Fair Value Measurements (Schedule of Fair Value of the Level 3 Assets and Liabilities by Major Contract Type (All Related to Commodity Contracts) and the Significant Unobservable Inputs Used in the Valuations) (Details) (Derivative financial instruments, assets and liabilities [Member], Level 3 [Member], USD $)	9 Months Ended		12 Months Ended
	Sep. 30, 2013		Dec. 31, 2012
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Assets	$ 48,000,000	[1]	$ 83,000,000	[1]
Liabilities	(1,219,000,000)	[1]	(54,000,000)	[1]
Derivative Assets (Liabilities), at Fair Value, Net	(1,171,000,000)	[1]	29,000,000	[1]
Electricity purchases and sales [Member] | Valuation Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Assets	5,000,000	[1]	5,000,000	[1]
Liabilities	(2,000,000)	[1]	(9,000,000)	[1]
Derivative Assets (Liabilities), at Fair Value, Net	3,000,000	[1]	(4,000,000)	[1]
Electricity spread options [Member] | Option Pricing Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Assets	0	[1]	34,000,000	[1]
Liabilities	(19,000,000)	[1]	(10,000,000)	[1]
Derivative Assets (Liabilities), at Fair Value, Net	(19,000,000)	[1]	24,000,000	[1]
Electricity congestion revenue rights [Member] | Market Approach [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Assets	37,000,000	[1],[2]	41,000,000	[1],[2]
Liabilities	(5,000,000)	[1],[2]	(2,000,000)	[1],[2]
Derivative Assets (Liabilities), at Fair Value, Net	32,000,000	[1],[2]	39,000,000	[1],[2]
Coal purchases [Member] | Market Approach [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Assets	1,000,000	[1],[2]	0	[1],[2]
Liabilities	(12,000,000)	[1],[2]	(32,000,000)	[1],[2]
Derivative Assets (Liabilities), at Fair Value, Net	(11,000,000)	[1],[2]	(32,000,000)	[1],[2]
Interest rate swaps [Member] | Market Approach [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Assets	0	[1]
Liabilities	(1,167,000,000)	[1]
Derivative Assets (Liabilities), at Fair Value, Net	(1,167,000,000)	[1]
Other [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Assets	5,000,000	[1]	3,000,000	[1]
Liabilities	(14,000,000)	[1]	(1,000,000)	[1]
Derivative Assets (Liabilities), at Fair Value, Net	(9,000,000)	[1]	2,000,000	[1]
Minimum [Member] | Electricity purchases and sales [Member] | Valuation Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Illiquid pricing locations (in usd per MWh)	30	[1],[3],[4]	20	[1],[3],[4]
Hourly price curve shape (in usd per MWh)	20	[1],[3],[5]	20	[1],[3],[5]
Minimum [Member] | Electricity spread options [Member] | Option Pricing Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Gas to power correlation (as a percent)	45.00%	[1],[3],[6]	20.00%	[1],[3],[6]
Power volatility (as a percent)	10.00%	[1],[3],[7]	20.00%	[1],[3],[7]
Minimum [Member] | Electricity congestion revenue rights [Member] | Market Approach [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Illiquid price differences between settlement points	0	[1],[2],[3],[8]	0.00	[1],[2],[3],[8]
Minimum [Member] | Coal purchases [Member] | Market Approach [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Probability of default (as a percent)	0.00%	[1],[2],[3],[9]	5.00%	[1],[2],[3],[9]
Recovery rate (as a percent)	0.00%	[1],[10],[2],[3]	0.00%	[1],[10],[2],[3]
Illiquid price variances between mines	0	[1],[11],[2],[3]	0.00	[1],[11],[2],[3]
Minimum [Member] | Interest rate swaps [Member] | Valuation Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Nonperformance Risk Adjustment	30000000.00%	[1],[12],[3]
Maximum [Member] | Electricity purchases and sales [Member] | Valuation Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Illiquid pricing locations (in usd per MWh)	45	[1],[3],[4]	40	[1],[3],[4]
Hourly price curve shape (in usd per MWh)	70	[1],[3],[5]	50	[1],[3],[5]
Maximum [Member] | Electricity spread options [Member] | Option Pricing Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Gas to power correlation (as a percent)	100.00%	[1],[3],[6]	90.00%	[1],[3],[6]
Power volatility (as a percent)	30.00%	[1],[3],[7]	40.00%	[1],[3],[7]
Maximum [Member] | Electricity congestion revenue rights [Member] | Market Approach [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Illiquid price differences between settlement points	30.00	[1],[2],[3],[8]	0.50	[1],[2],[3],[8]
Maximum [Member] | Coal purchases [Member] | Market Approach [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Probability of default (as a percent)	40.00%	[1],[2],[3],[9]	40.00%	[1],[2],[3],[9]
Recovery rate (as a percent)	40.00%	[1],[10],[2],[3]	40.00%	[1],[10],[2],[3]
Illiquid price variances between mines	$ 1.00	[1],[11],[2],[3]	$ 1.00	[1],[11],[2],[3]
Maximum [Member] | Interest rate swaps [Member] | Valuation Model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Fair Value Inputs, Nonperformance Risk Adjustment	35000000.00%	[1],[12],[3]

[1] Electricity purchase and sales contracts include wind generation agreements and hedging positions in the ERCOT west region as well as power contracts, the valuations of which include unobservable inputs related to the hourly shaping of the price curve. Electricity spread option contracts consist of physical electricity call options. Electricity congestion revenue rights contracts consist of forward purchase contracts (swaps and options) used to hedge electricity price differences between settlement points within ERCOT. Coal purchase contracts relate to western (Powder River Basin) coal. Interest rate swaps are held by TCEH to hedge exposure to its variable rate debt.

[2] While we use the market approach, there is either insufficient market data to consider the valuation liquid or the significance of credit reserves or non-performance risk adjustments results in a Level 3 designation.

[3] The range of the inputs may be influenced by factors such as time of day, delivery period, season and location.

[4] Based on the historical range of forward average monthly ERCOT West Hub prices.

[5] Based on the historical range of forward average hourly ERCOT North Hub prices.

[6] Estimate of the historical range based on forward natural gas and on-peak power prices for the ERCOT hubs most relevant to our spread options.

[7] Based on historical forward price changes.

[8] Based on the historical price differences between settlement points in the ERCOT North Hub and the ERCOT

[9] Estimate of the range of probabilities of default based on past experience and the length of the contract as well as our and counterparties' credit ratings.

[10] Estimate of the default recovery rate based on historical corporate rates.

[11] Based on the historical range of price variances between mine locations.

[12] Estimate of nonperformance risk adjustment based on TCEH senior secured bond trading values. See discussion immediately below regarding transfers into Level 3.