Derivatives (Schedule Of Interest Rate Swaps) (Details) - Cash Flow Hedging [Member] - USD ($) $ in Millions	12 Months Ended
Dec. 31, 2021	Jan. 17, 2019
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	$ 50	$ 50
Weighted average fixed pay rate	2.62%
Weighted average 3-month LIBOR receive rate	0.13%
Weighted average maturity	2 years 18 days

Nominal or face amount used to calculate payment on derivative.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959

Name:	us-gaap_DerivativeNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant