Derivatives and Hedging (Details) (USD $)	3 Months Ended				12 Months Ended
	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013
Cash Collateral Netting
Cash Collateral Received Netted Against Risk Management Assets	$ 19,000,000				$ 4,000,000
Cash Collateral Paid Netted Against Risk Management Liabilities	17,000,000				13,000,000
Fair Value of Derivative Instruments
Current Risk Management Assets	125,000,000				160,000,000
Long-term Risk Management Assets	266,000,000				297,000,000
Total Assets	391,000,000				457,000,000
Current Risk Management Liabilities	60,000,000				90,000,000
Long-term Risk Management Liabilities	137,000,000				177,000,000
Total Liabilities	197,000,000				267,000,000
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	139,000,000		18,000,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	13,000,000	[1]			7,000,000	[1]
Hedging Liabilities	7,000,000	[1]			8,000,000	[1]
AOCI Gain (Loss) Net of Tax	(18,000,000)				(23,000,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	(1,000,000)				(4,000,000)
Maximum Term for Exposure to Variability of Future Cash Flows	41 months
Collateral Triggering Events [Abstract]
Liabilities for Derivative Contracts with Credit Downgrade Triggers	2,000,000				3,000,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post	144,000,000				33,000,000
Amount Attributable to RTO and ISO Activities	38,000,000				28,000,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements	225,000,000				293,000,000
Amount of Cash Collateral Posted	0				1,000,000
Additional Settlement Liability if Cross Default Provision is Triggered	177,000,000				235,000,000
Derivatives and Hedging (Textuals) [Abstract]
Cash Collateral Received Netted Against Risk Management Assets	19,000,000				4,000,000
Cash Collateral Paid Netted Against Risk Management Liabilities	17,000,000				13,000,000
Maximum Term for Exposure to Variability of Future Cash Flows	41 months
Gain (Loss) on Fair Value Hedging Instrument	2,000,000		(1,000,000)
Gain (Loss) on Fair Value Portion of Long Term Debt	(2,000,000)		1,000,000
Appalachian Power Co [Member]
Cash Collateral Netting
Cash Collateral Received Netted Against Risk Management Assets	32,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	1,362,000				2,993,000
Fair Value of Derivative Instruments
Current Risk Management Assets	15,972,000				21,171,000
Long-term Risk Management Assets	14,013,000				16,948,000
Total Assets	29,985,000				38,119,000
Current Risk Management Liabilities	4,636,000				8,892,000
Long-term Risk Management Liabilities	7,929,000				10,241,000
Total Liabilities	12,565,000				19,133,000
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	37,183,000		213,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Maximum Term for Exposure to Variability of Future Cash Flows	2 months
Collateral Triggering Events [Abstract]
Liabilities for Derivative Contracts with Credit Downgrade Triggers	285,000				575,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post	5,254,000				2,747,000
Amount Attributable to RTO and ISO Activities	4,774,000				2,539,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements	16,375,000				19,648,000
Amount of Cash Collateral Posted	0				0
Additional Settlement Liability if Cross Default Provision is Triggered	12,865,000				18,568,000
Derivatives and Hedging (Textuals) [Abstract]
Cash Collateral Received Netted Against Risk Management Assets	32,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	1,362,000				2,993,000
Maximum Term for Exposure to Variability of Future Cash Flows	2 months
Indiana Michigan Power Co [Member]
Cash Collateral Netting
Cash Collateral Received Netted Against Risk Management Assets	21,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	924,000				2,030,000
Fair Value of Derivative Instruments
Current Risk Management Assets	12,558,000				15,388,000
Long-term Risk Management Assets	9,505,000				11,495,000
Total Assets	22,063,000				26,883,000
Current Risk Management Liabilities	4,134,000				7,029,000
Long-term Risk Management Liabilities	5,378,000				6,946,000
Total Liabilities	9,512,000				13,975,000
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	24,252,000		251,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Maximum Term for Exposure to Variability of Future Cash Flows	2 months
Collateral Triggering Events [Abstract]
Liabilities for Derivative Contracts with Credit Downgrade Triggers	190,000				390,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post	3,560,000				1,863,000
Amount Attributable to RTO and ISO Activities	3,238,000				1,722,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements	11,107,000				13,326,000
Amount of Cash Collateral Posted	0				0
Additional Settlement Liability if Cross Default Provision is Triggered	8,726,000				12,594,000
Derivatives and Hedging (Textuals) [Abstract]
