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Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps) (Details) - USD ($)
$ in Millions
9 Months Ended 12 Months Ended
Sep. 30, 2023
Dec. 31, 2022
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]    
Notional/contract amount $ 71,681 $ 67,665
Risk management purposes    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]    
Notional/contract amount 31,962 30,142
Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Forward Starting Swap | Derivatives designated as hedging instruments    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]    
Notional/contract amount $ 3,300 $ 4,600
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]    
Time to maturity (in years) 4 years 1 month 6 days 4 years 7 months 6 days
Receive rate 2.38% 2.35%
Pay rate 5.36% 4.07%