Financial Risk Management Activities (Narrative) (Detail) (USD $) In Millions, unless otherwise specified	9 Months Ended	12 Months Ended				9 Months Ended				3 Months Ended		9 Months Ended
	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013 Senior Notes 5.5% Due December 2015 [Member]	Sep. 30, 2013 Senior Notes 5.32% Due September 2016 [Member]	Sep. 30, 2013 Senior Notes 2.75% Due September 2016 [Member]	Sep. 30, 2013 Power [Member] Counterparty	Sep. 30, 2013 Power [Member] Senior Notes 5.5% Due December 2015 [Member]	Sep. 30, 2013 Power [Member] Senior Notes 5.32% Due September 2016 [Member]	Sep. 30, 2013 Power [Member] Senior Notes 2.75% Due September 2016 [Member]	Sep. 30, 2013 PSEG [Member]	Sep. 30, 2012 PSEG [Member]	Sep. 30, 2013 PSEG [Member]	Sep. 30, 2012 PSEG [Member]	Dec. 31, 2012 PSEG [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						$ 3
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	75	98								42		42		61
Additional collateral aggregate fair value	588	654								33		33		37
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges										$ 4	$ 6	$ 14	$ 17
Credit exposure, percentage						95.00%
Number of active counterparties on credit risk derivatives						142