Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Open Gross Derivative Volumes By Commodity Type

The following table presents open gross commodity contract volumes by commodity type for derivative assets and liabilities as of September 30, 2018, and December 31, 2017. As of September 30, 2018, these contracts extended through October 2021, March 2023, and May 2032 for fuel oils, natural gas, and power, respectively.

	Quantity (in millions)
	2018			2017
Commodity	Ameren Missouri	Ameren Illinois	Ameren	Ameren Missouri	Ameren Illinois	Ameren
Fuel oils (in gallons)(a)	42	(b)	42	28	(b)	28
Natural gas (in mmbtu)	20	160	180	24	139	163
Power (in megawatthours)	2	8	10	3	9	12

(a) Consists of ultra-low-sulfur diesel products.

(b) Not applicable.

Derivative Instruments Carrying Value

The following table presents the carrying value and balance sheet location of all derivative commodity contracts, none of which were designated as hedging instruments, as of September 30, 2018, and December 31, 2017:

	Balance Sheet Location	Ameren Missouri		Ameren Illinois		Ameren
2018
Fuel oils	Other current assets	$	10	$	—	$	10
	Other assets	6		—		6
Natural gas	Other current assets	—		1		1
	Other assets	—		1		1
Power	Other current assets	3		—		3
	Total assets (a)	$	19	$	2	$	21
Fuel oils	Other deferred credits and liabilities	$	1	$	—	$	1
Natural gas	Other current liabilities	4		12		16
	Other deferred credits and liabilities	2		9		11
Power	Other current liabilities	3		13		16
	Other deferred credits and liabilities	—		174		174
	Total liabilities (b)	$	10	$	208	$	218
2017
Fuel oils	Other current assets	$	5	$	—	$	5
	Other assets	2		—		2
Natural gas	Other assets	1		—		1
Power	Other current assets	9		—		9
	Total assets (a)	$	17	$	—	$	17
Natural gas	Other current liabilities	$	5	$	12	$	17
	Other deferred credits and liabilities	3		10		13
Power	Other current liabilities	1		13		14
	Other deferred credits and liabilities	—		182		182
	Total liabilities (b)	$	9	$	217	$	226

(a) The cumulative amount of pretax net gains on all derivative instruments is deferred as a regulatory liability.

(b) The cumulative amount of pretax net losses on all derivative instruments is deferred as a regulatory asset.

Derivative Instruments With Credit Risk-Related Contingent Features

The following table presents, as of September 30, 2018, the aggregate fair value of all derivative instruments with credit risk-related contingent features in a gross liability position, the cash collateral posted, and the aggregate amount of additional collateral that counterparties could require. The additional collateral required is the net liability position allowed under the master netting arrangements or similar agreements, assuming (1) the credit risk-related contingent features underlying these arrangements were triggered on September 30, 2018, and (2) those counterparties with rights to do so requested collateral.

	Aggregate Fair Value of Derivative Liabilities(a)		Cash Collateral Posted		Potential Aggregate Amount of Additional Collateral Required(b)
Ameren Missouri	$	71	$	4	$	51
Ameren Illinois	49		—		43
Ameren	$	120	$	4	$	94

(a) Before consideration of master netting arrangements or similar agreements and including NPNS and other accrual contract exposures.

(b) As collateral requirements with certain counterparties are based on master netting arrangements or similar agreements, the aggregate amount of additional collateral required to be posted is determined after consideration of the effects of such arrangements.