Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps) (Details) - USD ($) $ in Millions		Jun. 30, 2024		Dec. 31, 2023
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]
Notional/contract amount	[1]	$ 72,768		$ 70,737
Risk management purposes
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]
Notional/contract amount	[1]	32,087		31,710
Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Forward Starting Swap | Derivatives designated as hedging instruments
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]
Notional/contract amount		$ 750	[2]	$ 2,000
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]
Receive rate	[3]	2.50%		2.43%
Pay rate	[3],[4]	5.36%		5.38%

[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] June 30, 2024 included $750 million of forward starting swaps that will become effective on their contractual start dates in 2024.

[3] Excludes forward starting swaps not effective as of the period shown. June 30, 2024 excluded $750 million of forward starting swaps. December 31, 2023 excluded $2.0 billion of forward starting swaps.

[4] Variable rates paid on receive fixed swaps designated as cash flow hedges are based on BSBY or Secured Overnight Financing Rate (SOFR) rates in effect at June 30, 2024 and December 31, 2023.