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Derivative Instruments (Details) (USD $)
12 Months Ended
Dec. 31, 2011
Summary of derivative instruments by risk exposure, maximum maturity [Abstract]  
Maximum length of time hedged in commodity cash flow hedges December 2012
Maximum length of time hedged in interest rate cash flow hedges December 2030
Maximum length of time hedged in foreign currency cash flow hedges September 2030
Net notional amount of interest rate swaps $ 6,500,000,000
Net notional amount of foreign currency swaps 544,000,000
Derivative, credit risk related contingent features [Abstract]  
Fair value of derivative instruments with credit-risk-related contingent features that were in a liability position 3,200,000,000
Total required posted collateral should Capital Holdings' and FPL's credit ratings fall to BBB/Baa2 800,000,000
Total required posted collateral should Capital Holdings' and FPL's credit ratings fall to below investment grade 2,800,000,000
Additional collateral requirements if non-ratings based contract provisions are triggered 600,000,000
Letters of credit posted through the normal course of business that could be applied toward the collateral requirements related to derivative instruments with credit-risk-related contingent features $ 400,000,000