247,052)
Moody's, A3 Rating Standard Poor's A- Rating  
Derivative [Line Items]  
Notional Amount 36,110
Payable Due from CFC (5,726)
Receivable Due to CFC 0
Net Payable (5,726)
Moodys Baa 1 Rating Standard Poor's BBB Plus Rating  
Derivative [Line Items]  
Notional Amount 5,524,597
Payable Due from CFC (231,423)
Receivable Due to CFC 0
Net Payable (231,423)
Moody's Baa 2 Rating Standard Poor's BBB Rating  
Derivative [Line Items]  
Notional Amount 294,404
Payable Due from CFC (9,903)
Receivable Due to CFC 0
Net Payable $ (9,903)