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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 | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2022 | Dec. 31, 2021
Carrying Value of Hedged Item | [1] | $ 3,016 | $ 2,796
Weighted Average Remaining Maturity |  | 4 years 2 months 12 days | 3 years 7 months 6 days
Weighted Average Receive Rate |  | 3.52% | 3.68%
Weighted Average Pay Rate | [2] | 3.87% | 1.08%
[1] | Included $(132) million and $145 million of cumulative hedging adjustments at September 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 September 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.

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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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