Financial Risk Management Activities (Schedule Of Derivative Instruments Fair Value In Balance Sheets) (Detail) - USD ($) $ in Millions		Dec. 31, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax			$ 2
Net Cash Collateral/Margin Postings to Counterparties		$ 146	56
Derivative, Fair Value, Amount Offset Against Collateral, Net		44	1
Derivative Contracts, Current Assets		29	163
Derivative Contracts, Noncurrent Assets		7	24
Total Mark-to-Market Derivative Assets		36	187
Derivative Contracts, Current Liabilities		(16)	(13)
Derivative Contracts, Noncurrent Liabilities		(5)	(3)
Total Mark-to-Market Derivative (Liabilities)		(21)	(16)
Net Mark-to-Market Derivative Assets (Liabilities)		15	171
Power [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		29	162	[1]
Derivative Contracts, Noncurrent Assets		7	24	[1]
Total Mark-to-Market Derivative Assets		36	186	[1]
Derivative Contracts, Current Liabilities		(16)	(8)	[1]
Derivative Contracts, Noncurrent Liabilities		(5)	(3)	[1]
Total Mark-to-Market Derivative (Liabilities)		(21)	(11)	[1]
Net Mark-to-Market Derivative Assets (Liabilities)		15	175	[1]
Power [Member] | Netting [Member]
Derivatives, Fair Value [Line Items]
Total Mark-to-Market Derivative Assets		(433)	(371)	[1],[2]
Total Mark-to-Market Derivative (Liabilities)		477	372	[1]
Net Mark-to-Market Derivative Assets (Liabilities)		44	1	[1],[2]
PSE&G [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Liabilities		0	(5)
Current Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		(3)
Current Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		28	4
Noncurrent Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		19
Noncurrent Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net			(3)
Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[3],[4]		0
Interest Rate Swaps [Member] | PSEG [Member] | Fair Value Hedging [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		0	1	[1]
Derivative Contracts, Noncurrent Assets		0	0	[1]
Total Mark-to-Market Derivative Assets		0	1	[1]
Derivative Contracts, Current Liabilities		0	0	[1]
Derivative Contracts, Noncurrent Liabilities		0	0	[1]
Total Mark-to-Market Derivative (Liabilities)		0	0	[1]
Net Mark-to-Market Derivative Assets (Liabilities)		0	1	[1]
Energy-Related Contracts [Member] | Not Designated as Hedging Instrument [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		391	435	[1]
Derivative Contracts, Noncurrent Assets		78	122	[1]
Total Mark-to-Market Derivative Assets		469	557	[1]
Derivative Contracts, Current Liabilities		(403)	(285)	[1]
Derivative Contracts, Noncurrent Liabilities		(95)	(98)	[1]
Total Mark-to-Market Derivative (Liabilities)		(498)	(383)	[1]
Net Mark-to-Market Derivative Assets (Liabilities)		(29)	174	[1]
Energy-Related Contracts [Member] | Not Designated as Hedging Instrument [Member] | PSE&G [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		0	0	[1]
Derivative Contracts, Noncurrent Assets		0	0	[1]
Total Mark-to-Market Derivative Assets		0	0	[1]
Derivative Contracts, Current Liabilities		0	(5)	[1]
Derivative Contracts, Noncurrent Liabilities		0	0	[1]
Total Mark-to-Market Derivative (Liabilities)		0	(5)	[1]
Net Mark-to-Market Derivative Assets (Liabilities)		0	(5)	[1]
Energy-Related Contracts [Member] | Current Assets [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		(362)	(273)	[1],[2]
Energy-Related Contracts [Member] | Current Liabilities [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		387	277	[1],[2]
Energy-Related Contracts [Member] | Noncurrent Liabilities [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		90	95	[1],[2]
Energy-Related Contracts [Member] | Noncurrent Assets [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		$ (71)	$ (98)	[1],[2]

[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 December 31, 2017 and 2016. 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 Consolidated Balance Sheets. As of December 31, 2017, and 2016, Power had net cash collateral/margin payments to counterparties of $146 million and $56 million, respectively. Of these net cash collateral/margin payments, $44 million as of December 31, 2017 and $1 million as of December 31, 2016 were netted against the corresponding net derivative contract positions. Of the $44 million as of December 31, 2017, $(3) million was netted against current assets, $28 million was netted against current liabilities and $19 million was netted against noncurrent liabilities. Of the $1 million as of December 31, 2016, $(3) million was netted against noncurrent assets and $4 million was netted against current liabilities.

[3] Interest rate swaps are valued using quoted prices on commonly quoted intervals, which are interpolated for periods different than the quoted intervals, as inputs to a market valuation model. Market inputs can generally be verified and model selection does not involve significant management judgment.

[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 Consolidated Balance Sheets. As of December 31, 2017 and 2016, Power had net cash collateral/margin payments to counterparties of $146 million and $56 million, respectively. Of these net cash collateral/margin payments $44 million as of December 31, 2017 and $1 million as of December 31, 2016 were netted against the corresponding net derivative contract positions. Of the $44 million of cash collateral as of December 31, 2017, $(3) million was netted against assets, and $47 million was netted against liabilities. Of the $1 million of cash collateral as of December 31, 2016, $(3) million was netted against assets and $4 million was netted against liabilities.