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	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012
Notional Amount	$ 20,538	[1]	$ 21,781	[1]
Risk Management Purposes [Member]
Notional Amount	1,703	[1]	1,925	[1]
Swaps - Fair Value Hedge - Receive Fixed/Pay Floating [Member] | Risk Management Purposes [Member] | Interest Rate Swap [Member] | Medium- and Long-Term Debt Designation [Member]
Notional Amount	$ 1,450		$ 1,450
Weighted Average Remaining Maturity	3 years 5 months 0 days		4 years 5 months 0 days
Weighted Average Receive Rate	5.45%		5.45%
Weighted Average Pay Rate	0.38%	[2]	0.62%	[2]

[1] Notional or contractual 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 six-month LIBOR rates in effect at December 31, 2013 and 2012.