Cash Collateral Received Netted Against Risk Management Assets	21,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	924,000				2,030,000
Maximum Term for Exposure to Variability of Future Cash Flows	2 months
Ohio Power Co [Member]
Cash Collateral Netting
Cash Collateral Received Netted Against Risk Management Assets	3,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	0				0
Fair Value of Derivative Instruments
Current Risk Management Assets	3,980,000				3,082,000
Total Assets					3,082,000
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	35,099,000		509,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Maximum Term for Exposure to Variability of Future Cash Flows	0 months
Collateral Triggering Events [Abstract]
Liabilities for Derivative Contracts with Credit Downgrade Triggers	78,000				349,000
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post	0				0
Amount Attributable to RTO and ISO Activities	0				0
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements	0				0
Amount of Cash Collateral Posted	0				0
Additional Settlement Liability if Cross Default Provision is Triggered	0				0
Derivatives and Hedging (Textuals) [Abstract]
Cash Collateral Received Netted Against Risk Management Assets	3,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	0				0
Maximum Term for Exposure to Variability of Future Cash Flows	0 months
Public Service Co Of Oklahoma [Member]
Cash Collateral Netting
Cash Collateral Received Netted Against Risk Management Assets	1,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	0				1,000
Fair Value of Derivative Instruments
Current Risk Management Assets	1,349,000				1,167,000
Total Assets					1,167,000
Current Risk Management Liabilities	83,000				85,000
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	767,000		2,058,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Maximum Term for Exposure to Variability of Future Cash Flows	0 months
Collateral Triggering Events [Abstract]
Liabilities for Derivative Contracts with Credit Downgrade Triggers	132,000				0
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post	4,156,000				2,930,000
Amount Attributable to RTO and ISO Activities	0				410,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements	0				3,000
Amount of Cash Collateral Posted	0				0
Additional Settlement Liability if Cross Default Provision is Triggered	0				3,000
Derivatives and Hedging (Textuals) [Abstract]
Cash Collateral Received Netted Against Risk Management Assets	1,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	0				1,000
Maximum Term for Exposure to Variability of Future Cash Flows	0 months
Southwestern Electric Power Co [Member]
Cash Collateral Netting
Cash Collateral Received Netted Against Risk Management Assets	2,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	0				3,000
Fair Value of Derivative Instruments
Current Risk Management Assets	1,907,000				1,179,000
Total Assets					1,179,000
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	1,356,000		395,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Maximum Term for Exposure to Variability of Future Cash Flows	0 months
Collateral Triggering Events [Abstract]
Liabilities for Derivative Contracts with Credit Downgrade Triggers	167,000				0
Amount of Collateral AEP Subsidiaries Would Have Been Required to Post	145,000				713,000
Amount Attributable to RTO and ISO Activities	0				519,000
Liabilities for Contracts with Cross Default Provisions Prior to Contractural Netting Arrangements	0				3,000
Amount of Cash Collateral Posted	0				0
Additional Settlement Liability if Cross Default Provision is Triggered	0				3,000
Derivatives and Hedging (Textuals) [Abstract]
Cash Collateral Received Netted Against Risk Management Assets	2,000				0
Cash Collateral Paid Netted Against Risk Management Liabilities	0				3,000
Maximum Term for Exposure to Variability of Future Cash Flows	0 months
Risk Management Contracts [Member]
Fair Value of Derivative Instruments
Total Assets	370,000,000	[2],[3]			440,000,000	[2],[4]
Total Liabilities	178,000,000	[2],[3]			245,000,000	[2],[4]
Risk Management Contracts [Member] | Appalachian Power Co [Member]
Fair Value of Derivative Instruments
Total Assets	29,776,000	[2],[5]			37,756,000	[2],[5]
Total Liabilities	12,490,000	[2],[5]			18,846,000	[2],[5]
Risk Management Contracts [Member] | Indiana Michigan Power Co [Member]
Fair Value of Derivative Instruments
Total Assets	21,921,000	[2],[5]			26,667,000	[2],[5]
Total Liabilities	9,461,000	[2],[5]			13,781,000	[2],[5]
Risk Management Contracts [Member] | Ohio Power Co [Member]
Fair Value of Derivative Instruments
Total Assets	3,980,000	[2],[5]			2,920,000	[2],[5]
Total Liabilities	0	[2],[5]			0	[2],[5]
Risk Management Contracts [Member] | Public Service Co Of Oklahoma [Member]
Fair Value of Derivative Instruments
Total Assets	1,349,000	[2],[5]			1,083,000	[2],[5]
Total Liabilities	83,000	[2],[5]			85,000	[2],[5]
