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Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps) (Details) - USD ($)
$ in Millions
 12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Derivative, Notional Amount [1] $ 70,737 $ 67,665
Risk management purposes    
Derivative, Notional Amount [1] $ 31,710 $ 30,142
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap    
Weighted Average Remaining Maturity 3 years 10 months 24 days  
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk Management Derivatives Member | Interest rate swap    
Weighted Average Receive Rate 2.43% 2.35%
Weighted Average Pay Rate [2] 5.38% 4.07%
Medium- and long-term debt | Swaps - fair value - receive fixed/pay floating | Risk management purposes | Interest rate swap    
Weighted Average Remaining Maturity 3 years 1 month 6 days 3 years 10 months 24 days
Medium- and long-term debt | Swaps - fair value - receive fixed/pay floating | Risk Management Derivatives Member | Interest rate swap    
Carrying Value of Hedged Item [3] $ 6,206 $ 3,024
Weighted Average Receive Rate 3.67% 3.52%
Weighted Average Pay Rate [4] 5.74% 4.90%
[1] Notional or contractual amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected on the Consolidated Balance Sheets.
(b)December 31, 2023 included $2.0 billion of forward starting swaps that will become effective on their contractual start dates in 2024.
[2] Variable rates paid on receive fixed swaps designated as cash flow hedges were based on BSBY or SOFR rates in effect at December 31, 2023 and LIBOR, BSBY or SOFR rates in effect at December 31, 2022.
[3] Included $(93) million and $(124) million of cumulative hedging adjustments at December 31, 2023 and 2022, respectively, which included $3 million and $4 million, respectively, of hedging adjustment on a discontinued hedging relationship.
[4] Floating rates paid on receive fixed swaps designated as fair value hedges were based on SOFR rates in effect at December 31, 2023 and SOFR and LIBOR rates in effect at December 31, 2022.