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		6 Months Ended	12 Months Ended
		Jun. 30, 2022	Dec. 31, 2021
Weighted Average Remaining Maturity		4 years 8 months 12 days	2 years 1 month 6 days
Weighted Average Receive Rate	[1]	1.95%	1.84%
Weighted Average Pay Rate	[1],[2]	1.00%	0.10%

[1] Excludes forward starting swaps not effective as of the period shown. June 30, 2022 excluded $9.7 billion of forward starting swaps. 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 one-month LIBOR, BSBY or Secured Overnight Financing Rate (SOFR) rates in effect at June 30, 2022 and December 31, 2021. Derivative contracts with maturity dates beyond the LIBOR cessation date will fall back to the daily SOFR with a spread adjustment.