XML 61 R37.htm IDEA: XBRL DOCUMENT v3.21.1
Derivative Instruments (Significant Unobservable Inputs) (Details) - Fair Value, Inputs, Level 3 [Member]
3 Months Ended
Mar. 31, 2021
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure $ 1,499,000,000
Financial and Nonfinancial Liabilities, Fair Value Disclosure 342,000,000
Forward Contracts - Power [Member] | Forward Contracts - Power [Member] | Forward Price [Member] | Maximum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 133
Forward Contracts - Power [Member] | Forward Contracts - Power [Member] | Forward Price [Member] | Minimum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 1
Forward Contracts - Power [Member] | Forward Contracts - Power [Member] | Forward Price [Member] | Weighted Average [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 30
Forward Contracts - Power [Member] | Derivative Financial Instruments, Assets [Member] | Forward Contracts - Power [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure 703,000,000
Forward contracts - Gas [Member] | Forward contracts - Gas [Member] | Forward Price [Member] | Maximum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 8
Forward contracts - Gas [Member] | Forward contracts - Gas [Member] | Forward Price [Member] | Minimum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 1
Forward contracts - Gas [Member] | Forward contracts - Gas [Member] | Forward Price [Member] | Weighted Average [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 3
Forward contracts - Gas [Member] | Derivative Financial Instruments, Assets [Member] | Forward contracts - Gas [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure $ 277,000,000
Option Contracts, Power [Member] | Option Contracts, Power [Member] | Implied Correlations [Member] | Maximum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 85.00%
Option Contracts, Power [Member] | Option Contracts, Power [Member] | Implied Correlations [Member] | Minimum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 39.00%
Option Contracts, Power [Member] | Option Contracts, Power [Member] | Implied Correlations [Member] | Weighted Average [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 54.00%
Option Contracts, Power [Member] | Option Contracts, Power [Member] | Implied Volatilities [Member] | Maximum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 236.00%
Option Contracts, Power [Member] | Option Contracts, Power [Member] | Implied Volatilities [Member] | Minimum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 7.00%
Option Contracts, Power [Member] | Option Contracts, Power [Member] | Implied Volatilities [Member] | Weighted Average [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 59.00%
Option Contracts, Power [Member] | Derivative Financial Instruments, Assets [Member] | Option Contracts, Power [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure $ 38,000,000
Option Contracts, Primarily Gas [Member] | Option Contracts, Gas [Member] | Implied Correlations [Member] | Maximum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 85.00%
Option Contracts, Primarily Gas [Member] | Option Contracts, Gas [Member] | Implied Correlations [Member] | Minimum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 39.00%
Option Contracts, Primarily Gas [Member] | Option Contracts, Gas [Member] | Implied Correlations [Member] | Weighted Average [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 54.00%
Option Contracts, Primarily Gas [Member] | Option Contracts, Gas [Member] | Implied Volatilities [Member] | Maximum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 115.00%
Option Contracts, Primarily Gas [Member] | Option Contracts, Gas [Member] | Implied Volatilities [Member] | Minimum [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 16.00%
Option Contracts, Primarily Gas [Member] | Option Contracts, Gas [Member] | Implied Volatilities [Member] | Weighted Average [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 29.00%
Option Contracts, Primarily Gas [Member] | Derivative Financial Instruments, Assets [Member] | Option Contracts, Gas [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure $ 137,000,000
Full Requirements and Unit Contingent Contracts [Member] | Full Requirements and Unit Contingent Contracts [Member] | Forward Price [Member] | Maximum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 318
Full Requirements and Unit Contingent Contracts [Member] | Full Requirements and Unit Contingent Contracts [Member] | Forward Price [Member] | Minimum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 5
Full Requirements and Unit Contingent Contracts [Member] | Full Requirements and Unit Contingent Contracts [Member] | Forward Price [Member] | Weighted Average [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) $ 50
Full Requirements and Unit Contingent Contracts [Member] | Full Requirements and Unit Contingent Contracts [Member] | Customer Migration Rate [Member] | Maximum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 49.00%
Full Requirements and Unit Contingent Contracts [Member] | Full Requirements and Unit Contingent Contracts [Member] | Customer Migration Rate [Member] | Minimum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 0.00%
Full Requirements and Unit Contingent Contracts [Member] | Full Requirements and Unit Contingent Contracts [Member] | Customer Migration Rate [Member] | Weighted Average [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Fair Value Inputs, Expected Rates 1.00%
Full Requirements and Unit Contingent Contracts [Member] | Derivative Financial Instruments, Assets [Member] | Full Requirements and Unit Contingent Contracts [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure $ 295,000,000
Forward contracts - Other [Member] [Member] | Derivative Financial Instruments, Assets [Member] | Forward contracts - Other [Member] [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure 26,000,000
Forward contracts - Other [Member] [Member] | Derivative Financial Instruments, Assets [Member] | Forward contracts - Congestion [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Assets, Fair Value Disclosure 23,000,000
Forward contracts - Congestion [Member] | Forward contracts - Congestion [Member] | Forward Price [Member] | Maximum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 75
Forward contracts - Congestion [Member] | Forward contracts - Congestion [Member] | Forward Price [Member] | Minimum [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) (8)
Forward contracts - Congestion [Member] | Forward contracts - Congestion [Member] | Forward Price [Member] | Weighted Average [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Forward price (in dollars per energy unit) 0
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts - Power [Member] | Forward Contracts - Power [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Financial and Nonfinancial Liabilities, Fair Value Disclosure 92,000,000
Derivative Financial Instruments, Liabilities [Member] | Forward contracts - Gas [Member] | Forward contracts - Gas [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Financial and Nonfinancial Liabilities, Fair Value Disclosure 34,000,000
Derivative Financial Instruments, Liabilities [Member] | Option Contracts, Power [Member] | Option Contracts, Power [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Financial and Nonfinancial Liabilities, Fair Value Disclosure 9,000,000
Derivative Financial Instruments, Liabilities [Member] | Option Contracts, Primarily Gas [Member] | Option Contracts, Gas [Member] | Option Models [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Financial and Nonfinancial Liabilities, Fair Value Disclosure 120,000,000
Derivative Financial Instruments, Liabilities [Member] | Full Requirements and Unit Contingent Contracts [Member] | Full Requirements and Unit Contingent Contracts [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Financial and Nonfinancial Liabilities, Fair Value Disclosure 70,000,000
Derivative Financial Instruments, Liabilities [Member] | Forward contracts - Other [Member] [Member] | Forward contracts - Other [Member] [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Financial and Nonfinancial Liabilities, Fair Value Disclosure 12,000,000
Derivative Financial Instruments, Liabilities [Member] | Forward contracts - Other [Member] [Member] | Forward contracts - Congestion [Member] | Discounted Cash Flow Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Financial and Nonfinancial Liabilities, Fair Value Disclosure $ 5,000,000