Fair Value of Financial Assets and Liabilities, Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified	Sep. 30, 2014 MWh	Dec. 31, 2013 MWh
Interest Rate Swap
Interest Rate Derivatives [Abstract]
Amount of accumulated other comprehensive losses related to interest rate derivatives expected to be reclassified into earnings within the next twelve months	$ (0.2)
Electric Commodity (in megawatt hours)
Gross Notional Amounts of Commodity FTRs [Abstract]
Notional Amount	10,880,000	5,989,000

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

Name:	us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant