Derivative Financial Instruments (Interest Rate Risk) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended				6 Months Ended				12 Months Ended
	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013		Dec. 31, 2013
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					$ 4
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (current assets)	(2)				(2)				(1)
Mark-to-market derivative assets (noncurrent assets)	38				38				38
Total mark-to-market derivative assets	36				36				37
Mark-to-market derivative liabilities (current liabilities)	(1)				(1)				(1)
Mark-to-market derivative liabilities (noncurrent liabilities)	(27)				(27)				(15)
Total mark-to-market derivative liabilities	(28)				(28)				(16)
Total mark-to-market derivative net assets (liabilities)	8				8				21
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Gain on swaps/borrowings			3				4
Loss on swaps/borrowings	(3)				(7)
Interest Rate Risk - Fair Value Hedges [Abstract]
Notional amount of interest rate swaps acquired from merger	150				150
Fair value of interest rate swaps acquired from merger	1				1
Interest Rate Risk - Cash Flow Hedges [Abstract]
Mark-to-market derivative liabilities	262				262				300
Unrealized Gain (Loss) on Derivatives					(751)		28
Designated as Hedging Instrument [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Notional Amount of Pre-issuance Interest Rate Cash Flow Hedge Derivatives	1,111				1,111
Designated as Hedging Instrument [Member] | Interest Rate Cash Flow Hedge Derivatives | Cash Flow Hedging [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Notional Amount of Pre-issuance Interest Rate Cash Flow Hedge Derivatives	300				300
Mark-to-market derivative liabilities	6				6
Designated as Hedging Instrument [Member] | Interest Rate Swap | Fair Value Hedging [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Gain on swaps/borrowings	3				5
Loss on swaps/borrowings			(6)				(12)
Interest Rate Risk - Fair Value Hedges [Abstract]
Increase (Decrease) in Fair Value of Interest Rate Fair Value Hedging Instruments					33				26
Interest Rate Risk - Cash Flow Hedges [Abstract]
Derivative, Notional Amount	1,400				1,400				1,275
Increase In Notional Amount Of Derivative Instruments					50
Increase In Notional Amount Of Derivative Instruments1					75
Designated as Hedging Instrument [Member] | Interest Rate Swap | Cash Flow Hedging [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Notional Amount of Pre-issuance Interest Rate Cash Flow Hedge Derivatives	400				400
Derivative [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (noncurrent assets)	23				23
Derivative [Member] | Interest Rate Swap
Interest Rate Risk - Cash Flow Hedges [Abstract]
Derivative, Notional Amount	1,550				1,550
Exelon Generation Co L L C [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (current assets)	(2)				(2)				(1)
Mark-to-market derivative assets (noncurrent assets)	20				20				31
Total mark-to-market derivative assets	18				18				30
Mark-to-market derivative liabilities (current liabilities)	(1)				(1)				(1)
Mark-to-market derivative liabilities (noncurrent liabilities)	(21)				(21)				(11)
Total mark-to-market derivative liabilities	(22)				(22)				(12)
Total mark-to-market derivative net assets (liabilities)	(4)				(4)				18
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Gain on swaps/borrowings	2		2	[1]	1	[1]	1	[1]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Percentage of interest rate swap in relation to DOE guarantee	75				75
Notional amount of interest rate swap DOE advance	350				350
Percent of DOE loan advance offset					75.00%
Notional amount of remaining cash flow hedges	135				135
Mark-to-market derivative liabilities	135				135				120
Unrealized Gain (Loss) on Derivatives					(760)		21
Exelon Generation Co L L C [Member] | Antelope Valle [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
DOE interest rate swap					485
Exelon Generation Co L L C [Member] | Other Solar Projects [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Notional amounts on forward starting interest rate swaps	27				27
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (noncurrent assets)	16				16				26
Total mark-to-market derivative assets	16				16				26
Mark-to-market derivative liabilities (current liabilities)	(1)				(1)				(1)
Mark-to-market derivative liabilities (noncurrent liabilities)	(19)				(19)				(10)
Total mark-to-market derivative liabilities	(20)				(20)				(11)
Total mark-to-market derivative net assets (liabilities)	(4)				(4)				15
Interest Rate Risk - Cash Flow Hedges [Abstract]
Notional Amount of Pre-issuance Interest Rate Cash Flow Hedge Derivatives	411				411
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Interest Rate Cash Flow Hedge Derivatives | Cash Flow Hedging [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Mark-to-market derivative liabilities	2				2
Increase In Notional Amount Of Derivative Instruments					223
