Fair Value of Financial Assets and Liabilities, Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified				1 Months Ended
	Dec. 31, 2013 Credit Concentration Risk [Member] Counterparty	Dec. 31, 2013 Credit Concentration Risk [Member] Investment Grade Ratings from Standard & Poor's, Moody's, or Fitch Ratings [Member] Counterparty	Dec. 31, 2013 Credit Concentration Risk [Member] No Investment Grade Ratings from External Credit Rating Agencies [Member] Counterparty	Sep. 30, 2012 Interest Rate Swap [Member]	Dec. 31, 2013 Interest Rate Swap [Member]	Dec. 31, 2013 Electric Commodity [Member] MWh		Dec. 31, 2012 Electric Commodity [Member] MWh		Dec. 31, 2013 Natural Gas Commodity [Member] MMBTU		Dec. 31, 2012 Natural Gas Commodity [Member] MMBTU		Dec. 31, 2013 Vehicle Fuel Commodity [Member] gal		Dec. 31, 2012 Vehicle Fuel Commodity [Member] gal
Interest Rate Derivatives [Abstract]
Amount of accumulated other comprehensive gains (losses) related to interest rate derivatives expected to be reclassified into earnings within the next twelve months					$ 0.5
Derivative, Notional Amount				250
Cash payments to settle interest rate hedging instruments				44.7
Gross Notional Amounts of Commodity Forwards and Options [Abstract]
Notional amount						326,000	[1],[2]	813,000	[1],[2]	6,398,000	[1],[2]	646,000	[1],[2]	217,000	[1],[2]	307,000	[1],[2]
Consideration of Credit Risk and Concentrations [Abstract]
Number of most significant counterparties for wholesale, trading and non-trading commodity activities with credit exposure	10	5	5
Wholesale, trading and non-trading commodity credit exposure for the most significant counterparties		$ 35.2	$ 35.9
Percentage of wholesale, trading and non-trading commodity credit exposure for the most significant counterparties (in hundredths)		36.00%	36.00%

[1] Notional amounts for options are included on a gross basis, but are weighted for the probability of exercise.

[2] Amounts are not reflective of net positions in the underlying commodities.