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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 - Medium- and long-term debt - USD ($)
$ in Millions
 12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Carrying Value of Hedged Item [1] $ 3,024 $ 2,796
Weighted Average Remaining Maturity 3 years 10 months 24 days 3 years 7 months 6 days
Weighted Average Receive Rate 3.52% 3.68%
Weighted Average Pay Rate [2] 4.90% 1.08%
[1] Included $(124) million and $145 million of cumulative hedging adjustments at December 31, 2022 and 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 December 31, 2022 and 2021. Derivative contracts with maturity dates beyond the LIBOR cessation date will fall back to the daily SOFR with a spread adjustment.