2.2.0.7 true Derivative Instruments and Hedging Activities (Aggregate Fair Value of all Derivative Instruments with Credit Risk Related Contingent Features) (Details) (USD $) 41106 - Disclosure - Derivative Instruments and Hedging Activities (Aggregate Fair Value of all Derivative Instruments with Credit Risk Related Contingent Features) (Details) true false In Millions false false 1 USD false false Unit12 Standard http://www.xbrl.org/2003/iso4217 USD iso4217 0 Unit13 Standard http://www.xbrl.org/2003/instance pure xbrli 0 $ 2 2 us-gaap_CreditRiskDerivativesAtFairValueNet us-gaap true debit instant No definition available. false false false false false false false false false false false terselabel false 1 true true false false 443000000 443 [1] false false false xbrli:monetaryItemType monetary Fair value as of the balance sheet date of credit risk derivative assets, net of credit risk derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet. Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 17 false 3 2 us-gaap_CollateralAlreadyPostedAggregateFairValue us-gaap true debit instant No definition available. false false false false false false false false false false false terselabel false 1 false true false false 240000000 240 [1] false false false xbrli:monetaryItemType monetary The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features. 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No authoritative reference available. false 12 2 us-gaap_AdditionalCollateralAggregateFairValue us-gaap true debit instant No definition available. false false false false false false false false false false false terselabel false 1 true true false false 324000000 324 [1],[2],[3],[4] false false false xbrli:monetaryItemType monetary The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period. Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44D -Subparagraph c false 1 Non-derivative transactions for the purchase and sale of electricity and gas and qualifying derivative instruments, which have been designated as normal purchases or normal sales, are excluded from the table. These transactions primarily include purchases of electricity from independent system operators. In the event the Utilities and Con Edison's competitive energy businesses were no longer extended unsecured credit for such purchases, the Companies would be required to post collateral, which at September 30, 2010, would have amounted to an estimated $191 million for Con Edison, including $50 million for CECONY. For certain other such non-derivative transactions, the Companies could be required to post collateral under certain circumstances, including in the event counterparties had reasonable grounds for insecurity. 2 The Companies measure the collateral requirements by taking into consideration the fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liabilities position plus amounts owed to counterparties for settled transactions and amounts required by counterparties for minimum financial security. The fair value amounts represent unrealized losses, net of any unrealized gains where the Companies have a legally enforceable right of setoff. 3 The current ratings are Moody's, S&P and Fitch long-term credit rating of, as applicable, Con Edison (Baa1/BBB+/BBB+), CECONY (A3/A-/A-) or O&R (Baa1/A-/A-). Credit ratings assigned by rating agencies are expressions of opinions that are subject to revision or withdrawal at any time by the assigning rating agency. 4 Derivative instruments that are net assets have been excluded from the table. At September 30, 2010, if Con Edison had been downgraded to below investment grade, it would have been required to post additional collateral for such derivative instruments of not more than $20 million. 1 6 false Millions UnKnown UnKnown false true