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		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
Interest rate swap | Fair Value Hedging [Member] | Risk management purposes | Long-term Debt [Member]
Derivative, Notional Amount		2,650	2,650
Carrying Value of Hedged Item	[2]	$ 2,854	$ 2,928
Weighted Average Remaining Maturity		4 years 1 month 6 days	4 years 7 months 6 days
Weighted Average Receive Rate		3.68%	3.68%
Weighted Average Pay Rate	[3]	1.10%	1.16%

[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 $203 million and $279 million of cumulative hedging adjustments at June 30, 2021 and December 31, 2020, respectively, which included $5 million and $6 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 June 30, 2021 and December 31, 2020.