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Derivatives and Hedging (Details) (USD $)
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Sep. 30, 2012
Dec. 31, 2012
Cash Collateral Netting          
Cash Collateral Received Netted Against Risk Management Assets $ 5,000,000   $ 5,000,000   $ 7,000,000
Cash Collateral Paid Netted Against Risk Management Liabilities 26,000,000   26,000,000   50,000,000
Fair Value of Derivative Instruments          
Current Risk Management Assets 171,000,000   171,000,000   191,000,000
Long-term Risk Management Assets 314,000,000   314,000,000   368,000,000
Total Assets 485,000,000   485,000,000   559,000,000
Current Risk Management Liabilities 102,000,000   102,000,000   155,000,000
Long-term Risk Management Liabilities 182,000,000   182,000,000   214,000,000
Total Liabilities 284,000,000   284,000,000   369,000,000
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 8,000,000 13,000,000 43,000,000 24,000,000  
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 9,000,000 [1]   9,000,000 [1]   24,000,000 [1]
Hedging Liabilities 13,000,000 [1]   13,000,000 [1]   73,000,000 [1]
AOCI Gain (Loss) Net of Tax (25,000,000)   (25,000,000)   (38,000,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (6,000,000)   (12,000,000)
Maximum Term for Exposure to Variability of Future Cash Flows     27 months    
Collateral Triggering Events [Abstract]          
Liabilities for Derivative Contracts with Credit Downgrade Triggers 3,000,000   3,000,000   7,000,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post 39,000,000   39,000,000   32,000,000
Amount Attributable to RTO and ISO Activities 38,000,000   38,000,000   31,000,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements 341,000,000   341,000,000   469,000,000
Amount of Cash Collateral Posted 1,000,000   1,000,000   8,000,000
Additional Settlement Liability if Cross Default Provision is Triggered 258,000,000   258,000,000   328,000,000
Derivatives and Hedging (Textuals) [Abstract]          
Cash Collateral Received Netted Against Risk Management Assets 5,000,000   5,000,000   7,000,000
Cash Collateral Paid Netted Against Risk Management Liabilities 26,000,000   26,000,000   50,000,000
Maximum Term for Exposure to Variability of Future Cash Flows     27 months    
Gain (Loss) on Fair Value Hedging Instrument 4,000,000 1,000,000 (8,000,000) 3,000,000  
Gain (Loss) on Fair Value Portion of Long Term Debt (4,000,000) (1,000,000) 8,000,000 (3,000,000)  
Appalachian Power Co [Member]
         
Cash Collateral Netting          
Cash Collateral Received Netted Against Risk Management Assets 116,000   116,000   1,262,000
Cash Collateral Paid Netted Against Risk Management Liabilities 5,608,000   5,608,000   11,029,000
Fair Value of Derivative Instruments          
Current Risk Management Assets 24,550,000   24,550,000   30,960,000
Long-term Risk Management Assets 20,839,000   20,839,000   34,360,000
Total Assets 45,389,000   45,389,000   65,320,000
Current Risk Management Liabilities 11,641,000   11,641,000   16,698,000
Long-term Risk Management Liabilities 12,081,000   12,081,000   18,476,000
Total Liabilities 23,722,000   23,722,000   35,174,000
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (204,000) (1,432,000) 459,000 1,485,000  
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Collateral Triggering Events [Abstract]          
Liabilities for Derivative Contracts with Credit Downgrade Triggers 850,000   850,000   2,159,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post 6,183,000   6,183,000   3,699,000
Amount Attributable to RTO and ISO Activities 5,812,000   5,812,000   3,510,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements 27,044,000   27,044,000   49,465,000
Amount of Cash Collateral Posted 0   0   1,822,000
Additional Settlement Liability if Cross Default Provision is Triggered 22,162,000   22,162,000   30,160,000
Derivatives and Hedging (Textuals) [Abstract]          
Cash Collateral Received Netted Against Risk Management Assets 116,000   116,000   1,262,000
Cash Collateral Paid Netted Against Risk Management Liabilities 5,608,000   5,608,000   11,029,000
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Indiana Michigan Power Co [Member]
         
Cash Collateral Netting          
Cash Collateral Received Netted Against Risk Management Assets 76,000   76,000   867,000
Cash Collateral Paid Netted Against Risk Management Liabilities 3,688,000   3,688,000   7,576,000
Fair Value of Derivative Instruments          
Current Risk Management Assets 16,150,000   16,150,000   26,974,000
Long-term Risk Management Assets 13,733,000   13,733,000   23,569,000
Total Assets 29,883,000   29,883,000   50,543,000
Current Risk Management Liabilities 9,268,000   9,268,000   31,517,000
Long-term Risk Management Liabilities 8,307,000   8,307,000   13,898,000
Total Liabilities 17,575,000   17,575,000   45,415,000
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (1,954,000) (2,666,000) (1,271,000) 3,829,000  
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Collateral Triggering Events [Abstract]          
Liabilities for Derivative Contracts with Credit Downgrade Triggers 560,000   560,000   1,483,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post 4,069,000   4,069,000   2,540,000
Amount Attributable to RTO and ISO Activities 3,824,000   3,824,000   2,411,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements 17,796,000   17,796,000   53,499,000
Amount of Cash Collateral Posted 0   0   1,252,000
Additional Settlement Liability if Cross Default Provision is Triggered 14,583,000   14,583,000   40,240,000
Derivatives and Hedging (Textuals) [Abstract]          
Cash Collateral Received Netted Against Risk Management Assets 76,000   76,000   867,000
Cash Collateral Paid Netted Against Risk Management Liabilities 3,688,000   3,688,000   7,576,000
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Ohio Power Co [Member]
         
