Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps) (Details) - USD ($) $ in Millions		9 Months Ended	12 Months Ended
		Sep. 30, 2016	Dec. 31, 2015
Notional Amount	[1]	$ 20,436	$ 20,764
Risk management purposes
Notional Amount	[1]	3,245	3,118
Medium- and long-term debt | Swaps - fair value - receive fixed/pay floating | Risk management purposes | Interest rate swap
Notional Amount		$ 2,525	$ 2,525
Weighted Average Remaining Maturity		4 years 7 months 3 days	5 years 27 days
Weighted Average Receive Rate		3.89%	3.89%
Weighted Average Pay Rate	[2]	1.59%	1.11%

[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 September 30, 2016 and December 31, 2015.