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, 2018	Dec. 31, 2017
Notional Amount	[1]	$ 21,890	$ 20,545
Cumulative hedging adjustments		5	56
Cumulative hedging adjustments on discontinued hedging relationship		8	9
Risk management purposes
Notional Amount	[1]	2,953	2,425
Medium- and long-term debt | Swaps - fair value - receive fixed/pay floating | Risk management purposes | Interest rate swap
Notional Amount		2,625	1,775
Carrying Value of Hedged Item	[2]	$ 2,618	$ 1,822
Weighted Average Remaining Maturity		4 years 2 months 12 days	4 years 7 months 17 days
Weighted Average Receive Rate		3.40%	3.26%
Weighted Average Pay Rate	[3]	3.20%	2.35%

[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] Included $5 million and $56 million of cumulative hedging adjustments at September 30, 2018 and December 31, 2017, respectively, which included $8 million and $9 million, respectively, of hedging adjustment on a discontinued hedging relationship.

[3] Variable rates paid on receive fixed swaps are based on one- and six-month LIBOR rates in effect at September 30, 2018 and six-month LIBOR rates in effect at December 31, 2017.