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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) - USD ($)
$ in Millions
 3 Months Ended 6 Months Ended
Mar. 31, 2025
Jun. 30, 2024
Dec. 31, 2024
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]      
Notional/contract amount [1] $ 70,187   $ 69,729
Risk management purposes      
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]      
Notional/contract amount [1] 29,694   30,603
Interest rate swap | Fair value swaps - receive fixed/pay floating | Risk management purposes      
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]      
Fair value hedge, cumulative increase (decrease)     (122)
Discounted fair value hedge, cumulative increase (decrease) 2    
Interest rate swap | Fair value swaps - receive fixed/pay floating | Risk management purposes | Long-term Debt      
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items]      
Carrying value of hedged items [2] $ 5,733   $ 6,673
Time to maturity (in years) 3 years 6 months 3 years 10 months 24 days  
Receive rate [3] 4.42%   3.77%
Pay rate [3] 4.70%   4.80%
[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] Included $(62) million and $(122) million of cumulative hedging adjustments at March 31, 2025 and December 31, 2024, respectively, which included a hedging adjustment on a discontinued hedging relationship of $2 million at both March 31, 2025 and December 31, 2024.
[3] Floating rates paid on receive fixed swaps designated as fair value hedges are based on SOFR rates in effect at March 31, 2025 and December 31, 2024.