Derivative Instruments And Hedging Activities - Narrative (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended				9 Months Ended
	Sep. 30, 2012		Sep. 30, 2011		Sep. 30, 2012		Sep. 30, 2011
Investment Holdings [Line Items]
Increase in the fair value of interest swap	$ 1				$ 2
Con Edison [Member]
Investment Holdings [Line Items]
Energy supply and hedging activities credit exposure total	118				118
Makeup of net credit exposure, with investment-grade counterparties	44				44
Makeup of net credit exposure with commodity exchange brokers	25				25
Makeup of net credit exposure independent system operators	47
Makeup of net credit exposure non-rated counterparties	2
Number of contracts, considered derivatives					1289
Unrealized gain (loss) on derivatives	10	[1]	40	[1]	(62)	[1]	120	[1]
CECONY [Member]
Investment Holdings [Line Items]
Energy supply and hedging activities credit exposure total	13				13
Makeup of net credit exposure, with investment-grade counterparties	3				3
Makeup of net credit exposure with commodity exchange brokers	10				10
Number of contracts, considered derivatives					628
Interest Rate Swap [Member]
Investment Holdings [Line Items]
Unrealized gain (loss) on derivatives					$ 6
Derivative, fixed interest rate	6.09%				6.09%

[1] Qualifying derivative contracts, which have been designated as normal purchases or normal sales contracts, are not reported at fair value under the accounting rules for derivatives and hedging and, therefore, are excluded from the table.