Financial Risk Management Activities (Narrative) (Detail) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended				6 Months Ended				3 Months Ended	6 Months Ended			3 Months Ended	6 Months Ended
	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2013 Senior Notes 5.5% Due December 2015 [Member]	Jun. 30, 2013 Senior Notes 5.32% Due September 2016 [Member]	Jun. 30, 2013 Senior Notes 2.75% Due September 2016 [Member]	Jun. 30, 2013 Power [Member] Counterparty	Jun. 30, 2013 Power [Member] Senior Notes 5.5% Due December 2015 [Member]	Jun. 30, 2013 Power [Member] Senior Notes 5.32% Due September 2016 [Member]	Jun. 30, 2013 Power [Member] Senior Notes 2.75% Due September 2016 [Member]	Jun. 30, 2013 PSEG [Member]	Jun. 30, 2013 PSEG [Member]	Jun. 30, 2012 PSEG [Member]	Dec. 31, 2012 PSEG [Member]	Jun. 30, 2013 Derivative [Member] Power [Member]	Jun. 30, 2013 Derivative [Member] Power [Member]
Derivatives, Fair Value [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Transfers, Net														$ 6	$ 4
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
Percent of gross margin, less than	1.00%
Number of interest rate swaps outstanding, total										7	7
Aggregate amount of series of interest rate swaps converting to variable-rate debt								300		850	850
Senior Notes converted into variable rate debt							300	303	250
Stated interest rate of debt instrument			5.50%	5.32%	2.75%
Fair value of interest rate swaps designated as underlying hedges										42	42		57
Aggregate amount of accumulated other comprehensive income (loss) attributed to interest rate derivatives designated as cash flow hedges	(1)	(2)
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	82	98								46	46		61
Additional collateral aggregate fair value	679	654								36	36		37
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges										$ 5	$ 10	$ 11
Credit exposure, percentage						95.00%
Number of active counterparties on credit risk derivatives						176