			December 31, 2010						December 31, 2009
					Not						Not
			Designated		Designated				Designated		Designated
			as Hedging		as Hedging				as Hedging		as Hedging
			Instruments		Instruments		Total		Instruments		Instruments		Total

			(in millions)						(in millions)
Assets
Other current assets:
	Foreign currency derivatives		$	-	$	7⁽¹⁾	$	7	$	-	$	6	$	6
	Commodity & other derivatives			-		5		5		1		28		29
		Total other current assets		-		12		12		1		34		35

Other assets:
	Interest rate derivatives			49		-		49		85		-		85
	Foreign currency derivatives			-		31⁽¹⁾		31		-		-		-
	Cross currency derivatives			12		-		12		-		-		-
	Commodity & other derivatives:			-		20		20		-		-		-
		Total other assets - noncurrent		61		51		112		85		-		85
Total assets			$	61	$	63	$	124	$	86	$	34	$	120

Liabilities
Accrued and other liabilities:
	Interest rate derivatives		$	126⁽¹⁾	$	11	$	137	$	115	$	10	$	125
	Cross currency derivatives			2		-		2		-		-		-
	Foreign currency derivatives			8		5		13		2		1		3
	Commodity & other derivatives			-		-		-		-		2		2
		Total accrued and other liabilities		136		16		152		117		13		130

Other long-term liabilities:
	Interest rate derivatives			232⁽¹⁾		15		247		141		16		157
	Cross currency derivatives			-		-		-		12		-		12
	Foreign currency derivatives			-		23		23		-		2		2
	Commodity & other derivatives			-		1		1		-		2		2
		Total other long-term liabilities		232		39		271		153		20		173
Total liabilities			$	368	$	55	$	423	$	270	$	33	$	303

The element represents a table which sets forth, by type of derivative instrument, the pre-tax accumulated other comprehensive income (loss) expected to be recognized as an increase (decrease) to income from continuing operations before income taxes over the next twelve months as of the balance sheet date.

Name:	aes_AccumulatedOtherComprehensiveIncomeLossDerivativesTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets forth, by type of commodity, the outstanding notionals and weighted average remaining terms of the commodity derivatives (excluding Eastern Energy, which is presented separately) and embedded derivative instruments at the balance sheet date.

+ Details

Name:	aes_CommodityNonHedgeDerivativesByTypeTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets forth, by type of foreign currency denomination, the current outstanding notional, weighted average remaining term and percentage of variable-rate debt hedged at the balance sheet date, all of which are in qualifying cash flow hedging relationships.

+ Details

Name:	aes_CrossCurrencyDerivativesByTypeTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets forth the fair value and balance sheet classification of derivative instruments at the balance sheet date separately for derivative instruments designated as hedging instruments and derivative instruments not designated as hedging instruments.

+ Details

Name:	aes_DerivativeAssetsLiabilitiesAtFairValueNetByBalanceSheetClassificationTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Details

Name:	aes_DerivativeInstrumentsAndHedgingActivitiesTablesAbstract
Namespace Prefix:	aes
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets forth, by type of foreign currency denomination, the outstanding notionals over the remaining terms of its foreign currency embedded derivative instruments at the balance sheet date.

+ Details

Name:	aes_EmbeddedForeignCurrencyDerivativesByTypeTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets forth the fair value and balance sheet classification of derivative assets and liabilities, by type of derivative and by level within the fair value hierarchy.

+ Details

Name:	aes_FairValueHierarchyDerivativeAssetsLiabilitiesByBalanceSheetClassificationTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets forth, by type of foreign currency denomination, the outstanding notionals over the remaining terms of the foreign currency forward derivative instruments at the balance sheet date, regardless of whether the derivative instruments are in qualifying hedging relationships.

+ Details

Name:	aes_ForeignCurrencyForwardsByTypeTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets for, by type of foreign currency denomination, the outstanding notionals over the remaining terms of the foreign currency option derivative instruments at the balance sheet date, regardless of whether the derivative instruments are in qualifying hedging relationships.

+ Details

Name:	aes_ForeignCurrencyOptionsByTypeTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which rolls forward the balance of gains (losses) recognized in accumulated other comprehensive income (loss) related to the effective portion of derivative instruments in qualifying cash flow hedging relationships for the periods indicated.

+ Details

Name:	aes_GainLossInAccumulatedOtherComprehensiveIncomeonEffectivePortionOfQualifyingCashFlowHedgesRollforwardTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents tables which set forth, by type of derivative instrument, the gains (losses) recognized in earnings and the income statement classification related to the ineffective portion of derivative instruments in qualifying cash flow hedging relationships for the periods indicated.

+ Details

Name:	aes_GainLossInEarningsOnIneffectivePortionOfQualifyingCashFlowHedgesTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents tables which set forth, by type of derivative instrument, the gains (losses) recognized in earnings and the income statement classification related to derivative instruments not designated as hedging instruments for the periods indicated.

+ Details

Name:	aes_GainLossInEarningsOnNonHedgingInstrumentsTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

This element represents a table which sets forth, by type of interest rate derivative, the current and maximum outstanding notional, weighted average remaining term and percentage of variable-rate debt hedged at the balance sheet date, regardless of whether the derivative instruments are in qualifying cash flow hedging relationships.

+ Details

Name:	aes_InterestRateDerivativesByTypeTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration

- Definition

The element represents a table which sets forth the increase (decrease) in regulatory assets and liabilities resulting from the change in fair value of derivative instruments.

+ Details

Name:	aes_RegulatoryAssetLiabilityChangeInFairValueOfDerivativesTextBlock
Namespace Prefix:	aes
Data Type:	us-types:textBlockItemType
Balance Type:	na
Period Type:	duration