Cash Collateral Netting          
Cash Collateral Received Netted Against Risk Management Assets 159,000   159,000   1,774,000
Cash Collateral Paid Netted Against Risk Management Liabilities 7,693,000   7,693,000   15,500,000
Fair Value of Derivative Instruments          
Current Risk Management Assets 34,178,000   34,178,000   44,313,000
Long-term Risk Management Assets 28,594,000   28,594,000   48,288,000
Total Assets 62,772,000   62,772,000   92,601,000
Current Risk Management Liabilities 16,431,000   16,431,000   24,155,000
Long-term Risk Management Liabilities 16,577,000   16,577,000   25,965,000
Total Liabilities 33,008,000   33,008,000   50,120,000
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (1,198,000) (3,701,000) (2,000) 2,482,000  
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Collateral Triggering Events [Abstract]          
Liabilities for Derivative Contracts with Credit Downgrade Triggers 1,167,000   1,167,000   3,034,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post 8,484,000   8,484,000   5,198,000
Amount Attributable to RTO and ISO Activities 7,975,000   7,975,000   4,933,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements 37,110,000   37,110,000   69,516,000
Amount of Cash Collateral Posted 0   0   2,561,000
Additional Settlement Liability if Cross Default Provision is Triggered 30,410,000   30,410,000   42,386,000
Derivatives and Hedging (Textuals) [Abstract]          
Cash Collateral Received Netted Against Risk Management Assets 159,000   159,000   1,774,000
Cash Collateral Paid Netted Against Risk Management Liabilities 7,693,000   7,693,000   15,500,000
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Public Service Co Of Oklahoma [Member]
         
Cash Collateral Netting          
Cash Collateral Received Netted Against Risk Management Assets 0   0   0
Cash Collateral Paid Netted Against Risk Management Liabilities 7,000   7,000   0
Fair Value of Derivative Instruments          
Current Risk Management Assets 852,000   852,000   509,000
Long-term Risk Management Assets 149,000   149,000   31,000
Total Assets 1,001,000   1,001,000   540,000
Current Risk Management Liabilities 1,388,000   1,388,000   5,848,000
Long-term Risk Management Liabilities 0   0   31,000
Total Liabilities 1,388,000   1,388,000   5,879,000
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 1,003,000 671,000 3,421,000 (5,126,000)  
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Collateral Triggering Events [Abstract]          
Liabilities for Derivative Contracts with Credit Downgrade Triggers 0   0   0
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post 255,000   255,000   1,509,000
Amount Attributable to RTO and ISO Activities 200,000   200,000   1,429,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements 5,000   5,000   0
Amount of Cash Collateral Posted 0   0   0
Additional Settlement Liability if Cross Default Provision is Triggered 5,000   5,000   0
Derivatives and Hedging (Textuals) [Abstract]          
Cash Collateral Received Netted Against Risk Management Assets 0   0   0
Cash Collateral Paid Netted Against Risk Management Liabilities 7,000   7,000   0
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Southwestern Electric Power Co [Member]
         
Cash Collateral Netting          
Cash Collateral Received Netted Against Risk Management Assets 0   0   0
Cash Collateral Paid Netted Against Risk Management Liabilities 8,000   8,000   0
Fair Value of Derivative Instruments          
Current Risk Management Assets 402,000   402,000   695,000
Long-term Risk Management Assets 21,000   21,000   0
Total Assets 423,000   423,000   695,000
Current Risk Management Liabilities 296,000   296,000   1,128,000
Total Liabilities 296,000   296,000   1,128,000
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 602,000 300,000 965,000 (6,545,000)  
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Collateral Triggering Events [Abstract]          
Liabilities for Derivative Contracts with Credit Downgrade Triggers 0   0   0
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post 315,000   315,000   1,778,000
Amount Attributable to RTO and ISO Activities 247,000   247,000   1,683,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements 6,000   6,000   0
Amount of Cash Collateral Posted 0   0   0
Additional Settlement Liability if Cross Default Provision is Triggered 6,000   6,000   0
Derivatives and Hedging (Textuals) [Abstract]          
Cash Collateral Received Netted Against Risk Management Assets 0   0   0
Cash Collateral Paid Netted Against Risk Management Liabilities 8,000   8,000   0
Maximum Term for Exposure to Variability of Future Cash Flows     15 months    
Risk Management Contracts [Member]
         
Fair Value of Derivative Instruments          
Total Assets 462,000,000 [2],[3]   462,000,000 [2],[3]   517,000,000 [2],[4]
Total Liabilities 259,000,000 [2],[3]   259,000,000 [2],[3]   292,000,000 [2],[4]
Risk Management Contracts [Member] | Appalachian Power Co [Member]
         
Fair Value of Derivative Instruments          
Total Assets 45,082,000 [2],[5]   45,082,000 [2],[5]   65,018,000 [2],[5]
Total Liabilities 23,292,000 [2],[5]   23,292,000 [2],[5]   33,819,000 [2],[5]
Risk Management Contracts [Member] | Indiana Michigan Power Co [Member]
         
Fair Value of Derivative Instruments          
Total Assets 29,684,000 [2],[5]   29,684,000 [2],[5]   50,343,000 [2],[5]
Total Liabilities 17,297,000 [2],[5]   17,297,000 [2],[5]   24,960,000 [2],[5]
Risk Management Contracts [Member] | Ohio Power Co [Member]
         
Fair Value of Derivative Instruments          
Total Assets 62,354,000 [2],[5]   62,354,000 [2],[5]   92,185,000 [2],[5]
Total Liabilities 32,423,000 [2],[5]   32,423,000 [2],[5]   48,217,000 [2],[5]
Risk Management Contracts [Member] | Public Service Co Of Oklahoma [Member]
         
Fair Value of Derivative Instruments          
Total Assets 991,000 [2],[5]   991,000 [2],[5]   515,000 [2],[5]
Total Liabilities 1,372,000 [2],[5]   1,372,000 [2],[5]   5,879,000 [2],[5]
Risk Management Contracts [Member] | Southwestern Electric Power Co [Member]
         
Fair Value of Derivative Instruments          
Total Assets 411,000 [2],[5]   411,000 [2],[5]   671,000 [2],[5]
Total Liabilities 277,000 [2],[5]   277,000 [2],[5]   1,128,000 [2],[5]
Commodity [Member]
         
