Financial Risk Management Activities (Narrative) (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2011		Dec. 31, 2010		Dec. 31, 2009
Derivatives, Fair Value [Line Items]
Percent of gross margin, less than	1.00%
Aggregate amount of series of interest rate swaps converting to variable-rate debt	$ 1,100
Fair value of interest rate swaps designated as underlying hedges	62		39
Aggregate amount of accumulated other comprehensive loss attributed to interest rate derivatives designated as cash flow hedges	(2)		(3)
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	285		226
Additional collateral aggregate fair value	812		828
Credit exposure, percentage	96.00%
PSEG [Member]
Derivatives, Fair Value [Line Items]
Number of interest rate swaps outstanding, total	8
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	149		110
Additional collateral aggregate fair value	136		116
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges	25		24		1
Power [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	29
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	522	[1]	485	[1]
Number of active counterparties on credit risk derivatives	203
Senior Notes 6.95% Due June 2012 [Member] | PSEG [Member]
Derivatives, Fair Value [Line Items]
Senior Notes converted into variable rate debt	300
Senior Notes 6.95% Due June 2012 [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Senior Notes converted into variable rate debt	600
Senior Notes 5% Due April 2014 [Member]
Derivatives, Fair Value [Line Items]
Senior Notes converted into variable rate debt	250
Senior Notes 5.5% Due December 2015 [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Senior Notes converted into variable rate debt	300
Senior Notes 5.32% Due September 2016 [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Aggregate amount of series of interest rate swaps converting to variable-rate debt	300
Senior Notes converted into variable rate debt	303
Senior Notes 2.75% Due September 2016 [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Senior Notes converted into variable rate debt	$ 250

[1] Represents the netting of fair value balances with the same counterparty (where the right of offset exists) and the application of collateral. As of December 31, 2011 and December 31, 2010, net cash collateral received of $82 million and $61 million, respectively, was netted against the corresponding net derivative contract positions. Of the $82 million as of December 31, 2011, cash collateral of $(77) million and $(23) million were netted against current assets and noncurrent assets, respectively, and cash collateral of $16 million and $2 million were netted against current liabilities and noncurrent liabilities, respectively. Of the $61 million as of December 31, 2010, cash collateral of $(132) million and $(3) million were netted against current assets and noncurrent assets, respectively, and cash collateral of $62 million and $12 million were netted against current liabilities and noncurrent liabilities, respectively.