Risk Management Contracts [Member] | Southwestern Electric Power Co [Member]
Fair Value of Derivative Instruments
Total Assets	1,907,000	[2],[5]			1,082,000	[2],[5]
Total Liabilities	0	[2],[5]			0	[2],[5]
Commodity [Member]
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	13,000,000	[1]			7,000,000	[1]
Hedging Liabilities	5,000,000	[1]			6,000,000	[1]
AOCI Gain (Loss) Net of Tax	4,000,000				0
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	3,000,000				0
Derivatives and Hedging (Textuals) [Abstract]
Cross Default Provisions Maximum Third Party Obligation Amount	50,000,000				50,000,000
Commodity [Member] | Appalachian Power Co [Member]
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	209,000	[1]			363,000	[1]
Hedging Liabilities	75,000	[1]			287,000	[1]
AOCI Gain (Loss) Net of Tax	87,000				94,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	87,000				94,000
Commodity [Member] | Indiana Michigan Power Co [Member]
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	142,000	[1]			216,000	[1]
Hedging Liabilities	51,000	[1]			194,000	[1]
AOCI Gain (Loss) Net of Tax	61,000				46,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	61,000				46,000
Commodity [Member] | Ohio Power Co [Member]
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			162,000	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	0				105,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	0				105,000
Commodity [Member] | Public Service Co Of Oklahoma [Member]
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			84,000	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	0				57,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	0				57,000
Commodity [Member] | Southwestern Electric Power Co [Member]
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			97,000	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	0				66,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	0				66,000
Commodity [Member] | Risk Management Contracts [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	442,000,000	[6]			347,000,000	[6]
Long-term Risk Management Assets	342,000,000	[6]			368,000,000	[6]
Total Assets	784,000,000	[6]			715,000,000	[6]
Current Risk Management Liabilities	384,000,000	[6]			292,000,000	[6]
Long-term Risk Management Liabilities	205,000,000	[6]			237,000,000	[6]
Total Liabilities	589,000,000	[6]			529,000,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	195,000,000	[6]			186,000,000	[6]
Commodity [Member] | Risk Management Contracts [Member] | Appalachian Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	34,483,000	[6]			46,431,000	[6]
Long-term Risk Management Assets	17,304,000	[6]			20,948,000	[6]
Total Assets	51,787,000	[6]			67,379,000	[6]
Current Risk Management Liabilities	24,273,000	[6]			37,010,000	[6]
Long-term Risk Management Liabilities	11,558,000	[6]			14,452,000	[6]
Total Liabilities	35,831,000	[6]			51,462,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	15,956,000	[6]			15,917,000	[6]
Commodity [Member] | Risk Management Contracts [Member] | Indiana Michigan Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	26,273,000	[6]			33,229,000	[6]
Long-term Risk Management Assets	11,737,000	[6]			14,208,000	[6]
Total Assets	38,010,000	[6]			47,437,000	[6]
Current Risk Management Liabilities	18,614,000	[6]			26,779,000	[6]
Long-term Risk Management Liabilities	7,839,000	[6]			9,802,000	[6]
Total Liabilities	26,453,000	[6]			36,581,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	11,557,000	[6]			10,856,000	[6]
Commodity [Member] | Risk Management Contracts [Member] | Ohio Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	4,066,000	[6]			3,269,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	4,066,000	[6]			3,269,000	[6]
Current Risk Management Liabilities	83,000	[6]			349,000	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	83,000	[6]			349,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	3,983,000	[6]			2,920,000	[6]
Commodity [Member] | Risk Management Contracts [Member] | Public Service Co Of Oklahoma [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	1,403,000	[6]			1,078,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	1,403,000	[6]			1,078,000	[6]
Current Risk Management Liabilities	136,000	[6]			81,000	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	136,000	[6]			81,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	1,267,000	[6]			997,000	[6]
Commodity [Member] | Risk Management Contracts [Member] | Southwestern Electric Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	2,080,000	[6]			1,233,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	2,080,000	[6]			1,233,000	[6]
Current Risk Management Liabilities	171,000	[6]			154,000	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	171,000	[6]			154,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	1,909,000	[6]			1,079,000	[6]
Commodity [Member] | Hedging Contracts [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	23,000,000	[6]			12,000,000	[6]
Long-term Risk Management Assets	5,000,000	[6]			3,000,000	[6]
Total Assets	28,000,000	[6]			15,000,000	[6]
Current Risk Management Liabilities	16,000,000	[6]			11,000,000	[6]
Long-term Risk Management Liabilities	4,000,000	[6]			3,000,000	[6]
Total Liabilities	20,000,000	[6]			14,000,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	8,000,000	[6]			1,000,000	[6]
Commodity [Member] | Hedging Contracts [Member] | Appalachian Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	224,000	[6]			389,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	224,000	[6]			389,000	[6]
Current Risk Management Liabilities	90,000	[6]			313,000	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	90,000	[6]			313,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	134,000	[6]			76,000	[6]
Commodity [Member] | Hedging Contracts [Member] | Indiana Michigan Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	152,000	[6]			234,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	152,000	[6]			234,000	[6]
Current Risk Management Liabilities	61,000	[6]			212,000	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	61,000	[6]			212,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	91,000	[6]			22,000	[6]
Commodity [Member] | Hedging Contracts [Member] | Ohio Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			162,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			162,000	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			162,000	[6]
Commodity [Member] | Hedging Contracts [Member] | Public Service Co Of Oklahoma [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			84,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			84,000	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			84,000	[6]
Commodity [Member] | Hedging Contracts [Member] | Southwestern Electric Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			97,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			97,000	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			97,000	[6]
Interest Rate and Foreign Currency [Member]
Commodity
Derivative, Notional Amount	819,000,000				820,000,000
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			0	[1]
Hedging Liabilities	2,000,000	[1]			2,000,000	[1]
AOCI Gain (Loss) Net of Tax	(22,000,000)				(23,000,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	(4,000,000)				(4,000,000)
Interest Rate and Foreign Currency [Member] | Appalachian Power Co [Member]
Commodity
Derivative, Notional Amount	0				0
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			0	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	3,343,000				3,090,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	(682,000)				(806,000)
Interest Rate and Foreign Currency [Member] | Indiana Michigan Power Co [Member]
Commodity
Derivative, Notional Amount	0				0
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			0	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	(15,566,000)				(15,976,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	(1,426,000)				(1,568,000)
Interest Rate and Foreign Currency [Member] | Ohio Power Co [Member]
Commodity
Derivative, Notional Amount	0				0
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			0	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	6,631,000				6,974,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	1,372,000				1,363,000
Interest Rate and Foreign Currency [Member] | Public Service Co Of Oklahoma [Member]
Commodity
Derivative, Notional Amount	0				0
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			0	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	5,512,000				5,701,000
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	759,000				759,000
Interest Rate and Foreign Currency [Member] | Southwestern Electric Power Co [Member]
Commodity
Derivative, Notional Amount	0				0
Impact of Cash Flow Hedges on the Condensed Balance Sheet
Hedging Assets	0	[1]			0	[1]
Hedging Liabilities	0	[1]			0	[1]
AOCI Gain (Loss) Net of Tax	(12,736,000)				(13,304,000)
Portion Expected to be Reclassified to Net Income During the Next Twelve Months	(2,267,000)				(2,267,000)
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	4,000,000	[6]			4,000,000	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	4,000,000	[6]			4,000,000	[6]
Current Risk Management Liabilities	1,000,000	[6]			1,000,000	[6]
Long-term Risk Management Liabilities	13,000,000	[6]			15,000,000	[6]
