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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 | 12 Months Ended
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Dec. 31, 2021 | Dec. 31, 2020
Weighted Average Remaining Maturity |  | 2 years 1 month 6 days | 2 years 3 months 18 days
Weighted Average Receive Rate | [1] | 1.84% | 1.87%
Weighted Average Pay Rate | [1],[2] | 0.10% | 0.15%
[1] | December 31, 2021 excludes $3.0 billion of forward starting receive fixed swaps that will become effective on their contractual start dates in 2022 and 2023.
[2] | Variable rates paid on receive fixed swaps designated as cash flow 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 Secured Overnight Financing Rate (SOFR) with a spread adjustment.

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- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Average variable interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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