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 9,000,000 [1]   9,000,000 [1]   24,000,000 [1]
Hedging Liabilities 11,000,000 [1]   11,000,000 [1]   36,000,000 [1]
AOCI Gain (Loss) Net of Tax (1,000,000)   (1,000,000)   (8,000,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (2,000,000)   (8,000,000)
Derivatives and Hedging (Textuals) [Abstract]          
Cross Default Provisions Maximum Third Party Obligation Amount 50,000,000   50,000,000   50,000,000
Commodity [Member] | Appalachian Power Co [Member]
         
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 307,000 [1]   307,000 [1]   302,000 [1]
Hedging Liabilities 430,000 [1]   430,000 [1]   1,355,000 [1]
AOCI Gain (Loss) Net of Tax (34,000)   (34,000)   (644,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (172,000)   (507,000)
Commodity [Member] | Indiana Michigan Power Co [Member]
         
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 199,000 [1]   199,000 [1]   200,000 [1]
Hedging Liabilities 278,000 [1]   278,000 [1]   931,000 [1]
AOCI Gain (Loss) Net of Tax (19,000)   (19,000)   (446,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (113,000)   (355,000)
Commodity [Member] | Ohio Power Co [Member]
         
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 418,000 [1]   418,000 [1]   416,000 [1]
Hedging Liabilities 585,000 [1]   585,000 [1]   1,903,000 [1]
AOCI Gain (Loss) Net of Tax (47,000)   (47,000)   (912,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (236,000)   (720,000)
Commodity [Member] | Public Service Co Of Oklahoma [Member]
         
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 10,000 [1]   10,000 [1]   25,000 [1]
Hedging Liabilities 16,000 [1]   16,000 [1]   0 [1]
AOCI Gain (Loss) Net of Tax (3,000)   (3,000)   21,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     1,000   21,000
Commodity [Member] | Southwestern Electric Power Co [Member]
         
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 12,000 [1]   12,000 [1]   24,000 [1]
Hedging Liabilities 19,000 [1]   19,000 [1]   0 [1]
AOCI Gain (Loss) Net of Tax (3,000)   (3,000)   22,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     1,000   22,000
Commodity [Member] | Risk Management Contracts [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 441,000,000 [6]   441,000,000 [6]   589,000,000 [6]
Long-term Risk Management Assets 433,000,000 [6]   433,000,000 [6]   528,000,000 [6]
Total Assets 874,000,000 [6]   874,000,000 [6]   1,117,000,000 [6]
Current Risk Management Liabilities 389,000,000 [6]   389,000,000 [6]   546,000,000 [6]
Long-term Risk Management Liabilities 301,000,000 [6]   301,000,000 [6]   383,000,000 [6]
Total Liabilities 690,000,000 [6]   690,000,000 [6]   929,000,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 184,000,000 [6]   184,000,000 [6]   188,000,000 [6]
Commodity [Member] | Risk Management Contracts [Member] | Appalachian Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 68,593,000 [6]   68,593,000 [6]   127,645,000 [6]
Long-term Risk Management Assets 32,501,000 [6]   32,501,000 [6]   60,498,000 [6]
Total Assets 101,094,000 [6]   101,094,000 [6]   188,143,000 [6]
Current Risk Management Liabilities 59,793,000 [6]   59,793,000 [6]   119,430,000 [6]
Long-term Risk Management Liabilities 25,003,000 [6]   25,003,000 [6]   47,281,000 [6]
Total Liabilities 84,796,000 [6]   84,796,000 [6]   166,711,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 16,298,000 [6]   16,298,000 [6]   21,432,000 [6]
Commodity [Member] | Risk Management Contracts [Member] | Indiana Michigan Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 44,988,000 [6]   44,988,000 [6]   93,268,000 [6]
Long-term Risk Management Assets 21,432,000 [6]   21,432,000 [6]   41,553,000 [6]
Total Assets 66,420,000 [6]   66,420,000 [6]   134,821,000 [6]
Current Risk Management Liabilities 40,809,000 [6]   40,809,000 [6]   82,433,000 [6]
Long-term Risk Management Liabilities 16,836,000 [6]   16,836,000 [6]   33,714,000 [6]
Total Liabilities 57,645,000 [6]   57,645,000 [6]   116,147,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 8,775,000 [6]   8,775,000 [6]   18,674,000 [6]
Commodity [Member] | Risk Management Contracts [Member] | Ohio Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 96,628,000 [6]   96,628,000 [6]   183,064,000 [6]
Long-term Risk Management Assets 44,597,000 [6]   44,597,000 [6]   85,023,000 [6]
Total Assets 141,225,000 [6]   141,225,000 [6]   268,087,000 [6]
Current Risk Management Liabilities 84,519,000 [6]   84,519,000 [6]   171,397,000 [6]
Long-term Risk Management Liabilities 34,309,000 [6]   34,309,000 [6]   66,448,000 [6]
Total Liabilities 118,828,000 [6]   118,828,000 [6]   237,845,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 22,397,000 [6]   22,397,000 [6]   30,242,000 [6]
Commodity [Member] | Risk Management Contracts [Member] | Public Service Co Of Oklahoma [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 1,394,000 [6]   1,394,000 [6]   1,657,000 [6]
Long-term Risk Management Assets 149,000 [6]   149,000 [6]   0 [6]
Total Assets 1,543,000 [6]   1,543,000 [6]   1,657,000 [6]
Current Risk Management Liabilities 1,931,000 [6]   1,931,000 [6]   7,021,000 [6]
Long-term Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Total Liabilities 1,931,000 [6]   1,931,000 [6]   7,021,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (388,000) [6]   (388,000) [6]   (5,364,000) [6]
Commodity [Member] | Risk Management Contracts [Member] | Southwestern Electric Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 1,444,000 [6]   1,444,000 [6]   2,804,000 [6]
Long-term Risk Management Assets 21,000 [6]   21,000 [6]   0 [6]
Total Assets 1,465,000 [6]   1,465,000 [6]   2,804,000 [6]
Current Risk Management Liabilities 1,339,000 [6]   1,339,000 [6]   3,261,000 [6]
Long-term Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Total Liabilities 1,339,000 [6]   1,339,000 [6]   3,261,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 126,000 [6]   126,000 [6]   (457,000) [6]
Commodity [Member] | Hedging Contracts [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 19,000,000 [6]   19,000,000 [6]   32,000,000 [6]
Long-term Risk Management Assets 6,000,000 [6]   6,000,000 [6]   5,000,000 [6]
Total Assets 25,000,000 [6]   25,000,000 [6]   37,000,000 [6]
Current Risk Management Liabilities 23,000,000 [6]   23,000,000 [6]   43,000,000 [6]
Long-term Risk Management Liabilities 4,000,000 [6]   4,000,000 [6]   6,000,000 [6]
Total Liabilities 27,000,000 [6]   27,000,000 [6]   49,000,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (2,000,000) [6]   (2,000,000) [6]   (12,000,000) [6]
Commodity [Member] | Hedging Contracts [Member] | Appalachian Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 233,000 [6]   233,000 [6]   338,000 [6]
Long-term Risk Management Assets 226,000 [6]   226,000 [6]   215,000 [6]
Total Assets 459,000 [6]   459,000 [6]   553,000 [6]
Current Risk Management Liabilities 567,000 [6]   567,000 [6]   1,182,000 [6]
Long-term Risk Management Liabilities 15,000 [6]   15,000 [6]   424,000 [6]
Total Liabilities 582,000 [6]   582,000 [6]   1,606,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (123,000) [6]   (123,000) [6]   (1,053,000) [6]
Commodity [Member] | Hedging Contracts [Member] | Indiana Michigan Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 149,000 [6]   149,000 [6]   220,000 [6]
Long-term Risk Management Assets 149,000 [6]   149,000 [6]   148,000 [6]
Total Assets 298,000 [6]   298,000 [6]   368,000 [6]
Current Risk Management Liabilities 370,000 [6]   370,000 [6]   807,000 [6]
Long-term Risk Management Liabilities 7,000 [6]   7,000 [6]   292,000 [6]
Total Liabilities 377,000 [6]   377,000 [6]   1,099,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (79,000) [6]   (79,000) [6]   (731,000) [6]
Commodity [Member] | Hedging Contracts [Member] | Ohio Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 315,000 [6]   315,000 [6]   464,000 [6]
Long-term Risk Management Assets 310,000 [6]   310,000 [6]   303,000 [6]
Total Assets 625,000 [6]   625,000 [6]   767,000 [6]
Current Risk Management Liabilities 774,000 [6]   774,000 [6]   1,658,000 [6]
Long-term Risk Management Liabilities 18,000 [6]   18,000 [6]   596,000 [6]
Total Liabilities 792,000 [6]   792,000 [6]   2,254,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (167,000) [6]   (167,000) [6]   (1,487,000) [6]
Commodity [Member] | Hedging Contracts [Member] | Public Service Co Of Oklahoma [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 13,000 [6]   13,000 [6]   42,000 [6]
Long-term Risk Management Assets 0 [6]   0 [6]   0 [6]
Total Assets 13,000 [6]   13,000 [6]   42,000 [6]
Current Risk Management Liabilities 12,000 [6]   12,000 [6]   17,000 [6]
Long-term Risk Management Liabilities 7,000 [6]   7,000 [6]   0 [6]
Total Liabilities 19,000 [6]   19,000 [6]   17,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (6,000) [6]   (6,000) [6]   25,000 [6]
Commodity [Member] | Hedging Contracts [Member] | Southwestern Electric Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 15,000 [6]   15,000 [6]   41,000 [6]
Long-term Risk Management Assets 0 [6]   0 [6]   0 [6]
Total Assets 15,000 [6]   15,000 [6]   41,000 [6]
Current Risk Management Liabilities 14,000 [6]   14,000 [6]   17,000 [6]
Long-term Risk Management Liabilities 8,000 [6]   8,000 [6]   0 [6]
Total Liabilities 22,000 [6]   22,000 [6]   17,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (7,000) [6]   (7,000) [6]   24,000 [6]
Interest Rate and Foreign Currency [Member]
         
