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Derivative Instruments and Hedging Activities - Rating Triggers (Details) - USD ($)
$ in Thousands
Aug. 31, 2022
May 31, 2022
Derivative [Line Items]    
Notional Amount $ 7,979,761 $ 8,061,631
Interest rate swaps    
Derivative [Line Items]    
Notional Amount 5,813,296  
Payable Due from CFC (12,301)  
Receivable Due to CFC 142,964  
Net Receivable (Payable) 130,663  
Moody's, A3 Rating Standard Poor's A- Rating | Interest rate swaps    
Derivative [Line Items]    
Notional Amount 36,110  
Payable Due from CFC (2,944)  
Receivable Due to CFC 0  
Net Receivable (Payable) (2,944)  
Moodys Baa 1 Rating Standard Poor's BBB Plus Rating | Interest rate swaps    
Derivative [Line Items]    
Notional Amount 5,454,822  
Payable Due from CFC (9,357)  
Receivable Due to CFC 131,658  
Net Receivable (Payable) 122,301  
Moody's Baa 2 Rating Standard Poor's BBB Rating | Interest rate swaps    
Derivative [Line Items]    
Notional Amount 322,364  
Payable Due from CFC 0  
Receivable Due to CFC 11,306  
Net Receivable (Payable) $ 11,306