Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps) (Details) - USD ($) $ in Millions		6 Months Ended	12 Months Ended
		Jun. 30, 2021	Dec. 31, 2020
Derivative, Notional Amount	[1]	$ 37,684	$ 35,185
Risk management purposes
Derivative, Notional Amount	[1]	8,390	8,642
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap
Derivative, Notional Amount		$ 5,250	$ 5,550
Weighted Average Remaining Maturity		1 year 10 months 24 days	2 years 3 months 18 days
Weighted Average Receive Rate		1.85%	1.87%
Weighted Average Pay Rate	[2]	0.09%	0.15%

[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 June 30, 2021 and December 31, 2020.