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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.

X

- Definition

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

+ References

No definition available.

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- Definition

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

+ References

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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

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- Definition

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

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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

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