Commodity:          
Derivative, Notional Amount 820,000,000   820,000,000   1,199,000,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 0 [1]   0 [1]   0 [1]
Hedging Liabilities 2,000,000 [1]   2,000,000 [1]   37,000,000 [1]
AOCI Gain (Loss) Net of Tax (24,000,000)   (24,000,000)   (30,000,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (4,000,000)   (4,000,000)
Interest Rate and Foreign Currency [Member] | Appalachian Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 0   0   0
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 0 [1]   0 [1]   0 [1]
Hedging Liabilities 0 [1]   0 [1]   0 [1]
AOCI Gain (Loss) Net of Tax 2,836,000   2,836,000   2,077,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (930,000)   (1,013,000)
Interest Rate and Foreign Currency [Member] | Indiana Michigan Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 0   0   200,000,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 0 [1]   0 [1]   0 [1]
Hedging Liabilities 0 [1]   0 [1]   19,524,000 [1]
AOCI Gain (Loss) Net of Tax (16,386,000)   (16,386,000)   (19,647,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (1,640,000)   (1,600,000)
Interest Rate and Foreign Currency [Member] | Ohio Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 0   0   0
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 0 [1]   0 [1]   0 [1]
Hedging Liabilities 0 [1]   0 [1]   0 [1]
AOCI Gain (Loss) Net of Tax 7,076,000   7,076,000   8,095,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     1,359,000   1,359,000
Interest Rate and Foreign Currency [Member] | Public Service Co Of Oklahoma [Member]
         
