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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.

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- Definition Carrying value of hedged debt + References No definition available. + Details
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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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