Total Liabilities	14,000,000	[6]			16,000,000	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	(10,000,000)	[6]			(12,000,000)	[6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Appalachian Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			0	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			0	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			0	[6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Indiana Michigan Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			0	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			0	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			0	[6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Ohio Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			0	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			0	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			0	[6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Public Service Co Of Oklahoma [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			0	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			0	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			0	[6]
Interest Rate and Foreign Currency [Member] | Hedging Contracts [Member] | Southwestern Electric Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	0	[6]			0	[6]
Long-term Risk Management Assets	0	[6]			0	[6]
Total Assets	0	[6]			0	[6]
Current Risk Management Liabilities	0	[6]			0	[6]
Long-term Risk Management Liabilities	0	[6]			0	[6]
Total Liabilities	0	[6]			0	[6]
Total MTM Derivative Contract Net Assets (Liabilities)	0	[6]			0	[6]
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	469,000,000				363,000,000
Long-term Risk Management Assets	347,000,000				371,000,000
Total Assets	816,000,000				734,000,000
Current Risk Management Liabilities	401,000,000				304,000,000
Long-term Risk Management Liabilities	222,000,000				255,000,000
Total Liabilities	623,000,000				559,000,000
Total MTM Derivative Contract Net Assets (Liabilities)	193,000,000				175,000,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Appalachian Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	34,707,000				46,820,000
Long-term Risk Management Assets	17,304,000				20,948,000
Total Assets	52,011,000				67,768,000
Current Risk Management Liabilities	24,363,000				37,323,000
Long-term Risk Management Liabilities	11,558,000				14,452,000
Total Liabilities	35,921,000				51,775,000
Total MTM Derivative Contract Net Assets (Liabilities)	16,090,000				15,993,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Indiana Michigan Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	26,425,000				33,463,000
Long-term Risk Management Assets	11,737,000				14,208,000
Total Assets	38,162,000				47,671,000
Current Risk Management Liabilities	18,675,000				26,991,000
Long-term Risk Management Liabilities	7,839,000				9,802,000
Total Liabilities	26,514,000				36,793,000
Total MTM Derivative Contract Net Assets (Liabilities)	11,648,000				10,878,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Ohio Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	4,066,000				3,431,000
Long-term Risk Management Assets	0				0
Total Assets	4,066,000				3,431,000
Current Risk Management Liabilities	83,000				349,000
Long-term Risk Management Liabilities	0				0
Total Liabilities	83,000				349,000
Total MTM Derivative Contract Net Assets (Liabilities)	3,983,000				3,082,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Public Service Co Of Oklahoma [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	1,403,000				1,162,000
Long-term Risk Management Assets	0				0
Total Assets	1,403,000				1,162,000
Current Risk Management Liabilities	136,000				81,000
Long-term Risk Management Liabilities	0				0
Total Liabilities	136,000				81,000
Total MTM Derivative Contract Net Assets (Liabilities)	1,267,000				1,081,000
Gross Amounts of Risk Management Assets/Liabilities Recognized [Member] | Southwestern Electric Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	2,080,000				1,330,000
Long-term Risk Management Assets	0				0
Total Assets	2,080,000				1,330,000
Current Risk Management Liabilities	171,000				154,000
Long-term Risk Management Liabilities	0				0
Total Liabilities	171,000				154,000
Total MTM Derivative Contract Net Assets (Liabilities)	1,909,000				1,176,000
Gross Amounts Offset in the Statement of Financial Position [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	(344,000,000)	[7]			(203,000,000)	[7]
Long-term Risk Management Assets	(81,000,000)	[7]			(74,000,000)	[7]
Total Assets	(425,000,000)	[7]			(277,000,000)	[7]
Current Risk Management Liabilities	(341,000,000)	[7]			(214,000,000)	[7]
Long-term Risk Management Liabilities	(85,000,000)	[7]			(78,000,000)	[7]
Total Liabilities	(426,000,000)	[7]			(292,000,000)	[7]
Total MTM Derivative Contract Net Assets (Liabilities)	1,000,000	[7]			15,000,000	[7]
Gross Amounts Offset in the Statement of Financial Position [Member] | Appalachian Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	(18,735,000)	[8]			(25,649,000)	[8]
Long-term Risk Management Assets	(3,291,000)	[8]			(4,000,000)	[8]
Total Assets	(22,026,000)	[8]			(29,649,000)	[8]
Current Risk Management Liabilities	(19,727,000)	[8]			(28,431,000)	[8]
