Financial Risk Management Activities (Narrative) (Detail) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended					3 Months Ended		6 Months Ended			6 Months Ended
	Jun. 30, 2012	Dec. 31, 2011	Jun. 30, 2012 Senior Notes 5% Due April 2014 [Member]	Jun. 30, 2012 Senior Notes 5.5% Due December 2015 [Member]	Jun. 30, 2012 Senior Notes 5.32% Due September 2016 [Member]	Jun. 30, 2012 Senior Notes 2.75% Due September 2016 [Member]	Jun. 30, 2012 PSEG [Member]	Jun. 30, 2011 PSEG [Member]	Jun. 30, 2012 PSEG [Member]	Jun. 30, 2011 PSEG [Member]	Dec. 31, 2011 PSEG [Member]	Jun. 30, 2012 Power [Member]	Jun. 30, 2012 Power [Member] Senior Notes 5.5% Due December 2015 [Member]	Jun. 30, 2012 Power [Member] Senior Notes 5.32% Due September 2016 [Member]	Jun. 30, 2012 Power [Member] Senior Notes 2.75% Due September 2016 [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												$ 19
Percent of gross margin, less than	1.00%
Number of interest rate swaps outstanding, total
Aggregate amount of series of interest rate swaps converting to variable-rate debt	1.1													300.0
Senior Notes converted into variable rate debt			250										300	303	250
Stated interest rate of debt instrument			5.00%	5.50%	5.32%	2.75%
Fair value of interest rate swaps designated as underlying hedges	66	62
Aggregate amount of accumulated other comprehensive income (loss) attributed to interest rate derivatives designated as cash flow hedges	(2)	(2)
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	209	285					125		125		149
Additional collateral aggregate fair value	705	812					84		84		136
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges							$ 5	$ 7	$ 11	$ 13
Credit exposure, percentage												99.00%
Number of active counterparties on credit risk derivatives												206