Financial Risk Management Activities (Narrative) (Detail) (USD $)	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Derivatives, Fair Value [Line Items]
Percent of gross margin, less than	1.00%
Aggregate amount of accumulated other comprehensive income (loss) attributed to interest rate derivatives designated as cash flow hedges	$ (2,000,000)
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	80,000,000		98,000,000
Additional collateral aggregate fair value	675,000,000		654,000,000
Senior Notes 5.5% Due December 2015 [Member]
Derivatives, Fair Value [Line Items]
Stated interest rate of debt instrument	5.50%
Senior Notes 5.32% Due September 2016 [Member]
Derivatives, Fair Value [Line Items]
Stated interest rate of debt instrument	5.32%
Senior Notes 2.75% Due September 2016 [Member]
Derivatives, Fair Value [Line Items]
Stated interest rate of debt instrument	2.75%
Power [Member]
Derivatives, Fair Value [Line Items]
Amount of after-tax gains on derivatives designated and effective as cash flow hedges expected to be reclassified to earnings during the 12 months following period end	4,000,000
Credit exposure, percentage	96.00%
Number of active counterparties on credit risk derivatives	172
Power [Member] | Senior Notes 5.5% Due December 2015 [Member]
Derivatives, Fair Value [Line Items]
Senior Notes converted into variable rate debt	300,000,000
Power [Member] | Senior Notes 5.32% Due September 2016 [Member]
Derivatives, Fair Value [Line Items]
Aggregate amount of series of interest rate swaps converting to variable-rate debt	300,000,000
Senior Notes converted into variable rate debt	303,000,000
Power [Member] | Senior Notes 2.75% Due September 2016 [Member]
Derivatives, Fair Value [Line Items]
Senior Notes converted into variable rate debt	250,000,000
PSEG [Member]
Derivatives, Fair Value [Line Items]
Number of interest rate swaps outstanding, total	7
Aggregate amount of series of interest rate swaps converting to variable-rate debt	850,000,000
Fair value of interest rate swaps designated as underlying hedges	52,000,000		57,000,000
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	61,000,000		61,000,000
Additional collateral aggregate fair value	19,000,000		37,000,000
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges	5,000,000	6,000,000
Derivative [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Transfers, Net	$ 2,000,000