Commodity:          
Derivative, Notional Amount 0   0   0
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 0 [1]   0 [1]   0 [1]
Hedging Liabilities 0 [1]   0 [1]   0 [1]
AOCI Gain (Loss) Net of Tax 5,891,000   5,891,000   6,460,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     759,000   759,000
Interest Rate and Foreign Currency [Member] | Southwestern Electric Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 0   0   0
Impact of Cash Flow Hedges on the Condensed Balance Sheet          
Hedging Assets 0 [1]   0 [1]   0 [1]
Hedging Liabilities 0 [1]   0 [1]   0 [1]
AOCI Gain (Loss) Net of Tax (13,871,000)   (13,871,000)   (15,571,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months     (2,267,000)   (2,267,000)
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 4,000,000 [6]   4,000,000 [6]   3,000,000 [6]
Long-term Risk Management Assets 1,000,000 [6]   1,000,000 [6]   1,000,000 [6]
Total Assets 5,000,000 [6]   5,000,000 [6]   4,000,000 [6]
Current Risk Management Liabilities 1,000,000 [6]   1,000,000 [6]   35,000,000 [6]
Long-term Risk Management Liabilities 13,000,000 [6]   13,000,000 [6]   6,000,000 [6]
Total Liabilities 14,000,000 [6]   14,000,000 [6]   41,000,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) (9,000,000) [6]   (9,000,000) [6]   (37,000,000) [6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Appalachian Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 0 [6]   0 [6]   0 [6]
Long-term Risk Management Assets 0 [6]   0 [6]   0 [6]
Total Assets 0 [6]   0 [6]   0 [6]
Current Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Long-term Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Total Liabilities 0 [6]   0 [6]   0 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 0 [6]   0 [6]   0 [6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Indiana Michigan Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 0 [6]   0 [6]   0 [6]
Long-term Risk Management Assets 0 [6]   0 [6]   0 [6]
Total Assets 0 [6]   0 [6]   0 [6]
Current Risk Management Liabilities 0 [6]   0 [6]   19,524,000 [6]
Long-term Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Total Liabilities 0 [6]   0 [6]   19,524,000 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 0 [6]   0 [6]   (19,524,000) [6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Ohio Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 0 [6]   0 [6]   0 [6]
Long-term Risk Management Assets 0 [6]   0 [6]   0 [6]
Total Assets 0 [6]   0 [6]   0 [6]
Current Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Long-term Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Total Liabilities 0 [6]   0 [6]   0 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 0 [6]   0 [6]   0 [6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Public Service Co Of Oklahoma [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 0 [6]   0 [6]   0 [6]
Long-term Risk Management Assets 0 [6]   0 [6]   0 [6]
Total Assets 0 [6]   0 [6]   0 [6]
Current Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Long-term Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Total Liabilities 0 [6]   0 [6]   0 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 0 [6]   0 [6]   0 [6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Southwestern Electric Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 0 [6]   0 [6]   0 [6]
Long-term Risk Management Assets 0 [6]   0 [6]   0 [6]
Total Assets 0 [6]   0 [6]   0 [6]
Current Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Long-term Risk Management Liabilities 0 [6]   0 [6]   0 [6]
Total Liabilities 0 [6]   0 [6]   0 [6]
Total MTM Derivative Contract Net Assets (Liabilities) 0 [6]   0 [6]   0 [6]
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 464,000,000   464,000,000   624,000,000
Long-term Risk Management Assets 440,000,000   440,000,000   534,000,000
Total Assets 904,000,000   904,000,000   1,158,000,000
Current Risk Management Liabilities 413,000,000   413,000,000   624,000,000
Long-term Risk Management Liabilities 318,000,000   318,000,000   395,000,000
Total Liabilities 731,000,000   731,000,000   1,019,000,000
Total MTM Derivative Contract Net Assets (Liabilities) 173,000,000   173,000,000   139,000,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Appalachian Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 68,826,000   68,826,000   127,983,000
Long-term Risk Management Assets 32,727,000   32,727,000   60,713,000
Total Assets 101,553,000   101,553,000   188,696,000
Current Risk Management Liabilities 60,360,000   60,360,000   120,612,000
Long-term Risk Management Liabilities 25,018,000   25,018,000   47,705,000
Total Liabilities 85,378,000   85,378,000   168,317,000
Total MTM Derivative Contract Net Assets (Liabilities) 16,175,000   16,175,000   20,379,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Indiana Michigan Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 45,137,000   45,137,000   93,488,000
Long-term Risk Management Assets 21,581,000   21,581,000   41,701,000
Total Assets 66,718,000   66,718,000   135,189,000
Current Risk Management Liabilities 41,179,000   41,179,000   102,764,000
Long-term Risk Management Liabilities 16,843,000   16,843,000   34,006,000
Total Liabilities 58,022,000   58,022,000   136,770,000
Total MTM Derivative Contract Net Assets (Liabilities) 8,696,000   8,696,000   (1,581,000)
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Ohio Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 96,943,000   96,943,000   183,528,000
Long-term Risk Management Assets 44,907,000   44,907,000   85,326,000
Total Assets 141,850,000   141,850,000   268,854,000
Current Risk Management Liabilities 85,293,000   85,293,000   173,055,000
Long-term Risk Management Liabilities 34,327,000   34,327,000   67,044,000
Total Liabilities 119,620,000   119,620,000   240,099,000
Total MTM Derivative Contract Net Assets (Liabilities) 22,230,000   22,230,000   28,755,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Public Service Co Of Oklahoma [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 1,407,000   1,407,000   1,699,000
Long-term Risk Management Assets 149,000   149,000   0
Total Assets 1,556,000   1,556,000   1,699,000
Current Risk Management Liabilities 1,943,000   1,943,000   7,038,000
Long-term Risk Management Liabilities 7,000   7,000   0
Total Liabilities 1,950,000   1,950,000   7,038,000
Total MTM Derivative Contract Net Assets (Liabilities) (394,000)   (394,000)   (5,339,000)
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Southwestern Electric Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 1,459,000   1,459,000   2,845,000
Long-term Risk Management Assets 21,000   21,000   0
Total Assets 1,480,000   1,480,000   2,845,000
Current Risk Management Liabilities 1,353,000   1,353,000   3,278,000
Long-term Risk Management Liabilities 8,000   8,000   0
Total Liabilities 1,361,000   1,361,000   3,278,000
Total MTM Derivative Contract Net Assets (Liabilities) 119,000   119,000   (433,000)
Gross Amounts Offset in the Statement of Financial Position [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets (293,000,000) [7]   (293,000,000) [7]   (433,000,000) [7]
