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Derivative Instruments and Hedging Activities - Rating Triggers (Details) - USD ($)
$ in Thousands
Feb. 28, 2023
May 31, 2022
Derivative [Line Items]    
Notional Amount $ 7,450,714 $ 8,061,631
Interest rate swaps    
Derivative [Line Items]    
Notional Amount 5,343,059  
Payable Due from CFC (2,291)  
Receivable Due to CFC 295,367  
Net Receivable (Payable) 293,076  
Moody's, A3 Rating Standard Poor's A- Rating | Interest rate swaps    
Derivative [Line Items]    
Notional Amount 30,930  
Payable Due from CFC (1,292)  
Receivable Due to CFC 0  
Net Receivable (Payable) (1,292)  
Moodys Baa 1 Rating Standard Poor's BBB Plus Rating | Interest rate swaps    
Derivative [Line Items]    
Notional Amount 4,992,690  
Payable Due from CFC (999)  
Receivable Due to CFC 273,349  
Net Receivable (Payable) 272,350  
Moody's Baa 2 Rating Standard Poor's BBB Rating | Interest rate swaps    
Derivative [Line Items]    
Notional Amount 319,439  
Payable Due from CFC 0  
Receivable Due to CFC 22,018  
Net Receivable (Payable) $ 22,018