Long-term Risk Management Liabilities	(3,629,000)	[8]			(4,211,000)	[8]
Total Liabilities	(23,356,000)	[8]			(32,642,000)	[8]
Total MTM Derivative Contract Net Assets (Liabilities)	1,330,000	[8]			2,993,000	[8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Indiana Michigan Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	(13,867,000)	[8]			(18,075,000)	[8]
Long-term Risk Management Assets	(2,232,000)	[8]			(2,713,000)	[8]
Total Assets	(16,099,000)	[8]			(20,788,000)	[8]
Current Risk Management Liabilities	(14,541,000)	[8]			(19,962,000)	[8]
Long-term Risk Management Liabilities	(2,461,000)	[8]			(2,856,000)	[8]
Total Liabilities	(17,002,000)	[8]			(22,818,000)	[8]
Total MTM Derivative Contract Net Assets (Liabilities)	903,000	[8]			2,030,000	[8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Ohio Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	(86,000)	[8]			(349,000)	[8]
Long-term Risk Management Assets	0	[8]			0	[8]
Total Assets	(86,000)	[8]			(349,000)	[8]
Current Risk Management Liabilities	(83,000)	[8]			(349,000)	[8]
Long-term Risk Management Liabilities	0	[8]			0	[8]
Total Liabilities	(83,000)	[8]			(349,000)	[8]
Total MTM Derivative Contract Net Assets (Liabilities)	(3,000)	[8]			0	[8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Public Service Co Of Oklahoma [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	(54,000)	[8]			5,000	[8]
Long-term Risk Management Assets	0	[8]			0	[8]
Total Assets	(54,000)	[8]			5,000	[8]
Current Risk Management Liabilities	(53,000)	[8]			4,000	[8]
Long-term Risk Management Liabilities	0	[8]			0	[8]
Total Liabilities	(53,000)	[8]			4,000	[8]
Total MTM Derivative Contract Net Assets (Liabilities)	(1,000)	[8]			1,000	[8]
Gross Amounts Offset in the Statement of Financial Position [Member] | Southwestern Electric Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	(173,000)	[8]			(151,000)	[8]
Long-term Risk Management Assets	0	[8]			0	[8]
Total Assets	(173,000)	[8]			(151,000)	[8]
Current Risk Management Liabilities	(171,000)	[8]			(154,000)	[8]
Long-term Risk Management Liabilities	0	[8]			0	[8]
Total Liabilities	(171,000)	[8]			(154,000)	[8]
Total MTM Derivative Contract Net Assets (Liabilities)	(2,000)	[8]			3,000	[8]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	125,000,000	[9]			160,000,000	[9]
Long-term Risk Management Assets	266,000,000	[9]			297,000,000	[9]
Total Assets	391,000,000	[9]			457,000,000	[9]
Current Risk Management Liabilities	60,000,000	[9]			90,000,000	[9]
Long-term Risk Management Liabilities	137,000,000	[9]			177,000,000	[9]
Total Liabilities	197,000,000	[9]			267,000,000	[9]
Total MTM Derivative Contract Net Assets (Liabilities)	194,000,000	[9]			190,000,000	[9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Appalachian Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	15,972,000	[9]			21,171,000	[9]
Long-term Risk Management Assets	14,013,000	[9]			16,948,000	[9]
Total Assets	29,985,000	[9]			38,119,000	[9]
Current Risk Management Liabilities	4,636,000	[9]			8,892,000	[9]
Long-term Risk Management Liabilities	7,929,000	[9]			10,241,000	[9]
Total Liabilities	12,565,000	[9]			19,133,000	[9]
Total MTM Derivative Contract Net Assets (Liabilities)	17,420,000	[9]			18,986,000	[9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Indiana Michigan Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	12,558,000	[9]			15,388,000	[9]
Long-term Risk Management Assets	9,505,000	[9]			11,495,000	[9]
Total Assets	22,063,000	[9]			26,883,000	[9]
Current Risk Management Liabilities	4,134,000	[9]			7,029,000	[9]
Long-term Risk Management Liabilities	5,378,000	[9]			6,946,000	[9]
Total Liabilities	9,512,000	[9]			13,975,000	[9]
Total MTM Derivative Contract Net Assets (Liabilities)	12,551,000	[9]			12,908,000	[9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Ohio Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	3,980,000	[9]			3,082,000	[9]
Long-term Risk Management Assets	0	[9]			0	[9]
Total Assets	3,980,000	[9]			3,082,000	[9]
Current Risk Management Liabilities	0	[9]			0	[9]
Long-term Risk Management Liabilities	0	[9]			0	[9]
Total Liabilities	0	[9]			0	[9]
Total MTM Derivative Contract Net Assets (Liabilities)	3,980,000	[9]			3,082,000	[9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Public Service Co Of Oklahoma [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	1,349,000	[9]			1,167,000	[9]
Long-term Risk Management Assets	0	[9]			0	[9]
Total Assets	1,349,000	[9]			1,167,000	[9]
Current Risk Management Liabilities	83,000	[9]			85,000	[9]
Long-term Risk Management Liabilities	0	[9]			0	[9]
Total Liabilities	83,000	[9]			85,000	[9]
Total MTM Derivative Contract Net Assets (Liabilities)	1,266,000	[9]			1,082,000	[9]
Net Amounts of Assets/Liabilities Presented in the Statement of Financial Position [Member] | Southwestern Electric Power Co [Member]
Fair Value of Derivative Instruments
