Derivative Financial Instruments (Interest Rate Risk) (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended			6 Months Ended					12 Months Ended	6 Months Ended			6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012	Jun. 30, 2013 Interest Expense [Member]		Jun. 30, 2012 Interest Expense [Member]		Jun. 30, 2013 Designated as Hedging Instrument [Member]	Dec. 31, 2012 Designated as Hedging Instrument [Member]	Jun. 30, 2013 Designated as Hedging Instrument [Member] Interest Expense [Member]	Jun. 30, 2013 Derivative [Member]	Dec. 31, 2012 Derivative [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member]	Jun. 30, 2012 Exelon Generation Co L L C [Member]	Dec. 31, 2012 Exelon Generation Co L L C [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member] Antelope Valley Project [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member] Designated as Hedging Instrument [Member]	Dec. 31, 2012 Exelon Generation Co L L C [Member] Designated as Hedging Instrument [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member] Designated as Hedging Instrument [Member] Other Solar Projects [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member] Derivative [Member]	Dec. 31, 2012 Exelon Generation Co L L C [Member] Derivative [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member] Derivative [Member] Antelope Valley Project [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member] Derivative [Member] Interest Expense [Member] Antelope Valley Project [Member]	Jun. 30, 2013 Exelon Generation Co L L C [Member] Proprietary Trading [Member]		Dec. 31, 2012 Exelon Generation Co L L C [Member] Proprietary Trading [Member]		Jun. 30, 2013 Exelon Generation Co L L C [Member] Collateral And Netting [Member]		Dec. 31, 2012 Exelon Generation Co L L C [Member] Collateral And Netting [Member]		Jun. 30, 2013 Other Segment [Member] Designated as Hedging Instrument [Member]	Dec. 31, 2012 Other Segment [Member] Designated as Hedging Instrument [Member]
Cost Of Capital Strategies [Abstract]
Hypothetical increase in interest rates associated with variable-rate debt	0.50%
Pre-tax net income impact associated with a hypothetical 10% increase in interest rates - exclusive upper bound	$ 1
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (current assets)	3		4										3		4					4	3			18	[1]	20	[1]	(19)	[2]	19	[2]
Mark-to-market derivative assets (noncurrent assets)	70		59								23		38		46		31	38		6	8			19	[1]	32	[1]	(18)	[2]	32	[2]	32	13
Total mark-to-market derivative assets	73		63										41		50		31	38		10	11			37	[1]	52	[1]	(37)	[2]	51	[2]	32	13
Mark-to-market derivative liabilities (current liabilities)	(3)		(2)										(3)		(2)		(1)	(1)		(2)	(1)			(18)	[1]	(19)	[1]	18	[2]	(19)	[2]
Mark-to-market derivative liabilities (noncurrent liabilities)	(14)		(31)										(14)		(31)		(15)	(31)			0			(18)	[1]	(32)	[1]	19	[2]	(32)	[2]
Total mark-to-market derivative liabilities	(17)		(33)										(17)		(33)		(16)	(32)		(2)	(1)			(36)	[1]	(51)	[1]	37	[2]	(51)	[2]
Total mark-to-market derivative net assets (liabilities)	56		30										24		17		15	6		8	10			1	[1]	1	[1]	0	[2]			32	13
Derivative Instruments Gain Loss Recognized In Income Net [Abstract]
Gain on swaps/borrowings				1	[3]	(3)	[3]
Loss on swaps/borrowings				(9)	[3]	(2)	[3]
Derivative Instruments Gain Loss Recognized In Income Net Footnotes [Abstract]
Fair value of interest rate swaps acquired from merger	3
Interest Rate Risk - Fair Value Hedges [Abstract]
Notional amounts of fair value hedges outstanding related to interest rate swaps	650		650										336
Increase (Decrease) in Fair Value of Interest Rate Fair Value Hedging Instruments								38	49
Interest rate swaps previously held by acquiree	550
Fair value of interest rate swaps from merger acquiree	44
Notional amount of interest rate swaps acquired from merger	150
Fair value of interest rate swaps acquired from merger	3
Notional Amount of Foreign Currency Fair Value Hedge Derivatives																	31
Interest Rate Risk - Cash Flow Hedges [Abstract]
Notional amount of interest rate cash flow hedge derivatives								800
Notional Amount of Pre-issuance Interest Rate Cash Flow Hedge Derivatives								570
Pre-tax gain/loss on interest rate cash flow hedges										(8)
DOE interest rate swap	485
Percentage of interest rate swap in relation to DOE guarantee													75
Notional amount of interest rate swap DOE advance													321
Percent of DOE loan advance offset													75.00%
Notional amount of remaining cash flow hedges													164
Notional amounts on forward starting interest rate swaps								350								29			28
Mark-to-market derivative liabilities	178		281									250	109		232							2	14
Unrealized Gain (Loss) on Derivatives	$ 28	$ 323											$ 21	$ 307

[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 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 changes in market interest rates.

[2] Represents the netting of fair value balances with the same counterparty and any associated cash collateral.

[3] For the six months ended June 30, 2013, the loss on the swaps in the table above includes $8 million reclassified to earnings, with an immaterial amount excluded from hedge effectiveness testing.