Financial Risk Management Activities (Schedule Of Derivative Instruments Fair Value In Balance Sheets) (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		$ 152	$ 242
Derivative Contracts, Noncurrent Assets		76	77
Total Mark-to-Market Derivative Assets		228	319
Derivative Contracts, Current Liabilities		(20)	(76)
Derivative Contracts, Noncurrent Liabilities		(14)	(27)
Total Mark-to-Market Derivative (Liabilities)		(34)	(103)
Net Mark-to-Market Derivative Assets (Liabilities)		194	216
Net cash collateral received in connection with net derivative contracts		8	(55)
Power [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets	[1]	150	223
Derivative Contracts, Noncurrent Assets	[1]	76	77
Total Mark-to-Market Derivative Assets	[1]	226	300
Derivative Contracts, Current Liabilities	[1]	(17)	(76)
Derivative Contracts, Noncurrent Liabilities	[1]	(14)	(16)
Total Mark-to-Market Derivative (Liabilities)	[1]	(31)	(92)
Net Mark-to-Market Derivative Assets (Liabilities)	[1]	195	208
Net cash collateral received in connection with net derivative contracts	[1],[2]	8	(55)
PSE And G [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		0	13
Derivative Contracts, Current Liabilities		(2)	0
Derivative Contracts, Noncurrent Liabilities		0	(11)
PSEG [Member] | Interest Rate Swap [Member] | Fair Value Hedging [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets	[1]	2	6
Derivative Contracts, Noncurrent Assets	[1]	0	0
Total Mark-to-Market Derivative Assets	[1]	2	6
Derivative Contracts, Current Liabilities	[1]	(1)	0
Derivative Contracts, Noncurrent Liabilities	[1]	0	0
Total Mark-to-Market Derivative (Liabilities)	[1]	(1)	0
Net Mark-to-Market Derivative Assets (Liabilities)	[1]	1	6
Not Designated as Hedging Instrument [Member] | Power [Member] | Energy-Related Contracts [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets	[1]	460	700
Derivative Contracts, Noncurrent Assets	[1]	264	208
Total Mark-to-Market Derivative Assets	[1]	724	908
Derivative Contracts, Current Liabilities	[1]	(334)	(513)
Derivative Contracts, Noncurrent Liabilities	[1]	(203)	(132)
Total Mark-to-Market Derivative (Liabilities)	[1]	(537)	(645)
Net Mark-to-Market Derivative Assets (Liabilities)	[1]	187	263
Not Designated as Hedging Instrument [Member] | PSE And G [Member] | Energy-Related Contracts [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets	[1]	0	13
Derivative Contracts, Noncurrent Assets	[1]	0	0
Total Mark-to-Market Derivative Assets	[1]	0	13
Derivative Contracts, Current Liabilities	[1]	(2)	0
Derivative Contracts, Noncurrent Liabilities	[1]	0	(11)
Total Mark-to-Market Derivative (Liabilities)	[1]	(2)	(11)
Net Mark-to-Market Derivative Assets (Liabilities)	[1]	(2)	2
Assets [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts		(2)	(69)
Current Assets [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts		(2)	(53)
Non Current Assets [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts			(16)
Current Liabilities [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts		10	12
Noncurrent Liabilities [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts			2
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts		10	14
Energy-Related Contracts [Member] | Assets [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[3],[4]	(498)	(608)
Energy-Related Contracts [Member] | Assets [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[1],[2],[3],[4]	(498)	(608)
Energy-Related Contracts [Member] | Assets [Member] | PSE And G [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[3],[4]	0	0
Energy-Related Contracts [Member] | Current Assets [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[1],[2]	(310)	(477)
Energy-Related Contracts [Member] | Non Current Assets [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[1],[2]	(188)	(131)
Energy-Related Contracts [Member] | Current Liabilities [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[1],[2]	317	437
Energy-Related Contracts [Member] | Noncurrent Liabilities [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[1],[2]	189	116
Energy-Related Contracts [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[3],[4]	506	553
Energy-Related Contracts [Member] | Other Liabilities [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[1],[2],[3],[4]	506	553
Energy-Related Contracts [Member] | Other Liabilities [Member] | PSE And G [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	[3],[4]	$ 0	$ 0

[1] 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.

[2] 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.

[3] Level 2—Fair values for energy-related contracts are obtained primarily using a market-based approach. Most derivative contracts (forward purchase or sale contracts and swaps) are valued using the average of the bid/ask midpoints from multiple broker or dealer quotes or auction prices. Prices used in the valuation process are also corroborated independently by management to determine that values are based on actual transaction data or, in the absence of transactions, bid and offers for the day. Examples may include certain exchange and non-exchange traded capacity and electricity contracts and natural gas physical or swap contracts based on market prices, basis adjustments and other premiums where adjustments and premiums are not considered significant to the overall inputs.Level 3—For energy-related contracts, which include more complex agreements where limited observable inputs or pricing information are available, modeling techniques are employed using assumptions reflective of contractual terms, current market rates, forward price curves, discount rates and risk factors, as applicable. Fair values of other energy contracts may be based on broker quotes that we cannot corroborate with actual market transaction data.

[4] 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 in the Condensed Consolidated Balance Sheets. As of June 30, 2016, net cash collateral (received) paid of $8 million was 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 assets, and $10 million was netted against liabilities. As of December 31, 2015, net cash collateral (received) paid of $(55) million was netted against the corresponding net derivative contract positions. Of the $(55) million of cash collateral as of December 31, 2015, $(69) million was netted against assets, and $14 million was netted against liabilities.