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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 | 6 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2025 | Dec. 31, 2024
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Line Items] |  |  |
Notional/contract amount | [1] | $ 71,775 | $ 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] | 29,468 | 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) |  | 1 | 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] | $ 5,762 | $ 6,673
Time to maturity (in years) |  | 2 years 6 months | 2 years 7 months 6 days
Receive rate | [3] | 3.70% | 3.77%
Pay rate | [3] | 4.74% | 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 $(33) million and $(122) million of cumulative hedging adjustments at June 30, 2025 and December 31, 2024, respectively, which included a hedging adjustment on a discontinued hedging relationship of $1 million and $2 million at June 30, 2025 and December 31, 2024, respectively.
[3] | Floating rates paid on receive fixed swaps designated as fair value hedges are based on SOFR rates in effect at June 30, 2025 and December 31, 2024.

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