XML 71 R49.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value Measurements (Schedule Of Valuation Process And Unobservable Inputs) (Detail)
$ in Millions
 6 Months Ended 12 Months Ended
Jun. 30, 2017
USD ($)
$ / credit
$ / MMBTU
$ / MWh
$ / MW
Dec. 31, 2016
USD ($)
$ / credit
$ / MMBTU
$ / lb
$ / MWh
$ / MW
Natural Gas | Discounted Cash Flow | Minimum    
Fair Value Inputs [Abstract]    
Counterparty credit risk [1],[2] 0.45% 0.13%
Nodal basis [3] (0.8) (0.8)
Credit risk [1],[2] 0.37% 0.38%
Natural Gas | Discounted Cash Flow | Maximum    
Fair Value Inputs [Abstract]    
Counterparty credit risk [1],[2] 6.00% 8.00%
Nodal basis [3] (0.1) 0
Credit risk [1],[2] 0.37% 0.38%
Natural Gas | Discounted Cash Flow | Weighted Average    
Fair Value Inputs [Abstract]    
Counterparty credit risk [1],[2] 0.82% 1.00%
Nodal basis [3] (0.70) (0.5)
Credit risk [1],[2] 0.37% 0.38%
Natural Gas | Option Model | Minimum    
Fair Value Inputs [Abstract]    
Volatilities [3]   31.00%
Nodal basis [3]   (0.40)
Natural Gas | Option Model | Maximum    
Fair Value Inputs [Abstract]    
Volatilities [3]   66.00%
Nodal basis [3]   (0.1)
Natural Gas | Option Model | Weighted Average    
Fair Value Inputs [Abstract]    
Volatilities [3]   36.00%
Nodal basis [3]   (0.20)
Natural Gas | Derivative Assets    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative assets | $ [4] $ 0 $ 1
Natural Gas | Derivative Liabilities    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative liabilities | $ [4] $ (2) $ (1)
Fuel Oils | Discounted Cash Flow | Minimum    
Fair Value Inputs [Abstract]    
Escalation rate [3],[5] 0.00% (2.00%)
Counterparty credit risk [1],[2] 0.22% 0.13%
Credit risk [1],[2] 0.37% 0.38%
Fuel Oils | Discounted Cash Flow | Maximum    
Fair Value Inputs [Abstract]    
Escalation rate [3],[5] 1.00% 2.00%
Counterparty credit risk [1],[2] 0.22% 0.22%
Credit risk [1],[2] 0.37% 0.38%
Fuel Oils | Discounted Cash Flow | Weighted Average    
Fair Value Inputs [Abstract]    
Escalation rate [3],[5] 0.00% 0.00%
Counterparty credit risk [1],[2] 0.22% 0.15%
Credit risk [1],[2] 0.37% 0.38%
Fuel Oils | Option Model | Minimum    
Fair Value Inputs [Abstract]    
Volatilities [3] 26.00% 24.00%
Fuel Oils | Option Model | Maximum    
Fair Value Inputs [Abstract]    
Volatilities [3] 36.00% 66.00%
Fuel Oils | Option Model | Weighted Average    
Fair Value Inputs [Abstract]    
Volatilities [3] 27.00% 28.00%
Fuel Oils | Derivative Assets    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative assets | $ [4] $ 1 $ 1
Fuel Oils | Derivative Liabilities    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative liabilities | $ [4] $ (2) $ 0
Power | Discounted Cash Flow | Minimum    
Fair Value Inputs [Abstract]    
Nodal basis | $ / MWh [6] (3) (6)
Credit risk [1],[2] 0.37% 0.38%
Average forward peak and off-peak pricing | $ / MWh [6] 25 26
Estimated auction price | $ / MW [3] (730) (71)
Power | Discounted Cash Flow | Maximum    
Fair Value Inputs [Abstract]    
Nodal basis | $ / MWh [6] 0 0
Credit risk [1],[2] 0.37% 0.38%
Average forward peak and off-peak pricing | $ / MWh [6] 42 44
Estimated auction price | $ / MW [3] 1,398 5,270
Power | Discounted Cash Flow | Weighted Average    
Fair Value Inputs [Abstract]    
Nodal basis | $ / MWh [6] (2) (2)
Credit risk [1],[2] 0.37% 0.38%
Average forward peak and off-peak pricing | $ / MWh [6] 29 29
Estimated auction price | $ / MW [3] 284 125
