v3.25.2
Derivative And Credit-Related Financial Instruments (Schedule Of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow 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 Cash Flow 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 Cash Flow Swaps [Line Items]    
Notional/contract amount [1] 29,468 30,603
Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Interest rate swap | Derivatives designated as hedging instruments    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]    
Notional/contract amount [1] $ 23,100 $ 23,350
Variable rate loans | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Cash flow swap    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]    
Receive rate 2.56% 2.55%
Pay rate [2] 4.34% 4.55%
Long-term Debt | Swaps - cash flow - receive fixed/pay floating rate | Risk management purposes | Interest rate swap    
Schedule of Weighted Average Maturity And Interest Rates On Risk Management Cash Flow Swaps [Line Items]    
Time to maturity (in years) 2 years 8 months 12 days 3 years 1 month 6 days
[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] Variable rates paid on receive fixed swaps designated as cash flow hedges were based on Secured Overnight Financing Rate (SOFR) rates in effect at June 30, 2025 and December 31, 2024.