Commodity And Other Derivative Contractual Assets And Liabilities (Derivative Volumes) (Details) (USD $) In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Interest rate swaps - Floating/fixed [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	$ 30,740	[1]	$ 31,060	[1]
Interest rate swaps - Basis [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	$ 11,967		$ 11,967
Natural gas price hedge forward sales and purchases (in MMBtu) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	452,000,000	[2]	875,000,000	[2]
Nonmonetary notional amount of price risk derivatives, net transaction amounts (in MMBtu)	210,000,000		360,000,000
Natural gas Locational basis swaps (in MMBtu) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	337,000,000		495,000,000
All other (in MMBtu) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	2,021,000,000		1,549,000,000
Electricity (in GWh) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	21,663		76,767
Congestion Revenue RIghts (in GWh) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	82,156	[3]	111,185	[3]
Coal (in tons) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	11,000,000		14,000,000
Fuel oil (in gallons) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	28,000,000		47,000,000
Uranium (in pounds) [Member]
Derivatives, Fair Value [Line Items]
Nonmonetary Notional Volume	575,000		441,000

[1] Includes notional amount of interest rate swaps with maturity dates through October 2014 as well as notional amount of swaps effective from October 2014 with maturity dates through October 2017 (see Note 5).

[2] Represents gross notional forward sales, purchases and options transactions in the natural gas hedging program. The net amount of these transactions was approximately 210 million MMBtu and 360 million MMBtu at September 30, 2013 and December 31, 2012, respectively.

[3] Represents gross forward purchases associated with instruments used to hedge electricity price differences between settlement points within ERCOT.