Long-term Risk Management Assets (126,000,000) [7]   (126,000,000) [7]   (166,000,000) [7]
Total Assets (419,000,000) [7]   (419,000,000) [7]   (599,000,000) [7]
Current Risk Management Liabilities (311,000,000) [7]   (311,000,000) [7]   (469,000,000) [7]
Long-term Risk Management Liabilities (136,000,000) [7]   (136,000,000) [7]   (181,000,000) [7]
Total Liabilities (447,000,000) [7]   (447,000,000) [7]   (650,000,000) [7]
Total MTM Derivative Contract Net Assets (Liabilities) 28,000,000 [7]   28,000,000 [7]   51,000,000 [7]
Gross Amounts Offset in the Statement of Financial Position [Member] | Appalachian Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets (44,276,000) [8]   (44,276,000) [8]   (97,023,000) [8]
Long-term Risk Management Assets (11,888,000) [8]   (11,888,000) [8]   (26,353,000) [8]
Total Assets (56,164,000) [8]   (56,164,000) [8]   (123,376,000) [8]
Current Risk Management Liabilities (48,719,000) [8]   (48,719,000) [8]   (103,914,000) [8]
Long-term Risk Management Liabilities (12,937,000) [8]   (12,937,000) [8]   (29,229,000) [8]
Total Liabilities (61,656,000) [8]   (61,656,000) [8]   (133,143,000) [8]
Total MTM Derivative Contract Net Assets (Liabilities) 5,492,000 [8]   5,492,000 [8]   9,767,000 [8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Indiana Michigan Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets (28,987,000) [8]   (28,987,000) [8]   (66,514,000) [8]
Long-term Risk Management Assets (7,848,000) [8]   (7,848,000) [8]   (18,132,000) [8]
Total Assets (36,835,000) [8]   (36,835,000) [8]   (84,646,000) [8]
Current Risk Management Liabilities (31,911,000) [8]   (31,911,000) [8]   (71,247,000) [8]
Long-term Risk Management Liabilities (8,536,000) [8]   (8,536,000) [8]   (20,108,000) [8]
Total Liabilities (40,447,000) [8]   (40,447,000) [8]   (91,355,000) [8]
Total MTM Derivative Contract Net Assets (Liabilities) 3,612,000 [8]   3,612,000 [8]   6,709,000 [8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Ohio Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets (62,765,000) [8]   (62,765,000) [8]   (139,215,000) [8]
Long-term Risk Management Assets (16,313,000) [8]   (16,313,000) [8]   (37,038,000) [8]
Total Assets (79,078,000) [8]   (79,078,000) [8]   (176,253,000) [8]
Current Risk Management Liabilities (68,862,000) [8]   (68,862,000) [8]   (148,900,000) [8]
Long-term Risk Management Liabilities (17,750,000) [8]   (17,750,000) [8]   (41,079,000) [8]
Total Liabilities (86,612,000) [8]   (86,612,000) [8]   (189,979,000) [8]
Total MTM Derivative Contract Net Assets (Liabilities) 7,534,000 [8]   7,534,000 [8]   13,726,000 [8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Public Service Co Of Oklahoma [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets (555,000) [8]   (555,000) [8]   (1,190,000) [8]
Long-term Risk Management Assets 0 [8]   0 [8]   31,000 [8]
Total Assets (555,000) [8]   (555,000) [8]   (1,159,000) [8]
Current Risk Management Liabilities (555,000) [8]   (555,000) [8]   (1,190,000) [8]
Long-term Risk Management Liabilities (7,000) [8]   (7,000) [8]   31,000 [8]
Total Liabilities (562,000) [8]   (562,000) [8]   (1,159,000) [8]
Total MTM Derivative Contract Net Assets (Liabilities) 7,000 [8]   7,000 [8]   0 [8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Southwestern Electric Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets (1,057,000) [8]   (1,057,000) [8]   (2,150,000) [8]
Long-term Risk Management Assets 0 [8]   0 [8]   0 [8]
Total Assets (1,057,000) [8]   (1,057,000) [8]   (2,150,000) [8]
Current Risk Management Liabilities (1,057,000) [8]   (1,057,000) [8]   (2,150,000) [8]
Long-term Risk Management Liabilities (8,000) [8]   (8,000) [8]   0 [8]
Total Liabilities (1,065,000) [8]   (1,065,000) [8]   (2,150,000) [8]
Total MTM Derivative Contract Net Assets (Liabilities) 8,000 [8]   8,000 [8]   0 [8]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 171,000,000 [9]   171,000,000 [9]   191,000,000 [9]
Long-term Risk Management Assets 314,000,000 [9]   314,000,000 [9]   368,000,000 [9]
Total Assets 485,000,000 [9]   485,000,000 [9]   559,000,000 [9]
Current Risk Management Liabilities 102,000,000 [9]   102,000,000 [9]   155,000,000 [9]
Long-term Risk Management Liabilities 182,000,000 [9]   182,000,000 [9]   214,000,000 [9]
Total Liabilities 284,000,000 [9]   284,000,000 [9]   369,000,000 [9]
Total MTM Derivative Contract Net Assets (Liabilities) 201,000,000 [9]   201,000,000 [9]   190,000,000 [9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Appalachian Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 24,550,000 [9]   24,550,000 [9]   30,960,000 [9]
Long-term Risk Management Assets 20,839,000 [9]   20,839,000 [9]   34,360,000 [9]
Total Assets 45,389,000 [9]   45,389,000 [9]   65,320,000 [9]
Current Risk Management Liabilities 11,641,000 [9]   11,641,000 [9]   16,698,000 [9]
Long-term Risk Management Liabilities 12,081,000 [9]   12,081,000 [9]   18,476,000 [9]
Total Liabilities 23,722,000 [9]   23,722,000 [9]   35,174,000 [9]
Total MTM Derivative Contract Net Assets (Liabilities) 21,667,000 [9]   21,667,000 [9]   30,146,000 [9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Indiana Michigan Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 16,150,000 [9]   16,150,000 [9]   26,974,000 [9]
Long-term Risk Management Assets 13,733,000 [9]   13,733,000 [9]   23,569,000 [9]
Total Assets 29,883,000 [9]   29,883,000 [9]   50,543,000 [9]
Current Risk Management Liabilities 9,268,000 [9]   9,268,000 [9]   31,517,000 [9]
Long-term Risk Management Liabilities 8,307,000 [9]   8,307,000 [9]   13,898,000 [9]
Total Liabilities 17,575,000 [9]   17,575,000 [9]   45,415,000 [9]
Total MTM Derivative Contract Net Assets (Liabilities) 12,308,000 [9]   12,308,000 [9]   5,128,000 [9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Ohio Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 34,178,000 [9]   34,178,000 [9]   44,313,000 [9]
Long-term Risk Management Assets 28,594,000 [9]   28,594,000 [9]   48,288,000 [9]
Total Assets 62,772,000 [9]   62,772,000 [9]   92,601,000 [9]
Current Risk Management Liabilities 16,431,000 [9]   16,431,000 [9]   24,155,000 [9]
Long-term Risk Management Liabilities 16,577,000 [9]   16,577,000 [9]   25,965,000 [9]
Total Liabilities 33,008,000 [9]   33,008,000 [9]   50,120,000 [9]
Total MTM Derivative Contract Net Assets (Liabilities) 29,764,000 [9]   29,764,000 [9]   42,481,000 [9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Public Service Co Of Oklahoma [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 852,000 [9]   852,000 [9]   509,000 [9]
Long-term Risk Management Assets 149,000 [9]   149,000 [9]   31,000 [9]
Total Assets 1,001,000 [9]   1,001,000 [9]   540,000 [9]
Current Risk Management Liabilities 1,388,000 [9]   1,388,000 [9]   5,848,000 [9]
Long-term Risk Management Liabilities 0 [9]   0 [9]   31,000 [9]
Total Liabilities 1,388,000 [9]   1,388,000 [9]   5,879,000 [9]
Total MTM Derivative Contract Net Assets (Liabilities) (387,000) [9]   (387,000) [9]   (5,339,000) [9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Southwestern Electric Power Co [Member]
         
