Financial Risk Management Activities (Narrative) (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended						6 Months Ended			3 Months Ended		6 Months Ended
	Jun. 30, 2011	Dec. 31, 2010	Jun. 30, 2011 Power [Member] Senior Notes 6.95% due June 2012 [Member]	Jun. 30, 2011 Senior Notes 5% due April 2014 [Member]	Jun. 30, 2011 Power [Member] Senior Notes 5.5% due 2015 [Member]	Jun. 30, 2011 Power [Member] Senior Notes 5.32% due September 2016 [Member]	Mar. 31, 2011 Power [Member] Senior Notes 5.32% due September 2016 [Member]	Jun. 30, 2011 Power [Member]	Jun. 30, 2012 Power [Member]	Dec. 31, 2010 Power [Member]	Jun. 30, 2011 PSEG [Member]	Jun. 30, 2010 PSEG [Member]	Jun. 30, 2011 PSEG [Member]	Jun. 30, 2010 PSEG [Member]
Amount of unrealized gains on derivatives designated and effective as cash flow hedges expected to be reclassified to earnings during the 12 months following period end									$ 57
Cash flow hedge ineffectiveness								2
Percent of gross margin	1
Fair value of other derivatives								5		(4)
Aggregate amount of series of interest rate swaps converting to variable-rate debt	1,150		300				300
Power's senior notes converted into variable rate debt			600	250	300	303
Fair value of interest rate swaps designated as fair value hedges	47	39
Aggregate amount of accumulated other comprehensive loss attributed to interest rate derivatives designated as cash flow hedges	(3)	3
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	259
Additional collateral aggregate fair value	771
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges											$ 7	$ 6	$ 13	$ 12
Credit exposure, percentage	96.00%
Number of active counterparties on credit risk derivatives								226