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Risk Management and Hedging Activities (Tables)
 9 Months Ended
Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The following table, which reflects master netting arrangements and excludes contracts that have been designated as normal under the normal purchases or normal sales exception afforded by GAAP, summarizes the fair value of the Company's derivative contracts, on a gross basis, and reconciles those amounts to the amounts presented on a net basis on the Consolidated Balance Sheets (in millions):
 
Other
 
 
 
Other
 
Other
 
 
 
Current
 
Other
 
Current
 
Long-term
 
 
 
Assets
 
Assets
 
Liabilities
 
Liabilities
 
Total
As of September 30, 2014
 
 
 
 
 
 
 
 
 
Not designated as hedging contracts:
 
 
 
 
 
 
 
 
 
Commodity assets(1)
$
16

 
$
58

 
$
26

 
$
—

 
$
100

Commodity liabilities(1)
(3
)
 
(1
)
 
(111
)
 
(101
)
 
(216
)
Interest rate assets
3

 
—

 
—

 
—

 
3

Interest rate liabilities
—

 
—

 
(1
)
 
(1
)
 
(2
)
Total
16

 
57

 
(86
)
 
(102
)
 
(115
)
 
 

 
 

 
 

 
 

 
 
Designated as hedging contracts:
 

 
 

 
 

 
 

 
 
Commodity assets
14

 
—

 
6

 
5

 
25

Commodity liabilities
(5
)
 
—

 
(1
)
 
(9
)
 
(15
)
Interest rate assets
—

 
4

 
—

 
—

 
4

Interest rate liabilities
—

 
—

 
(5
)
 
—

 
(5
)
Total
9

 
4

 
—

 
(4
)
 
9

 
 

 
 

 
 

 
 

 
 
Total derivatives
25

 
61

 
(86
)
 
(106
)
 
(106
)
Cash collateral receivable
—

 
—

 
41

 
5

 
46

Total derivatives - net basis
$
25

 
$
61

 
$
(45
)
 
$
(101
)
 
$
(60
)
 
As of December 31, 2013
 
 
 
 
 
 
 
 
 
Not designated as hedging contracts:
 
 
 
 
 
 
 
 
 
Commodity assets(1)
$
16

 
$
62

 
$
18

 
$
2

 
$
98

Commodity liabilities(1)
(2
)
 
(1
)
 
(78
)
 
(145
)
 
(226
)
Interest rate assets
3

 
5

 
—

 
—

 
8

Interest rate liabilities
—

 
—

 
(1
)
 
—

 
(1
)
Total
17

 
66

 
(61
)
 
(143
)
 
(121
)
 
 
 
 
 
 
 
 
 
 
Designated as hedging contracts:
 
 
 
 
 
 
 
 
 
Commodity assets
1

 
—

 
1

 
—

 
2

Commodity liabilities
(1
)
 
—

 
(5
)
 
(8
)
 
(14
)
Interest rate assets
—

 
6

 
—

 
—

 
6

Interest rate liabilities
—

 
—

 
(6
)
 
—

 
(6
)
Total
—

 
6

 
(10
)
 
(8
)
 
(12
)
 
 
 
 
 
 
 
 
 
 
Total derivatives
17

 
72

 
(71
)
 
(151
)
 
(133
)
Cash collateral receivable
(2
)
 
—

 
1

 
13

 
12

Total derivatives - net basis
$
15

 
$
72

 
$
(70
)
 
$
(138
)
 
$
(121
)
 
(1)
The Company's commodity derivatives not designated as hedging contracts are generally included in regulated rates, and as of September 30, 2014 and December 31, 2013, a net regulatory asset of $173 million and $182 million, respectively, was recorded related to the net derivative liability of $116 million and $128 million, respectively.
Schedule of Regulatory Assets (Liabilities), Net, Unrealized Loss (Gain), Net, on Derivative Contracts [Table Text Block]
The following table reconciles the beginning and ending balances of the Company's net regulatory assets and summarizes the pre-tax gains and losses on commodity derivative contracts recognized in net regulatory assets, as well as amounts reclassified to earnings (in millions):
 
Three-Month Periods
 
Nine-Month Periods
 
Ended September 30,
 
Ended September 30,
 
2014
 
2013
 
2014
 
2013
 
 
 
 
 
 
 
 
Beginning balance
$
142

 
$
172

 
$
182

 
$
235

Changes in fair value recognized in net regulatory assets
37

 
18

 
30

 
12

Net gains (losses) reclassified to operating revenue
5

 
7

 
(30
)
 
9

Net losses reclassified to cost of sales
(11
)
 
(53
)
 
(9
)
 
(112
)
Ending balance
$
173

 
$
144

 
$
173

 
$
144
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]
The following table reconciles the beginning and ending balances of the Company's accumulated other comprehensive (income) loss (pre-tax) and summarizes pre-tax gains and losses on commodity derivative contracts designated and qualifying as cash flow hedges recognized in other comprehensive income (loss) ("OCI"), as well as amounts reclassified to earnings (in millions):
 
Three-Month Periods
 
Nine-Month Periods
 
Ended September 30,
 
Ended September 30,
 
2014
 
2013
 
2014
 
2013
 
 
 
 
 
 
 
 
Beginning balance
$
(25
)
 
$
26

 
$
12

 
$
32

Changes in fair value recognized in OCI
16

 
1

 
(61
)
 
1

Net (losses) gains reclassified to cost of sales
(5
)
 
(1
)
 
35

 
(7
)
Ending balance
$
(14
)
 
$
26

 
$
(14
)
 
$
26
Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]
The following table summarizes the net notional amounts of outstanding derivative contracts with indexed and fixed price terms that comprise the mark-to-market values as of (in millions):
 
Unit of
 
September 30,
 
December 31,
 
Measure
 
2014
 
2013
Electricity sales
Megawatt hours
 
—

 
(5
)
Natural gas purchases
Decatherms
 
346

 
322

Fuel purchases
Gallons
 
1

 
9

Interest rate swaps
US$
 
446

 
650

Mortgage sale commitments, net
US$
 
(94
)
 
(121
)