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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
 12 Months Ended
Dec. 31, 2024
Dec. 31, 2023
Derivative, Notional Amount [1] $ 69,729 $ 70,737
Risk management purposes    
Derivative, Notional Amount [1] $ 30,603 $ 31,710
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk Management Derivatives Member | Cash flow swap    
Weighted Average Receive Rate 2.55% 2.43%
Weighted Average Pay Rate [2] 4.55% 5.38%
Medium- and long-term debt | Swaps - cash flow - receive fixed/pay floating rate | 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 purposes | Interest rate swap    
Weighted Average Remaining Maturity 2 years 7 months 6 days 3 years 1 month 6 days
Medium- and long-term debt | Swaps - fair value - receive fixed/pay floating | Risk Management Derivatives Member | Interest rate swap    
Weighted Average Receive Rate 3.77% 3.67%
Weighted Average Pay Rate 4.80% 5.74%
[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 billion of forward starting swaps that became effective on their contractual start dates in 2024. There were no forward starting swaps at December 31, 2024.
[2] December 31, 2024 and BSBY or SOFR rates in effect at December 31, 2023.