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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
		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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Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]

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

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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.

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

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