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, 2019	Dec. 31, 2018
Notional Amount	[1]	$ 29,089	$ 21,557
Cumulative hedging adjustments		189	49
Cumulative hedging adjustments on discontinued hedging relationship		7	8
Risk management purposes
Notional Amount	[1]	7,434	2,927
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap
Notional Amount		3,800
Carrying Value of Hedged Item
Weighted Average Remaining Maturity		3 years 1 month 6 days
Weighted Average Receive Rate		2.04%
Weighted Average Pay Rate	[2]	2.07%
Medium- and long-term debt | Swaps - fair value - receive fixed/pay floating | Risk management purposes | Interest rate swap
Notional Amount		$ 3,325	2,625
Carrying Value of Hedged Item	[3]	$ 3,511	$ 2,663
Weighted Average Remaining Maturity		4 years 8 months 12 days	3 years 10 months 24 days
Weighted Average Receive Rate		3.44%	3.40%
Weighted Average Pay Rate	[2]	3.09%	3.45%

[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 designated as fair value and cash flow hedges are based on one- and six-month LIBOR rates in effect at September 30, 2019 and December 31, 2018.

[3] Included $189 million and $49 million of cumulative hedging adjustments to fair value hedges at September 30, 2019 and December 31, 2018, respectively, which included $7 million and $8 million, respectively, of hedging adjustment on a discontinued hedging relationship.