Fair Value Measurements (Details) (Fair value measurements made on a recurring basis [Member], USD $) In Millions, unless otherwise specified	Jun. 30, 2013		Dec. 31, 2012
Cash equivalents:
Equity securities	$ 66		$ 23
Special use funds:
Equity securities	2,372		2,154
U.S. Government and municipal bonds	650		594
Corporate debt securities	559		572
Mortgage-backed securities	519		560
Other debt securities	51		41
Other investments:
Equity securities	59		7
U.S. Government and municipal bonds	14		6
Corporate debt securities	60		53
Mortgage-backed securities	41		47
Other	11		11
Derivatives:
Commodity contracts	1,236	[1]	1,361	[1]
Interest rate swaps	70	[1]	76	[1]
Derivatives:
Commodity contracts	591	[1]	564	[1]
Interest rate swaps	224	[1]	387	[1]
Foreign currency swaps	126	[1]	66	[1]
Fair value of investments in commingled funds whose underlying investments would be Level 1 if those investments were held directly by the registrant	1,382		1,214
FPL [Member]
Cash equivalents:
Equity securities	5		5
Special use funds:
Equity securities	1,465		1,335
U.S. Government and municipal bonds	557		509
Corporate debt securities	387		397
Mortgage-backed securities	440		475
Other debt securities	41		32
Derivatives:
Commodity contracts	2	[1]	5	[1]
Derivatives:
Commodity contracts	48	[1]	20	[1]
Fair value of investments in commingled funds whose underlying investments would be Level 1 if those investments were held directly by the registrant	1,244		1,093
Quoted Prices in Active Markets for Identical Assets or Liabilities (Level 1) [Member]
Cash equivalents:
Equity securities	66		23
Special use funds:
Equity securities	976		914
U.S. Government and municipal bonds	500		451
Corporate debt securities	0		0
Mortgage-backed securities	0		0
Other debt securities	18		15
Other investments:
Equity securities	59		7
U.S. Government and municipal bonds	5		6
Corporate debt securities	0		0
Mortgage-backed securities	0		0
Other	5		5
Derivatives:
Commodity contracts	1,168		1,187
Interest rate swaps	0		0
Derivatives:
Commodity contracts	1,188		1,240
Interest rate swaps	0		0
Foreign currency swaps	0		0
Quoted Prices in Active Markets for Identical Assets or Liabilities (Level 1) [Member] | FPL [Member]
Cash equivalents:
Equity securities	5		5
Special use funds:
Equity securities	207		217
U.S. Government and municipal bonds	430		390
Corporate debt securities	0		0
Mortgage-backed securities	0		0
Other debt securities	18		16
Derivatives:
Commodity contracts	0		0
Derivatives:
Commodity contracts	0		0
Significant Other Observable Inputs (Level 2) [Member]
Cash equivalents:
Equity securities	0		0
Special use funds:
Equity securities	1,396	[2]	1,240	[3]
U.S. Government and municipal bonds	150		143
Corporate debt securities	559		572
Mortgage-backed securities	519		560
Other debt securities	33		26
Other investments:
Equity securities	0		0
U.S. Government and municipal bonds	9		0
Corporate debt securities	60		53
Mortgage-backed securities	41		47
Other	6		6
Derivatives:
Commodity contracts	2,022		2,251
Interest rate swaps	70		76
Derivatives:
Commodity contracts	1,681		1,844
Interest rate swaps	133		387
Foreign currency swaps	126		66
Significant Other Observable Inputs (Level 2) [Member] | FPL [Member]
Cash equivalents:
Equity securities	0		0
Special use funds:
Equity securities	1,258	[2]	1,118	[2]
U.S. Government and municipal bonds	127		119
Corporate debt securities	387		397
Mortgage-backed securities	440		475
Other debt securities	23		16
Derivatives:
Commodity contracts	15		14
Derivatives:
Commodity contracts	60		31
Significant Unobservable Inputs (Level 3) [Member]
Cash equivalents:
Equity securities	0		0
Special use funds:
Equity securities	0		0
U.S. Government and municipal bonds	0		0
Corporate debt securities	0		0
Mortgage-backed securities	0		0
Other debt securities	0		0
Other investments:
Equity securities	0		0
U.S. Government and municipal bonds	0		0
Corporate debt securities	0		0
Mortgage-backed securities	0		0
Other	0		0
Derivatives:
Commodity contracts	762		794
Interest rate swaps	0		0
Derivatives:
Commodity contracts	287		228
Interest rate swaps	91		0
Foreign currency swaps	0		0
Significant Unobservable Inputs (Level 3) [Member] | FPL [Member]
Cash equivalents:
Equity securities	0		0
Special use funds:
Equity securities	0		0
U.S. Government and municipal bonds	0		0
Corporate debt securities	0		0
Mortgage-backed securities	0		0
Other debt securities	0		0
Derivatives:
Commodity contracts	2		3
Derivatives:
Commodity contracts	3		1
Netting [Member]
Cash equivalents:
Equity securities	0	[4]	0	[4]
Special use funds:
Equity securities	0	[4]	0	[4]
U.S. Government and municipal bonds	0	[4]	0	[4]
Corporate debt securities	0	[4]	0	[4]
Mortgage-backed securities	0	[4]	0	[4]
Other debt securities	0	[4]	0	[4]
Other investments:
Equity securities	0	[4]	0	[4]
U.S. Government and municipal bonds	0	[4]	0	[4]
Corporate debt securities	0	[4]	0	[4]
Mortgage-backed securities	0	[4]	0	[4]
Other	0	[4]	0	[4]
Derivatives:
Commodity contracts	(2,716)	[4]	(2,871)	[4]
Interest rate swaps	0	[4]	0	[4]
Derivatives:
Commodity contracts	(2,565)	[4]	(2,748)	[4]
Interest rate swaps	0	[4]	0	[4]
Foreign currency swaps	0	[4]	0	[4]
Netting [Member] | FPL [Member]
Cash equivalents:
Equity securities	0		0	[4]
Special use funds:
Equity securities	0	[4]	0	[4]
U.S. Government and municipal bonds	0	[4]	0	[4]
Corporate debt securities	0	[4]	0	[4]
Mortgage-backed securities	0	[4]	0	[4]
Other debt securities	0	[4]	0	[4]
Derivatives:
Commodity contracts	(15)	[4]	(12)	[4]
Derivatives:
Commodity contracts	$ (15)	[4]	$ (12)	[4]

[1] See Note 2 for a reconciliation of net derivatives to NEE's and FPL's condensed consolidated balance sheets.

[2] At NEE, approximately $1,382 million ($1,244 million at FPL) are invested in commingled funds whose underlying investments would be Level 1 if those investments were held directly by NEE or FPL.

[3] At NEE, approximately $1,214 million ($1,093 million at FPL) are invested in commingled funds whose underlying investments would be Level 1 if those investments were held directly by NEE or FPL.

[4] Includes the effect of the contractual ability to settle contracts under master netting arrangements and margin cash collateral payments and receipts. NEE also has contract settlement receivable and payable balances that are subject to the master netting arrangements but are not offset within the condensed consolidated balance sheets and are recorded in customer receivables - net and accounts payable, respectively.