Fair Value of Derivative Instruments          
Current Risk Management Assets 402,000 [9]   402,000 [9]   695,000 [9]
Long-term Risk Management Assets 21,000 [9]   21,000 [9]   0 [9]
Total Assets 423,000 [9]   423,000 [9]   695,000 [9]
Current Risk Management Liabilities 296,000 [9]   296,000 [9]   1,128,000 [9]
Long-term Risk Management Liabilities 0 [9]   0 [9]   0 [9]
Total Liabilities 296,000 [9]   296,000 [9]   1,128,000 [9]
Total MTM Derivative Contract Net Assets (Liabilities) 127,000 [9]   127,000 [9]   (433,000) [9]
Power [Member]
         
Commodity:          
Derivative, Energy Notional Amount 464,000,000   464,000,000   498,000,000
Power [Member] | Appalachian Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 75,861,000   75,861,000   94,059,000
Power [Member] | Indiana Michigan Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 49,918,000   49,918,000   64,791,000
Power [Member] | Ohio Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 104,093,000   104,093,000   132,188,000
Power [Member] | Public Service Co Of Oklahoma [Member]
         
Commodity:          
Derivative, Energy Notional Amount 8,000   8,000   0
Power [Member] | Southwestern Electric Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 10,000   10,000   0
Coal [Member]
         
Commodity:          
Derivative, Mass Notional Amount 6,000,000   6,000,000   10,000,000
Coal [Member] | Appalachian Power Co [Member]
         
Commodity:          
Derivative, Mass Notional Amount 282,000   282,000   1,401,000
Coal [Member] | Indiana Michigan Power Co [Member]
         
Commodity:          
Derivative, Mass Notional Amount 3,980,000   3,980,000   2,711,000
Coal [Member] | Ohio Power Co [Member]
         
Commodity:          
Derivative, Mass Notional Amount 813,000   813,000   3,033,000
Coal [Member] | Public Service Co Of Oklahoma [Member]
         
Commodity:          
Derivative, Mass Notional Amount 2,075,000   2,075,000   1,980,000
Coal [Member] | Southwestern Electric Power Co [Member]
         
Commodity:          
Derivative, Mass Notional Amount 1,229,000   1,229,000   1,312,000
Natural Gas [Member]
         
Commodity:          
Derivative, Energy Notional Amount 141,000,000   141,000,000   147,000,000
Natural Gas [Member] | Appalachian Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 4,121,000   4,121,000   10,077,000
Natural Gas [Member] | Indiana Michigan Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 2,711,000   2,711,000   6,922,000
Natural Gas [Member] | Ohio Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 5,654,000   5,654,000   14,163,000
Natural Gas [Member] | Public Service Co Of Oklahoma [Member]
         
Commodity:          
Derivative, Energy Notional Amount 0   0   0
Natural Gas [Member] | Southwestern Electric Power Co [Member]
         
Commodity:          
Derivative, Energy Notional Amount 0   0   0
Heating Oil and Gasoline [Member]
         
Commodity:          
Derivative, Volume Notional Amount 5,000,000   5,000,000   6,000,000
Heating Oil and Gasoline [Member] | Appalachian Power Co [Member]
         
Commodity:          
Derivative, Volume Notional Amount 981,000   981,000   1,050,000
Heating Oil and Gasoline [Member] | Indiana Michigan Power Co [Member]
         
Commodity:          
Derivative, Volume Notional Amount 484,000   484,000   532,000
Heating Oil and Gasoline [Member] | Ohio Power Co [Member]
         
Commodity:          
Derivative, Volume Notional Amount 1,155,000   1,155,000   1,260,000
Heating Oil and Gasoline [Member] | Public Service Co Of Oklahoma [Member]
         
Commodity:          
Derivative, Volume Notional Amount 491,000   491,000   616,000
Heating Oil and Gasoline [Member] | Southwestern Electric Power Co [Member]
         
Commodity:          
Derivative, Volume Notional Amount 603,000   603,000   585,000
Interest Rate Contract [Member]
         
Commodity:          
Derivative, Notional Amount 201,000,000   201,000,000   235,000,000
Interest Rate Contract [Member] | Appalachian Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 16,501,000   16,501,000   24,146,000
Interest Rate Contract [Member] | Indiana Michigan Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 10,858,000   10,858,000   16,584,000
Interest Rate Contract [Member] | Ohio Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 22,642,000   22,642,000   33,934,000
Interest Rate Contract [Member] | Public Service Co Of Oklahoma [Member]
         