Current Risk Management Assets	1,907,000	[9]			1,179,000	[9]
Long-term Risk Management Assets	0	[9]			0	[9]
Total Assets	1,907,000	[9]			1,179,000	[9]
Current Risk Management Liabilities	0	[9]			0	[9]
Long-term Risk Management Liabilities	0	[9]			0	[9]
Total Liabilities	0	[9]			0	[9]
Total MTM Derivative Contract Net Assets (Liabilities)	1,907,000	[9]			1,179,000	[9]
Power [Member]
Commodity
Derivative, Energy Notional Amount	320,000,000				406,000,000
Power [Member] | Appalachian Power Co [Member]
Commodity
Derivative, Energy Notional Amount	29,680,000				48,995,000
Power [Member] | Indiana Michigan Power Co [Member]
Commodity
Derivative, Energy Notional Amount	19,636,000				33,231,000
Power [Member] | Ohio Power Co [Member]
Commodity
Derivative, Energy Notional Amount	12,108,000				34,843,000
Power [Member] | Public Service Co Of Oklahoma [Member]
Commodity
Derivative, Energy Notional Amount	9,251,000				13,469,000
Power [Member] | Southwestern Electric Power Co [Member]
Commodity
Derivative, Energy Notional Amount	11,716,000				17,057,000
Coal [Member]
Commodity
Derivative, Mass Notional Amount	4,000,000				4,000,000
Coal [Member] | Appalachian Power Co [Member]
Commodity
Derivative, Mass Notional Amount	186,000				31,000
Coal [Member] | Indiana Michigan Power Co [Member]
Commodity
Derivative, Mass Notional Amount	2,666,000				3,389,000
Coal [Member] | Ohio Power Co [Member]
Commodity
Derivative, Mass Notional Amount	0				0
Coal [Member] | Public Service Co Of Oklahoma [Member]
Commodity
Derivative, Mass Notional Amount	750,000				1,013,000
Coal [Member] | Southwestern Electric Power Co [Member]
Commodity
Derivative, Mass Notional Amount	1,292,000				1,692,000
Natural Gas [Member]
Commodity
Derivative, Energy Notional Amount	123,000,000				127,000,000
Natural Gas [Member] | Appalachian Power Co [Member]
Commodity
Derivative, Energy Notional Amount	1,934,000				2,477,000
Natural Gas [Member] | Indiana Michigan Power Co [Member]
Commodity
Derivative, Energy Notional Amount	1,312,000				1,680,000
Natural Gas [Member] | Ohio Power Co [Member]
Commodity
Derivative, Energy Notional Amount	0				0
Natural Gas [Member] | Public Service Co Of Oklahoma [Member]
Commodity
Derivative, Energy Notional Amount	0				0
Natural Gas [Member] | Southwestern Electric Power Co [Member]
Commodity
Derivative, Energy Notional Amount	0				0
Heating Oil and Gasoline [Member]
Commodity
Derivative, Volume Notional Amount	4,000,000				6,000,000
Heating Oil and Gasoline [Member] | Appalachian Power Co [Member]
Commodity
Derivative, Volume Notional Amount	792,000				1,089,000
Heating Oil and Gasoline [Member] | Indiana Michigan Power Co [Member]
Commodity
Derivative, Volume Notional Amount	379,000				521,000
Heating Oil and Gasoline [Member] | Ohio Power Co [Member]
Commodity
Derivative, Volume Notional Amount	806,000				1,108,000
Heating Oil and Gasoline [Member] | Public Service Co Of Oklahoma [Member]
Commodity
Derivative, Volume Notional Amount	446,000				614,000
Heating Oil and Gasoline [Member] | Southwestern Electric Power Co [Member]
Commodity
Derivative, Volume Notional Amount	508,000				699,000
Interest Rate Contract [Member]
Commodity
Derivative, Notional Amount	192,000,000				191,000,000
Interest Rate Contract [Member] | Appalachian Power Co [Member]
Commodity
Derivative, Notional Amount	10,877,000				12,720,000
Interest Rate Contract [Member] | Indiana Michigan Power Co [Member]
Commodity
Derivative, Notional Amount	7,378,000				8,627,000
Interest Rate Contract [Member] | Ohio Power Co [Member]
Commodity
Derivative, Notional Amount	0				0
Interest Rate Contract [Member] | Public Service Co Of Oklahoma [Member]
Commodity
Derivative, Notional Amount	0				0
Interest Rate Contract [Member] | Southwestern Electric Power Co [Member]
Commodity
Derivative, Notional Amount	0				0
Vertically Integrated Utilities Revenues [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	18,000,000		6,000,000
Electric Generation Transmission And Distribution Revenues [Member] | Appalachian Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	4,847,000		679,000
Electric Generation Transmission And Distribution Revenues [Member] | Indiana Michigan Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	6,156,000		4,947,000
Electric Generation Transmission And Distribution Revenues [Member] | Ohio Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	0		1,714,000
Electric Generation Transmission And Distribution Revenues [Member] | Public Service Co Of Oklahoma [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	64,000		47,000
Electric Generation Transmission And Distribution Revenues [Member] | Southwestern Electric Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	23,000		28,000
Sales to AEP Affiliates [Member] | Appalachian Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	0		0
