Derivative Instruments and Hedging Activity (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of the fair values of derivative instruments designated as cash flow hedging instruments included in balance sheets

Fair Value of Derivative Instruments - The tables below present NEP's gross derivative positions, based on the total fair value of each derivative instrument, at December 31, 2017 and 2016, as required by disclosure rules, as well as the location of the net derivative positions, based on the expected timing of future payments, on the consolidated balance sheets.

	December 31, 2017
		Fair Values of Derivatives Not Designated as Hedging Instruments for Accounting Purposes - Gross Basis				Total Derivatives Combined - Net Basis
		Assets		Liabilities		Assets		Liabilities
	(millions)
Interest rate contracts		$	15	$	44	$	18	$	47
Foreign currency contracts		—		3		—		3
Total fair values		$	15	$	47	$	18	$	50
Net fair value by balance sheet line item:
Other current assets						$	10
Other non-current assets						8
Current derivative liabilities								$	11
Other non-current liabilities								39
Total derivatives						$	18	$	50

	December 31, 2016
		Fair Values of Derivatives Not Designated as Hedging Instruments for Accounting Purposes - Gross Basis				Total Derivatives Combined - Net Basis
		Assets		Liabilities		Assets		Liabilities
	(millions)
Interest rate contracts		$	15	$	44	$	17	$	46
Foreign currency contracts		1		—		1		—
Total fair values		$	16	$	44	$	18	$	46
Net fair value by balance sheet line item:
Other current assets						$	1
Other non-current assets						17
Current derivative liabilities								$	18
Other non-current liabilities								28
Total derivatives						$	18	$	46

Schedule of gains (losses) related to cash flow hedges

Gains (losses) related to NEP's interest rate contracts are recorded in NEP's consolidated financial statements as follows:

	Years Ended December 31,
	2017			2016			2015
	(millions)
Interest rate contracts:
Losses recognized in other comprehensive income	$	—		$	—		$	(15	)
Losses reclassified from AOCI to interest expense	$	(7	)	$	(8	)	$	(6	)
Gains (losses) recognized in interest expense	$	(14	)	$	14		$	8

Credit-Risk-Related Contingent Features - Certain of NEP's derivative instruments contain credit-related cross-default and material adverse change triggers, none of which contain requirements to maintain certain credit ratings or financial ratios. At December 31, 2017, the aggregate fair value of NEP's derivative instruments with contingent risk features that were in a liability position was approximately $17 million.