Commodity:          
Derivative, Notional Amount 0   0   0
Interest Rate Contract [Member] | Southwestern Electric Power Co [Member]
         
Commodity:          
Derivative, Notional Amount 0   0   0
Utility Operations Revenues [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 4,000,000 5,000,000 17,000,000 19,000,000  
Electric Generation, Transmission and Distribution Revenues [Member] | Appalachian Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 746,000 378,000 1,619,000 (548,000)  
Electric Generation, Transmission and Distribution Revenues [Member] | Indiana Michigan Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 1,742,000 3,814,000 9,586,000 9,206,000  
Electric Generation, Transmission and Distribution Revenues [Member] | Ohio Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 66,000 87,000 3,599,000 11,118,000  
Electric Generation, Transmission and Distribution Revenues [Member] | Public Service Co Of Oklahoma [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 25,000 71,000 241,000 231,000  
Electric Generation, Transmission and Distribution Revenues [Member] | Southwestern Electric Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 51,000 174,000 381,000 426,000  
Sales to AEP Affiliates [Member] | Appalachian Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Sales to AEP Affiliates [Member] | Indiana Michigan Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Sales to AEP Affiliates [Member] | Ohio Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Sales to AEP Affiliates [Member] | Public Service Co Of Oklahoma [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Sales to AEP Affiliates [Member] | Southwestern Electric Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Other Revenues [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 9,000,000 20,000,000 39,000,000 28,000,000  
Fuel and Other Consumables Used for Electric Generation [Member] | Appalachian Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Fuel and Other Consumables Used for Electric Generation [Member] | Indiana Michigan Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Fuel and Other Consumables Used for Electric Generation [Member] | Ohio Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Fuel and Other Consumables Used for Electric Generation [Member] | Public Service Co Of Oklahoma [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Fuel and Other Consumables Used for Electric Generation [Member] | Southwestern Electric Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 0 0 0  
Regulatory Assets [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 [10] 2,000,000 [10] (3,000,000) [10] (35,000,000) [10]  
Regulatory Assets [Member] | Appalachian Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 [10] (138,000) [10] 0 [10] (6,133,000) [10]  
Regulatory Assets [Member] | Indiana Michigan Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (1,349,000) [10] (1,213,000) [10] (1,648,000) [10] (7,228,000) [10]  
Regulatory Assets [Member] | Ohio Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 0 [10] 3,000,000 [10] (5,158,000) [10] (9,026,000) [10]  
Regulatory Assets [Member] | Public Service Co Of Oklahoma [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 960,000 [10] 598,000 [10] 3,162,000 [10] (5,360,000) [10]  
Regulatory Assets [Member] | Southwestern Electric Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 421,000 [10] 115,000 [10] 427,000 [10] (6,977,000) [10]  
Regulatory Liabilities [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (5,000,000) [10] (14,000,000) [10] (10,000,000) [10] 12,000,000 [10]  
Regulatory Liabilities [Member] | Appalachian Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (950,000) [10] (1,672,000) [10] (1,160,000) [10] 8,166,000 [10]  
Regulatory Liabilities [Member] | Indiana Michigan Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (2,347,000) [10] (5,267,000) [10] (9,209,000) [10] 1,851,000 [10]  
Regulatory Liabilities [Member] | Ohio Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts (1,264,000) [10] (6,788,000) [10] 1,557,000 [10] 390,000 [10]  
Regulatory Liabilities [Member] | Public Service Co Of Oklahoma [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts 18,000 [10] 2,000 [10] 18,000 [10] 3,000 [10]  
Regulatory Liabilities [Member] | Southwestern Electric Power Co [Member]
         
Amount of Gain (Loss) Recognized on Risk Management Contracts          
Amount of Gain (Loss) Recognized on Risk Management Contracts $ 130,000 [10] $ 11,000 [10] $ 157,000 [10] $ 6,000 [10]  
[1] Hedging Assets and Hedging Liabilities are included in Risk Management Assets and Liabilities on the condensed balance sheets.
[2] Amounts in ''Other'' column primarily represent counterparty netting of risk management and hedging contracts and associated cash collateral under the accounting guidance for ''Derivatives and Hedging.''
[3] The September 30, 2013 maturity of the net fair value of risk management contracts prior to cash collateral, assets/(liabilities), is as follows: Level 1 matures $1 million in 2013, ($3) million in periods 2014-2016 and ($4) million in periods 2017-2018; Level 2 matures $4 million in 2013, $48 million in periods 2014-2016, $8 million in periods 2017-2018 and $7 million in periods 2019-2030; Level 3 matures $6 million in 2013, $60 million in periods 2014-2016, $32 million in periods 2017-2018 and $25 million in periods 2019-2030. Risk management commodity contracts are substantially comprised of power contracts.
[4] The December 31, 2012 maturity of the net fair value of risk management contracts prior to cash collateral, assets/(liabilities), is as follows: Level 1 matures $9 million in 2013, ($3) million in periods 2014-2016 and ($4) million in periods 2017-2018; Level 2 matures $16 million in 2013, $61 million in periods 2014-2016, $16 million in periods 2017-2018 and $7 million in periods 2019-2030; Level 3 matures $18 million in 2013, $31 million in periods 2014-2016, $13 million in periods 2017-2018 and $24 million in periods 2019-2030. Risk management commodity contracts are substantially comprised of power contracts.
[5] Substantially comprised of power contracts for APCo, I&M and OPCo and coal contracts for PSO and SWEPCo.
[6] Derivative instruments within these categories are reported gross. These instruments are subject to master netting agreements and are presented on the condensed balance sheets on a net basis in accordance with the accounting guidance for "Derivatives and Hedging."
[7] Amounts primarily include counterparty netting of risk management and hedging contracts and associated cash collateral in accordance with the accounting guidance for "Derivatives and Hedging." Amounts also include de-designated risk management contracts.
[8] Amounts include counterparty netting of risk management and hedging contracts and associated cash collateral in accordance with the accounting guidance for "Derivatives and Hedging."
[9] There are no derivative contracts subject to a master netting arrangement or similar agreement which are not offset in the statement of financial position.
[10] Represents realized and unrealized gains and losses subject to regulatory accounting treatment recorded as either current or noncurrent on the condensed balance sheets.