Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2019	Dec. 31, 2018
Notional Amount	[1]	$ 30,134	$ 21,557
Cumulative hedging adjustments		146	49
Cumulative hedging adjustments on discontinued cash flow hedge		7	8
Risk management purposes
Notional Amount	[1]	8,205	2,927
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap
Notional Amount		$ 4,550
Weighted Average Remaining Maturity		3 years
Weighted Average Receive Rate		1.94%
Weighted Average Pay Rate	[2]	1.71%
Medium- and long-term debt | Swaps - fair value - receive fixed/pay floating | Risk management purposes | Interest rate swap
Notional Amount		$ 3,325	2,625
Carrying Value of Hedged Item	[3]	$ 3,469	$ 2,663
Weighted Average Remaining Maturity		4 years 7 months 6 days	3 years 10 months 24 days
Weighted Average Receive Rate		3.44%	3.40%
Weighted Average Pay Rate	[2]	2.80%	3.45%

[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.

[2] Variable rates paid on receive fixed swaps designated as fair value and cash flow hedges are based on one- and six-month LIBOR rates in effect at December 31, 2019 and 2018.

[3] Included $146 million and $49 million of cumulative hedging adjustments at December 31, 2019 and 2018, respectively, which included $7 million and $8 million, respectively, of hedging adjustment on a discontinued hedging relationship.