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Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Fair Value Swaps) (Details) - Medium- and long-term debt - Interest Rate Swap [Member] - Fair Value Hedging - USD ($) $ in Millions | 12 Months Ended
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Dec. 31, 2024 | Dec. 31, 2023
Risk Management Derivatives Member |  |  |
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items] |  |  |
Carrying Value of Hedged Item | [1] | $ 6,673 | $ 6,206
Weighted Average Receive Rate |  | 3.77% | 3.67%
Weighted Average Pay Rate |  | 4.80% | 5.74%
Risk management purposes |  |  |
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items] |  |  |
Weighted Average Remaining Maturity |  | 2 years 7 months 6 days | 3 years 1 month 6 days
[1] | Included $(122) million and $(93) million of cumulative hedging adjustments at December 31, 2024 and 2023, respectively, which included $2 million and $3 million, respectively, of hedging adjustment on a discontinued hedging relationship.

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- Definition Carrying value of hedged debt + References No definition available. + Details
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- Definition Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items] + 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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