XML 109 R91.htm IDEA: XBRL DOCUMENT v3.22.0.1
Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Fair Value Swaps) (Details) - Interest Rate Swap [Member] - Swaps - fair value - receive fixed/pay floating - Risk management purposes - Long-term Debt [Member] - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Carrying Value of Hedged Item [1] $ 2,796 $ 2,928
Weighted Average Remaining Maturity 3 years 7 months 6 days 4 years 7 months 6 days
Weighted Average Receive Rate 3.68% 3.68%
Weighted Average Pay Rate [2] 1.08% 1.16%
[1] Included $145 million and $279 million of cumulative hedging adjustments at December 31, 2021 and 2020, respectively, which included $5 million and $6 million, respectively, of hedging adjustment on a discontinued hedging relationship.
[2] Floating rates paid on receive fixed swaps designated as fair value hedges are based on one-month LIBOR rates in effect at December 31, 2021 and 2020. Derivative contracts with maturity dates beyond the LIBOR cessation date will fall back to the daily SOFR with a spread adjustment.