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Financial Risk Management Activities (Narrative) (Detail)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2016
USD ($)
Counterparty
Jun. 30, 2015
USD ($)
Jun. 30, 2016
USD ($)
Counterparty
Jun. 30, 2015
USD ($)
Dec. 31, 2015
USD ($)
Derivatives, Fair Value [Line Items]          
Net cash collateral received in connection with net derivative contracts $ 8   $ 8   $ (55)
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral 26   26   78
Cash Flow Hedge Derivative Instrument Assets at Fair Value (1)   (1)    
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax 1   1    
Power [Member]          
Derivatives, Fair Value [Line Items]          
Net exposure 235   235    
Net cash collateral received in connection with net derivative contracts [1],[2] $ 8   $ 8   (55)
Number of active counterparties on credit risk derivatives | Counterparty 140   140    
Power [Member] | Senior Notes 5.32% Due September 2016 [Member]          
Derivatives, Fair Value [Line Items]          
Senior Notes converted into variable rate debt $ 303   $ 303    
Power [Member] | Senior Notes 3.00% Due June 2021 [Member]          
Derivatives, Fair Value [Line Items]          
Stated interest rate of debt instrument 3.00%   3.00%    
Debt Instrument, Face Amount $ 700   $ 700    
PSEG [Member]          
Derivatives, Fair Value [Line Items]          
Fair value of interest rate swaps designated as underlying hedges 2   2   6
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral 18   18   12
Additional collateral aggregate fair value 8   8   66
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges (2) $ (5) (4) $ (10)  
Gain (Loss) on Hedging Activity 2        
PSEG [Member] | Senior Notes 5.32% Due September 2016 [Member]          
Derivatives, Fair Value [Line Items]          
Senior Notes converted into variable rate debt $ 300   $ 300    
Stated interest rate of debt instrument 5.32%   5.32%    
PSEG [Member] | Senior Notes 2.75% Due September 2016 [Member]          
Derivatives, Fair Value [Line Items]          
Senior Notes converted into variable rate debt $ 250   $ 250    
Stated interest rate of debt instrument 2.75%   2.75%    
Non Current Assets [Member]          
Derivatives, Fair Value [Line Items]          
Net cash collateral received in connection with net derivative contracts         $ (16)
Investment Grade - External Rating [Member] | Power [Member]          
Derivatives, Fair Value [Line Items]          
Net exposure $ 205   $ 205    
Credit exposure, percentage     90.00%    
Fair Value Hedging [Member] | PSEG [Member]          
Derivatives, Fair Value [Line Items]          
Aggregate amount of series of interest rate swaps converting to variable-rate debt 550   $ 550    
Cash Flow Hedging [Member] | PSEG [Member]          
Derivatives, Fair Value [Line Items]          
Aggregate amount of series of interest rate swaps converting to variable-rate debt 500   500    
Cash Flow Hedging [Member] | PSEG [Member] | Senior Notes 3.00% Due June 2021 [Member]          
Derivatives, Fair Value [Line Items]          
Aggregate amount of series of interest rate swaps converting to variable-rate debt $ 400   $ 400    
[1] Represents the netting of fair value balances with the same counterparty (where the right of offset exists) and the application of collateral. All cash collateral received or posted that has been allocated to derivative positions, where the right of offset exists, has been offset on the Condensed Consolidated Balance Sheets. As of June 30, 2016 and December 31, 2015, net cash collateral (received) paid of $8 million and $(55) million, respectively, were netted against the corresponding net derivative contract positions. Of the $8 million as of June 30, 2016, $(2) million of cash collateral was netted against current assets, and $10 million was netted against current liabilities. Of the $(55) million as of December 31, 2015, $(53) million and $(16) million were netted against current assets and noncurrent assets, respectively, and $12 million and $2 million were netted against current liabilities and noncurrent liabilities, respectively.
[2] Substantially all of Power's and PSEG's derivative instruments are contracts subject to master netting agreements. Contracts not subject to master netting or similar agreements are immaterial and did not have any collateral posted or received as of June 30, 2016 and December 31, 2015. PSE&G does not have any derivative contracts subject to master netting or similar agreements.