Power | Fundamental Energy Production Model | Minimum    
Fair Value Inputs [Abstract]    
Escalation rate [3],[7] 3.00% 5.00%
Estimated future gas prices [3] 3 3
Power | Fundamental Energy Production Model | Maximum    
Fair Value Inputs [Abstract]    
Escalation rate [3],[7] 3.00% 5.00%
Estimated future gas prices [3] 4 4
Power | Fundamental Energy Production Model | Weighted Average    
Fair Value Inputs [Abstract]    
Escalation rate [3],[7] 3.00% 5.00%
Estimated future gas prices [3] 3 3
Power | Contract Price Allocation | Minimum    
Fair Value Inputs [Abstract]    
Estimated renewable energy credit costs | $ / credit [3] 5 5
Power | Contract Price Allocation | Maximum    
Fair Value Inputs [Abstract]    
Estimated renewable energy credit costs | $ / credit [3] 7 7
Power | Contract Price Allocation | Weighted Average    
Fair Value Inputs [Abstract]    
Estimated renewable energy credit costs | $ / credit [3] 6 6
Power | Derivative Assets    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative assets | $ [4],[8] $ 15 $ 9
Power | Derivative Liabilities    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative liabilities | $ [4],[8] $ (193) $ (187)
Uranium | Discounted Cash Flow | Minimum    
Fair Value Inputs [Abstract]    
Credit risk [1],[2]   0.38%
Average forward pricing | $ / lb [3]   22
Uranium | Discounted Cash Flow | Maximum    
Fair Value Inputs [Abstract]    
Credit risk [1],[2]   0.38%
Average forward pricing | $ / lb [3]   24
Uranium | Discounted Cash Flow | Weighted Average    
Fair Value Inputs [Abstract]    
Credit risk [1],[2]   0.38%
Average forward pricing | $ / lb [3]   22
Uranium | Option Model | Minimum    
Fair Value Inputs [Abstract]    
Volatilities [3]   24.00%
Uranium | Option Model | Maximum    
Fair Value Inputs [Abstract]    
Volatilities [3]   24.00%
Uranium | Option Model | Weighted Average    
Fair Value Inputs [Abstract]    
Volatilities [3]   24.00%
Uranium | Derivative Assets    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative assets | $ [4]   $ 0
Uranium | Derivative Liabilities    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative liabilities | $ [4]   $ (4)
[1] Counterparty credit risk is applied only to counterparties with derivative asset balances. Ameren Missouri and Ameren Illinois credit risk is applied only to counterparties with derivative liability balances.
[2] Generally, significant increases (decreases) in this input in isolation would result in a significantly lower (higher) fair value measurement.
[3] Generally, significant increases (decreases) in this input in isolation would result in a significantly higher (lower) fair value measurement.
[4] The derivative asset and liability balances are presented net of counterparty credit considerations.
[5] Escalation rate applies to fuel oil prices 2019 and beyond
[6] The balance at Ameren is comprised of Ameren Missouri and Ameren Illinois power contracts, which respond differently to unobservable input changes due to their opposing positions.
[7] Escalation rate applies to power prices in 2031 and beyond.
[8] Power valuations use visible third-party pricing evaluated by month for peak and off-peak demand through 2021 for June 30, 2017 and through 2020 for December 31, 2016. Valuations beyond 2021 for June 30, 2017 and 2020 for December 31, 2016 use fundamentally modeled pricing by month for peak and off-peak demand.