Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Notional Amount	[1]	$ 20,545	$ 20,051
Risk management purposes
Notional Amount	[1]	2,425	2,992
Medium- and Long-term Debt | Swaps - fair value - receive fixed/pay floating | Risk management purposes | Interest rate swap
Notional Amount		$ 1,775	$ 2,275
Weighted Average Remaining Maturity		4 years 7 months 17 days	4 years 6 months 12 days
Weighted Average Receive Rate		3.26%	3.69%
Weighted Average Pay Rate	[2]	2.35%	1.80%

[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, 2017 and 2016.