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Foreign Currency Fair Value Hedge Derivatives
Interest Rate Risk - Cash Flow Hedges [Abstract]
Derivative, Notional Amount	121				121
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Interest Rate Swap
Interest Rate Risk - Cash Flow Hedges [Abstract]
Derivative, Notional Amount	257				257
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Interest Rate Swap | Fair Value Hedging [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Loss on swaps/borrowings	(3)	[1]	(5)	[1]	(8)	[1]	(9)	[1]
Interest Rate Risk - Fair Value Hedges [Abstract]
Increase (Decrease) in Fair Value of Interest Rate Fair Value Hedging Instruments					16				23
Interest rate swaps previously held by acquiree	550				550				550
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Other Solar Projects [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Notional amounts on forward starting interest rate swaps	26				26
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Other Solar Projects [Member] | Interest Rate Cash Flow Hedge Derivatives | Cash Flow Hedging [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (noncurrent assets)	1				1
Exelon Generation Co L L C [Member] | Designated as Hedging Instrument [Member] | Interest Expense [Member] | Interest Rate Swap | Fair Value Hedging [Member]
Derivative Instruments Gain Loss Recognized In Income Net Footnotes [Abstract]
GainLossOnFairValueHedgesRecognizedInEarnings	(4)		(4)		(8)		(8)
Exelon Generation Co L L C [Member] | Derivative [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (current assets)	2				2				3
Mark-to-market derivative assets (noncurrent assets)	2				2				3
Total mark-to-market derivative assets	4				4				6
Mark-to-market derivative liabilities (current liabilities)	(4)				(4)				(1)
Mark-to-market derivative liabilities (noncurrent liabilities)	(2)				(2)				(1)
Total mark-to-market derivative liabilities	(6)				(6)				(2)
Total mark-to-market derivative net assets (liabilities)	(2)				(2)				4
Exelon Generation Co L L C [Member] | Derivative [Member] | Interest Rate Swap
Interest Rate Risk - Cash Flow Hedges [Abstract]
Derivative, Notional Amount	700				700
Exelon Generation Co L L C [Member] | Derivative [Member] | Other Solar Projects [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Mark-to-market derivative liabilities	2				2
Exelon Generation Co L L C [Member] | Derivative [Member] | Interest Expense [Member] | Antelope Valle [Member]
Interest Rate Risk - Cash Flow Hedges [Abstract]
Mark-to-market derivative liabilities	15				15
Exelon Generation Co L L C [Member] | Proprietary Trading [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (current assets)	14	[2]			14	[2]			15	[2]
Mark-to-market derivative assets (noncurrent assets)	12	[2]			12	[2]			15	[2]
Total mark-to-market derivative assets	26	[2]			26	[2]			30	[2]
Mark-to-market derivative liabilities (current liabilities)	(15)	[2]			(15)	[2]			(18)	[2]
Mark-to-market derivative liabilities (noncurrent liabilities)	(11)	[2]			(11)	[2]			(13)	[2]
Total mark-to-market derivative liabilities	(26)	[2]			(26)	[2]			(31)	[2]
Total mark-to-market derivative net assets (liabilities)	0	[2]			0	[2]			(1)	[2]
Exelon Generation Co L L C [Member] | Collateral And Netting [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (current assets)	(18)	[3]			(18)	[3]			(19)
Mark-to-market derivative assets (noncurrent assets)	(10)	[3]			(10)	[3]			(13)
Total mark-to-market derivative assets	(28)	[3]			(28)	[3]			32
Mark-to-market derivative liabilities (current liabilities)	19	[3]			19	[3]			(19)
Mark-to-market derivative liabilities (noncurrent liabilities)	11	[3]			11	[3]			(13)
Total mark-to-market derivative liabilities	30	[3]			30	[3]			(32)
Total mark-to-market derivative net assets (liabilities)	2	[3]			2	[3]			0
Other Segments [Member] | Designated as Hedging Instrument [Member]
Derivative Interest Rate Risk [Abstract]
Mark-to-market derivative assets (noncurrent assets)	18				18				7
Total mark-to-market derivative assets	18				18				7
Mark-to-market derivative liabilities (noncurrent liabilities)	(6)				(6)				(4)
Total mark-to-market derivative liabilities	(6)				(6)				(4)
Total mark-to-market derivative net assets (liabilities)	$ 12				$ 12				$ 3

[1] For the three and six months ended June 30, 2014, the loss on Generation swaps included $4 million and $8 million realized in earnings, respectively, with an immaterial amount excluded from hedge effectiveness testing. For the three and six months ended June 30, 2013, the loss on Generation swaps included $4 million and $8 million realized in earnings, respectively, with an immaterial amount excluded from hedge effectiveness testing.

[2]                  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 proprietary trading interest rate derivatives with the objective of benefiting from shifts or changes in market interest rates.

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