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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) - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2023
Dec. 31, 2022
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]    
Notional/contract amount $ 81,200 $ 67,665
Risk management purposes    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]    
Notional/contract amount 39,183 30,142
Interest rate swap | Fair value swaps - receive fixed/pay floating | Risk management purposes    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]    
Fair value hedge, cumulative increase (decrease) (188) (124)
Discounted fair value hedge, cumulative increase (decrease) 3 4
Notional/contract amount 1,800  
Interest rate swap | Fair value swaps - receive fixed/pay floating | Risk management purposes | Long-term Debt    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]    
Carrying value of hedged items $ 6,111 $ 3,024
Time to maturity (in years) 2 years 9 months 18 days 3 years 10 months 24 days
Receive rate 3.67% 3.52%
Pay rate 5.39% 4.90%