Derivative Financial Instruments (Interest Rate Risk) (Details) (USD $)	9 Months Ended		9 Months Ended
	Sep. 30, 2012	Dec. 31, 2011	Sep. 30, 2012 Interest Expense [Member]		Sep. 30, 2011 Interest Expense [Member]		Sep. 30, 2012 Exelon Generation Co L L C [Member]	Dec. 31, 2011 Exelon Generation Co L L C [Member]	Sep. 30, 2012 Exelon Generation Co L L C [Member] Antelope Valley Project [Member]	Sep. 30, 2012 Exelon Generation Co L L C [Member] Designated as Hedging Instrument [Member]	Sep. 30, 2012 Exelon Generation Co L L C [Member] Derivative [Member]		Sep. 30, 2012 Exelon Generation Co L L C [Member] Proprietary Trading [Member]		Sep. 30, 2012 Other Segment [Member] Designated as Hedging Instrument [Member]
Cost Of Capital Strategies [Abstract]
Hypothetical increase in interest rates associated with variable-rate debt	50.00%
Pre-tax net income impact associated with a hypothetical 10% increase in interest rates - exclusive upper bound	$ 1,551,552.635
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (current assets)	22,000,000						22,000,000				3,000,000	[1]	19,000,000	[1]
Mark-to-market energy derivative assets (noncurrent assets)	103,000,000						89,000,000			42,000,000	10,000,000	[1]	37,000,000	[1]	14,000,000
Total mark-to-market derivative assets	125,000,000						111,000,000			42,000,000	13,000,000	[1]	56,000,000	[1]	14,000,000
Mark-to-market derivative liabilities (current liabilities)	(22,000,000)						(22,000,000)			(1,000,000)	(2,000,000)	[1]	(19,000,000)	[1]
Mark-to-market energy derivative liabilities (noncurrent liabilities)	(73,000,000)						(73,000,000)			(36,000,000)			(37,000,000)	[1]	0
Total mark-to-market derivative liabilities	(95,000,000)						(95,000,000)			(37,000,000)	(2,000,000)	[1]	(56,000,000)	[1]	0
Total mark-to-market derivative net assets (liabilities)	30,000,000						16,000,000			5,000,000	11,000,000	[1]	0	[1]	14,000,000
Derivative Instruments Gain Loss Recognized In Income Net [Abstract]
Gain on swaps/borrowings			(3,000,000)	[2]	1,000,000	[2]
Loss on swaps/borrowings			(6,000,000)	[2]	(1,000,000)	[2]
Derivative Instruments Gain Loss Recognized In Income Net Footnotes [Abstract]
Fair value of interest rate swaps acquired from merger	5,000,000
Interest Rate Risk - Fair Value Hedges [Abstract]
Notional amounts of fair value hedges outstanding related to interest rate swaps	650,000,000	100,000,000
Interest rate swaps previously held by acquiree	550,000,000
Fair value of interest rate swaps from merger acquiree	44,000,000
Notional amount of interest rate swaps acquired from merger	150,000,000
Fair value of interest rate swaps acquired from merger	5,000,000
Interest Rate Risk - Cash Flow Hedges [Abstract]
DOE interest rate swap	485,000,000
Percentage of interest rate swap in relation to DOE guarantee							75
Notional amount of interest rate swap DOE advance							119,000,000
Percent of DOE loan advance offset							75.00%
Notional amount of remaining cash flow hedges							365,000,000
Notional amounts on forward starting interest rate swaps									31,000,000
Mark-to-market derivative liabilities	$ 407,000,000	$ 126,000,000					$ 355,000,000	$ 29,000,000	$ 4,000,000

[1] Generation enters into interest rate derivative contracts to economically hedge risk associated with the interest rate component of commodity positions.  The characterization of the interest rate derivative contracts between the economic hedge and proprietary trading activity in the above table is driven by the corresponding characterization of the underlying commodity position that gives rise to the interest rate exposure.  Generation does not utilize interest rate derivatives with the objective of benefiting from shifts or change in market interest rates.

[2] For the nine months ended September 30, 2012, the loss on the swaps in the table above includes pre-tax losses of $9 million, not related to changes in benchmark interest rates and is excluded from hedge ineffectiveness.