XML 236 R109.htm IDEA: XBRL DOCUMENT v3.6.0.2
Fair Value of Financial Assets and Liabilities - Fair Value Inputs Assets Quantitative Information (Details) - USD ($)
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Cash collateral excluded $ 61,000,000 $ 201,000,000
Exelon Generation Co L L C [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liabilities, fair value [1] 333,000,000 248,000,000
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative assets, fair value 435,000,000 [2],[3] 857,000,000 [4],[5]
Exelon Generation Co L L C [Member] | Not Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liabilities, fair value (3,000,000) [2],[3] (7,000,000) [4],[5]
Exelon Generation Co L L C [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward power price assets 11 [3] 11 [5]
Forward gas price assets 1.72 [3] 1.18 [5]
Exelon Generation Co L L C [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Not Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward power price assets 19 [3] 13 [5]
Exelon Generation Co L L C [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward power price assets 130 [3] 88 [5]
Forward gas price assets 9.2 [3] 8.95 [5]
Exelon Generation Co L L C [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Not Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward power price assets $ 79 [3] $ 78 [5]
Exelon Generation Co L L C [Member] | Option Model Valuation Technique [Member] | Minimum [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Volatility percentage 8.00% [3] 5.00% [5]
Exelon Generation Co L L C [Member] | Option Model Valuation Technique [Member] | Maximum [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Volatility percentage 173.00% [3] 152.00% [5]
Commonwealth Edison Co [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative liabilities, fair value $ (258,000,000) $ (247,000,000)
Commonwealth Edison Co [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Marketability Reserve 3.00% 3.50%
Renewable factor 89.00% 87.00%
Commonwealth Edison Co [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward heat rate [6] 8.00%  
Commonwealth Edison Co [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Not Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward heat rate [7]   9.00%
Commonwealth Edison Co [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward heat rate [7]   10.00%
Marketability Reserve 8.00% 7.00%
Renewable factor 121.00% 128.00%
Commonwealth Edison Co [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Designated as Hedging Instrument [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Forward heat rate [6] 9.00%  
[1] (c)Amount represents the net fair value of out-of-the-money derivative contracts containing credit-risk related contingent features after considering the mitigating effects of offsetting positions under master netting arrangements and reflects the actual net liability upon which any potential contingent collateral obligations would be based.
[2] The fair values do not include cash collateral posted on level three positions of $61 million as of December 31, 2016.
[3] The valuation techniques, unobservable inputs and ranges are the same for the asset and liability positions.
[4] The fair values do not include cash collateral posted on level three positions of $201 million as of December 31, 2015
[5] The valuation techniques, unobservable inputs and ranges are the same for the asset and liability positions.
[6] Quoted forward natural gas rates are utilized to project the forward power curve for the delivery of energy at specified future dates. The natural gas curve is extrapolated beyond its observable period to the end of the contract’s delivery.
[7] Quoted forward natural gas rates are utilized to project the forward power curve for the delivery of energy at specified future dates. The natural gas curve is extrapolated beyond its observable period to the end of the contract’s delivery.