Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The table below summarizes the Registrants’ outstanding interest rate hedging activity:

	March 31, 2021		December 31, 2020
Hedging Classification	Notional Principal
	(in millions)
Economic hedge (1)	$	84	$	84

(1)Relates to interest rate derivative instruments at SIGECO.

Fair Value of Derivative Instruments [Table Text Block]

The following tables present information about derivative instruments and hedging activities. The first table provides a balance sheet overview of Derivative Liabilities, while the last table provides a breakdown of the related income statement impacts.

Fair Value of Derivative Instruments and Hedged Items (CenterPoint Energy)

		Derivative Liabilities Fair Value
	Balance Sheet Location	March 31, 2021		December 31, 2020
Derivatives not designated as hedging instruments:		(in millions)
Natural gas derivatives (1)	Current Liabilities: Non-trading derivative liabilities	$	2	$	3
Natural gas derivatives (1)	Other Liabilities: Non-trading derivative liabilities	5		7
Interest rate derivatives	Other Liabilities: Non-trading derivative liabilities	9		20
Indexed debt securities derivative (2)	Current Liabilities	927		953
Total		$	943	$	983

(1)Natural gas contracts are subject to master netting arrangements. This netting applies to all undisputed amounts due or past due. However, the mark-to-market fair value of each natural gas contract is in a liability position with no offsetting amounts.

(2)Derivative component of the ZENS obligation that represents the ZENS holder’s option to receive the appreciated value of the reference shares at maturity. See Note 11 for further information.

Income Statement Impact of Derivative Activity [Table Text Block]

Income Statement Impact of Hedge Accounting Activity (CenterPoint Energy)

		Three Months Ended March 31,
	Income Statement Location	2021		2020
Derivatives not designated as hedging instruments:		(in millions)
Indexed debt securities derivative (1)	Gain (loss) on indexed debt securities	$	26	$	135
Total		$	26	$	135

(1)The indexed debt securities derivative is recorded at fair value and changes in the fair value are recorded in CenterPoint Energy’s Statements of Consolidated Income.

Credit-risk-related contingent features [Table Text Block]

(c) Credit Risk Contingent Features (CenterPoint Energy)

Certain of CenterPoint Energy’s derivative instruments contain provisions that require CenterPoint Energy’s debt to maintain an investment grade credit rating on its long-term unsecured unsubordinated debt from S&P and Moody’s. If CenterPoint Energy’s debt were to fall below investment grade, it would be in violation of these provisions, and the counterparties to the derivative instruments could request immediate payment.

	March 31, 2021		December 31, 2020
	(in millions)
Aggregate fair value of derivatives with credit-risk-related contingent features in a liability position	$	9	$	20
Fair value of collateral already posted	7		7
Additional collateral required to be posted if credit risk contingent features triggered (1)	2		3

(1)The maximum collateral required if further escalating collateral is triggered would equal the net liability position.