Derivative And Credit-Related Financial Instruments Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Fair Value Swaps) (Details) - USD ($) $ in Millions		9 Months Ended	12 Months Ended
		Sep. 30, 2020	Dec. 31, 2019
Derivative, Notional Amount	[1]	$ 34,474	$ 30,134
Risk management purposes
Derivative, Notional Amount	[1]	8,528	8,205
Interest rate swap | Fair Value Hedging [Member] | Risk management purposes | Long-term Debt [Member]
Derivative, Notional Amount		2,650	3,325
Carrying value of hedged items	[2]	$ 2,954	$ 3,469
Weighted Average Remaining Maturity		4 years 10 months 24 days	4 years 7 months 6 days
Derivative, Average Fixed Interest Rate		3.68%	3.44%
Derivative, Average Variable Interest Rate	[3]	1.16%	2.80%

[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] Included $305 million and $146 million of cumulative hedging adjustments at September 30, 2020 and December 31, 2019, respectively, which included $6 million and $7 million, respectively, of hedging adjustment on a discontinued hedging relationship.

[3] Variable rates paid on receive fixed swaps designated as fair value hedges are based on one- and six-month LIBOR rates in effect at September 30, 2020 and December 31, 2019.