Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Fair Value 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 Interest Rate Swaps [Line Items]
Notional/contract amount	$ 71,681	$ 67,665
Risk management purposes
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]
Notional/contract amount	31,962	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)	(250)	(124)
Discounted fair value hedge, cumulative increase (decrease)	3	4
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	$ 6,049	$ 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	5.39%	4.90%

Carrying value of hedged debt

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- Definition

Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps

+ 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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- Definition

Average variable interest rate related to the group of interest rate derivatives.

+ References

No definition available.

+ Details

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- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1B
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-1B

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1A
-Subparagraph (d)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-1A

+ Details

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- Definition

Amount of cumulative increase (decrease) in fair value of hedged liability in fair value hedge, attributable to hedged risk, remaining after discontinued hedge.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4EE
-Subparagraph (d)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-4EE

+ Details

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Period Type:	instant

- Definition

Amount of cumulative increase (decrease) in fair value of hedged liability in fair value hedge, attributable to hedged risk.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4EE
-Subparagraph (b)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-4EE

+ Details

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- Details

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