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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, 2024 | Dec. 31, 2023
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items] |  |  |  |
Notional/contract amount | [1] | $ 81,434 |  | $ 70,737
Risk management purposes |  |  |  |
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items] |  |  |  |
Notional/contract amount | [1] | 36,860 |  | 31,710
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 |  | 6,100 | [2] | 2,000
Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Interest rate 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 | [1] | $ 29,500 |  | $ 24,850
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] |  |  |  |
Receive rate | [3] | 2.51% |  | 2.43%
Pay rate | [3],[4] | 5.19% |  | 5.38%
Long-term Debt | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Interest rate swap |  |  |  |
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items] |  |  |  |
Time to maturity (in years) |  | 2 years 8 months 12 days |  | 3 years 10 months 24 days
[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 in the Consolidated Balance Sheets.
[2] | September 30, 2024 included $6.1 billion of forward starting swaps that will become effective on their contractual start dates in 2024. Forward starting SOFR swaps with a notional amount of $5.6 billion will replace existing short-dated BSBY swaps. (c)September 30, 2024 included a temporary increase of $3.7 billion to notional amounts related to the transition from BSBY to SOFR.
[3] | Excludes forward starting swaps not effective as of the period shown. September 30, 2024 excluded $6.1 billion of forward starting swaps. December 31, 2023 excluded $2.0 billion of forward starting swaps.
[4] | Variable rates paid on receive fixed swaps designated as cash flow hedges are based on BSBY or Secured Overnight Financing Rate (SOFR) rates in effect at September 30, 2024 and December 31, 2023. Derivative contracts with maturity dates beyond the BSBY cessation date will fall back to the daily SOFR with a spread adjustment.

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- Definition Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow 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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