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Derivative And Credit-Related Financial Instruments Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Fair Value Swaps) (Details) - Interest rate swap - Swaps - fair value - receive fixed/pay floating - Risk management purposes - Long-term Debt [Member] - USD ($)
$ in Millions
 6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Carrying Value of Hedged Item [1] $ 2,630 $ 2,796
Weighted Average Remaining Maturity 3 years 1 month 6 days 3 years 7 months 6 days
Weighted Average Receive Rate 3.68% 3.68%
Weighted Average Pay Rate [2] 2.19% 1.08%
[1] Included $(22) million and $145 million of cumulative hedging adjustments at June 30, 2022 and December 31, 2021, respectively, which included $4 million and $5 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 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.