Accumulated pretax change in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges.

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The amount as of the balance sheet date of the cash collateral received from others that, in accordance with the entity's accounting policy, was offset against the derivative assets under a master netting arrangement.

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The amount as of the balance sheet date of the cash collateral provided to others that, in accordance with the entity's accounting policy, was offset against the derivative liabilities under a master netting arrangement.

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The amount as of the balance sheet date of the cash collateral provided to others that, in accordance with the entity's accounting policy, is reflected in margin and collateral deposits and was not offset against the derivative liabilities under a master netting arrangement.

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Realized gains and losses on hedging activities, which are recognized as purchased-power expense. Because the entity recovers these costs from rate payers, earnings are not affected, but cash flows may be temporarily affected.

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's increase (decrease) in deferred hedging gains or losses.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 130
-Paragraph 26

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44D
-Subparagraph c

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44D
-Subparagraph c

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The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Fair value as of the balance sheet date of the assets less the liabilities of a derivative or group of derivatives.

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Fixed interest rate related to the interest rate derivative.

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The income statement location of the effective portion of net gain or loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 205G

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44C
-Subparagraph b
-Clause 3

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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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Net gain (loss) included in earnings for the period from the net change in fair value of derivative instrument not designated as hedging instrument.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph b(1)(b)

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain or loss on that instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44D
-Subparagraph b

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The increases (decreases) in the market value of derivative instruments, including options, swaps, futures, and forward contracts, which were included in earnings in the period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 95
-Paragraph 28

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Derivative Instruments and Hedging Activities (Details 3) (USD $) In Millions, unless otherwise specified			6 Months Ended	12 Months Ended	6 Months Ended		12 Months Ended	6 Months Ended	12 Months Ended	3 Months Ended		6 Months Ended			3 Months Ended	6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended
	Jun. 30, 2011	Dec. 31, 2010	Jun. 30, 2011 Amortizing interest rate swap Competitive power generation Cash flow hedges Derivative Contracts Expiring on June, 2016	Dec. 31, 2010 Amortizing interest rate swap Competitive power generation Cash flow hedges Derivative Contracts Expiring on June, 2016	Jun. 30, 2011 Amortizing interest rate swap Competitive power generation Cash flow hedges Derivative Contracts Expiring on December, 2020	Jun. 30, 2011 Amortizing forward starting interest rate swap Competitive power generation Cash flow hedges Derivative Contracts Expiring on December, 2025	Dec. 31, 2010 Amortizing forward starting interest rate swap Competitive power generation Cash flow hedges Derivative Contracts Expiring on December, 2025	Jun. 30, 2011 Amortizing forward starting interest rate swap Competitive power generation Cash flow hedges Derivative Contracts Expiring on March, 2026	Dec. 31, 2010 Amortizing forward starting interest rate swap Competitive power generation Cash flow hedges Derivative Contracts Expiring on March, 2026	Jun. 30, 2011 Southern California Edison Company Electric Utility Economic hedges	Jun. 30, 2010 Southern California Edison Company Electric Utility Economic hedges	Jun. 30, 2011 Southern California Edison Company Electric Utility Economic hedges	Jun. 30, 2010 Southern California Edison Company Electric Utility Economic hedges	Dec. 31, 2010 Southern California Edison Company Electric Utility Economic hedges	Jun. 30, 2010 Edison Mission Group Inc. Competitive power generation Cash flow hedges Competitive power generation revenues	Jun. 30, 2011 Edison Mission Group Inc. Competitive power generation Cash flow hedges Competitive power generation revenues	Jun. 30, 2010 Edison Mission Group Inc. Competitive power generation Cash flow hedges Competitive power generation revenues	Jun. 30, 2011 Competitive power generation Economic hedges Competitive power generation revenues	Jun. 30, 2010 Competitive power generation Economic hedges Competitive power generation revenues	Jun. 30, 2011 Competitive power generation Economic hedges Competitive power generation revenues	Jun. 30, 2010 Competitive power generation Economic hedges Competitive power generation revenues	Jun. 30, 2011 Competitive power generation Economic hedges Fuel	Jun. 30, 2010 Competitive power generation Economic hedges Fuel	Jun. 30, 2011 Competitive power generation Economic hedges Fuel	Jun. 30, 2010 Competitive power generation Economic hedges Fuel	Jun. 30, 2011 Competitive power generation Trading activities Operating revenues	Jun. 30, 2010 Competitive power generation Trading activities Operating revenues	Jun. 30, 2011 Competitive power generation Trading activities Operating revenues	Jun. 30, 2010 Competitive power generation Trading activities Operating revenues	Jun. 30, 2011 Cash flow hedges Competitive power generation revenues	Jun. 30, 2010 Cash flow hedges Competitive power generation revenues
Derivatives
Realized loss on economic hedging activities										$ (35)	$ (38)	$ (74)	$ (62)
Notional amount of derivatives			84	138	110	120	122	67	68
Unrealized gain (loss) on economic hedging activities										(227)	(276)	(323)	(857)
Accumulated Other Comprehensive Income (Loss) Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges
Beginning of period derivative gains																														27	175
Effective portion of changes in fair value																														(13)	30
Reclassification to net income																														(29)	(122)
End of period derivative gains (losses)																														(15)	83
Unrealized derivative gains after taxes recorded in accumulated other comprehensive income																														(9)	50
Aggregate fair value of all derivative liabilities with credit-risk-related contingent features										164		164		67
Collateral already posted, fair value														4
Additional collateral, aggregate fair value										12		12
Floating interest rate received			6-month LIBOR	6-month LIBOR	6-month LIBOR	3-month LIBOR	3-month LIBOR	3-month LIBOR	3-month LIBOR
Fixed interest rate paid (as a percent)			3.175%	3.175%	3.415%	4.29%	4.29%	3.46%	3.46%
Amount of cash flow hedge ineffectiveness															(7)	2	1
Gain (loss) on derivative instruments																		20	(3)	26	(7)	(2)	(2)	4	(1)	41	33	57	80
Collateral provided to counterparties:
Offset against derivative liabilities	4	8
Reflected in margin and collateral deposits	64	65
Collateral received from counterparties:
Offset against derivative assets	$ 33	$ 52