Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps) (Details) - Variable rate loans - Swaps - cash flow - receive fixed/pay floating rate - Risk management purposes - Cash flow swap		3 Months Ended	12 Months Ended
		Mar. 31, 2022	Dec. 31, 2021
Weighted Average Remaining Maturity		3 years 2 months 12 days	2 years 1 month 6 days
Weighted Average Receive Rate	[1]	1.78%	1.84%
Weighted Average Pay Rate	[1],[2]	0.21%	0.10%

[1] March 31, 2022 excluded $5.5 billion of forward starting swaps that will become effective on their contractual start dates in 2022 and 2023. December 31, 2021 excluded $3.0 billion of forward starting swaps.

[2] Variable rates paid on receive fixed swaps designated as cash flow hedges are based on either one-month LIBOR or one-month BSBY rates in effect at March 31, 2022 and December 31, 2021. Derivative contracts with maturity dates beyond the LIBOR cessation date will fall back to the daily Secured Overnight Financing Rate (SOFR) with a spread adjustment.