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Fair Value Measurements and Credit Concentration (Net Assets and Liabilities Measured on Recurring Basis Level 3 Significant Unobservable Inputs) (Details) (Level 3 [Member], USD $)
In Millions, unless otherwise specified
 3 Months Ended 12 Months Ended 3 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Mar. 31, 2014
Recurring [Member] | Energy Commodities, Net [Member] | Natural Gas Contracts [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
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/ us-gaap_ValuationTechniqueAxis
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Recurring [Member] | Cross Currency Swaps [Member] | Discounted Cash Flow [Member] | Weighted Average [Member]      
Fair Value Inputs [Abstract]      
Credit valuation adjustment   15.00%us-gaap_FairValueInputsEntityCreditRisk
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Nonrecurring [Member] | Kerr Dam Project [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Fair value of net asset and (liability)     29ppl_AssetsLiabilitiesFairValueDisclosure
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Nonrecurring [Member] | Kerr Dam Project [Member] | Discounted Cash Flow [Member] | Maximum [Member]      
Fair Value Inputs [Abstract]      
Proprietary Model Used To Calculate Plant Value     38.00%ppl_ProprietaryModelUsedToCalculatePlantValue
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Nonrecurring [Member] | Kerr Dam Project [Member] | Discounted Cash Flow [Member] | Minimum [Member]      
Fair Value Inputs [Abstract]      
Proprietary Model Used To Calculate Plant Value     38.00%ppl_ProprietaryModelUsedToCalculatePlantValue
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Nonrecurring [Member] | Kerr Dam Project [Member] | Discounted Cash Flow [Member] | Weighted Average [Member]      
Fair Value Inputs [Abstract]      
Proprietary Model Used To Calculate Plant Value     38.00%ppl_ProprietaryModelUsedToCalculatePlantValue
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[1]

As the forward price of natural gas increases/(decreases), the fair value of purchase contracts increases/(decreases). As the forward price of natural gas increases/(decreases), the fair value of sales contracts (decreases)/increases.

[2]

For energy commodities and auction rate securities, the range and weighted average represent the percentage of fair value derived from the unobservable inputs. For cross-currency swaps, the range and weighted average represent the percentage change in fair value due to the unobservable inputs used in the model to calculate the credit valuation adjustment.
[3]

As forward market prices increase/(decrease), the fair value of contracts (decreases)/increases. As volumetric assumptions for contracts in a gain position increase/(decrease), the fair value of contracts increases/(decreases). As volumetric assumptions for contracts in a loss position increase/(decrease), the fair value of the contracts (decreases)/increases.
[4]

As the forward implied spread increases/(decreases), the fair value of the contracts increases/(decreases).
[5]

The proprietary model used to calculate fair value incorporates market heat rates, correlations and volatilities. As the market implied heat rate increases/(decreases), the fair value of the contracts increases/(decreases).
[6]

The model used to calculate fair value incorporates an assumption that the auctions will continue to fail. As the modeled forward rates of the SIFMA Index increase/(decrease), the fair value of the securities increases/(decreases).

[7]

The credit valuation adjustment incorporates projected probabilities of default and estimated recovery rates. As the credit valuation adjustment increases/(decreases), the fair value of the swaps (decreases)/increases.

[8]

The range and weighted average represent the percentage of fair value derived from the unobservable inputs.