Sales to AEP Affiliates [Member] | Indiana Michigan Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	(221,000)		0
Sales to AEP Affiliates [Member] | Ohio Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	0		0
Sales to AEP Affiliates [Member] | Public Service Co Of Oklahoma [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	221,000		0
Sales to AEP Affiliates [Member] | Southwestern Electric Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	0		0
Generation And Marketing Revenues [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	32,000,000		16,000,000
Regulatory Assets [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	0	[10]	2,000,000	[10]
Regulatory Assets [Member] | Appalachian Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	4,000	[10]	0	[10]
Regulatory Assets [Member] | Indiana Michigan Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	0	[10]	486,000	[10]
Regulatory Assets [Member] | Ohio Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	0	[10]	(1,205,000)	[10]
Regulatory Assets [Member] | Public Service Co Of Oklahoma [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	2,000	[10]	2,010,000	[10]
Regulatory Assets [Member] | Southwestern Electric Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	3,000	[10]	271,000	[10]
Regulatory Liabilities [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	89,000,000	[10]	(6,000,000)	[10]
Regulatory Liabilities [Member] | Appalachian Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	32,332,000	[10]	(466,000)	[10]
Regulatory Liabilities [Member] | Indiana Michigan Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	18,317,000	[10]	(5,182,000)	[10]
Regulatory Liabilities [Member] | Ohio Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	35,099,000	[10]	0	[10]
Regulatory Liabilities [Member] | Public Service Co Of Oklahoma [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	480,000	[10]	1,000	[10]
Regulatory Liabilities [Member] | Southwestern Electric Power Co [Member]
Amount of Gain (Loss) Recognized on Risk Management Contracts
Amount of Gain (Loss) Recognized on Risk Management Contracts	$ 1,330,000	[10]	$ 96,000	[10]

[1] Hedging Assets and Hedging Liabilities are included in Risk Management Assets and Liabilities on the condensed balance sheets.

[2] Amounts in ''Other'' column primarily represent counterparty netting of risk management and hedging contracts and associated cash collateral under the accounting guidance for ''Derivatives and Hedging.''

[3] The March 31, 2014 maturity of the net fair value of risk management contracts prior to cash collateral, assets/(liabilities), is as follows: Level 1 matures $2 million in 2014, $(11) million in periods 2015-2017 and $(1) million in periods 2018-2019; Level 2 matures $32 million in 2014, $56 million in periods 2015-2017, $8 million in periods 2018-2019 and $5 million in periods 2020-2030; Level 3 matures $15 million in 2014, $49 million in periods 2015-2017, $16 million in periods 2018-2019 and $23 million in periods 2020-2030. Risk management commodity contracts are substantially comprised of power contracts.

[4] The December 31, 2013 maturity of the net fair value of risk management contracts prior to cash collateral, assets/(liabilities), is as follows: Level 1 matures $4 million in 2014, $(11) million in periods 2015-2017 and $(1) million in periods 2018-2019; Level 2 matures $25 million in 2014, $37 million in periods 2015-2017, $7 million in periods 2018-2019 and $5 million in periods 2020-2030; Level 3 matures $27 million in 2014, $60 million in periods 2015-2017, $14 million in periods 2018-2019 and $19 million in periods 2020-2030. Risk management commodity contracts are substantially comprised of power contracts.

[5] Substantially comprised of power contracts for APCo, I&M and OPCo and coal contracts for PSO and SWEPCo.

[6] Derivative instruments within these categories are reported gross. These instruments are subject to master netting agreements and are presented on the condensed balance sheets on a net basis in accordance with the accounting guidance for "Derivatives and Hedging."

[7] Amounts primarily include counterparty netting of risk management and hedging contracts and associated cash collateral in accordance with the accounting guidance for "Derivatives and Hedging." Amounts also include de-designated risk management contracts.

[8] Amounts include counterparty netting of risk management and hedging contracts and associated cash collateral in accordance with the accounting guidance for "Derivatives and Hedging."

[9] There are no derivative contracts subject to a master netting arrangement or similar agreement which are not offset in the statement of financial position.

[10] Represents realized and unrealized gains and losses subject to regulatory accounting treatment recorded as either current or noncurrent on the condensed balance sheets.