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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 - Fair value swaps - receive fixed/pay floating - Risk management purposes - USD ($)
$ in Millions
 3 Months Ended 12 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Fair value hedge, cumulative increase (decrease) $ (66) $ (124)
Discounted fair value hedge, cumulative increase (decrease) 3 4
Long-term Debt    
Carrying value of hedged items [1] $ 7,084 $ 3,024
Time to maturity (in years) 3 years 6 months 3 years 10 months 24 days
Receive rate 3.67% 3.52%
Pay rate [2] 5.22% 4.90%
[1] Included $(66) million and $(124) million of cumulative hedging adjustments at March 31, 2023 and December 31, 2022, respectively, which included $3 million and $4 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 or SOFR rates in effect at March 31, 2023 and December 31, 2022. Derivative contracts with maturity dates beyond the LIBOR cessation date will fall back to the daily SOFR with a spread adjustment.