Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2012		Dec. 31, 2011
Notional Amount	$ 20,538	[1]	$ 17,723	[1]
Risk Management Purposes [Member]
Notional Amount	1,710	[1]	1,679	[1]
Swaps - Fair Value Hedge - Receive Fixed/Pay Floating [Member] | Risk Management Purposes [Member] | Interest Rate Contracts [Member] | Medium- and Long-Term Debt Designation [Member]
Notional Amount	$ 1,450		$ 1,450
Weighted Average Remaining Maturity (in years)	4.9		5.4
Weighted Average Receive Rate	5.45%		5.45%
Weighted Average Pay Rate	0.74%	[2]	0.60%	[2]

[1] Notional or contract amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets

[2] Variable rates paid on receive fixed swaps are based on prime and six-month LIBOR rates in effect at June 30, 2012 and December 31, 2011.