Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps) (Details) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Derivative, Notional Amount	[1]	$ 34,474		$ 30,134
Risk management purposes
Derivative, Notional Amount	[1]	8,528		8,205
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap
Derivative, Notional Amount		$ 5,550		$ 4,550
Weighted Average Remaining Maturity		2 years 6 months	3 years
Derivative, Average Fixed Interest Rate		1.87%		1.94%
Derivative, Average Variable Interest Rate	[2]	0.16%		1.71%

[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 cash flow hedges are based on one-month LIBOR rates in effect at September 30, 2020 and December 31, 2019.