XML 117 R66.htm IDEA: XBRL DOCUMENT v3.3.0.814
Derivative Financial Instruments - Summary of Interest Rate and Foreign Currency Hedges (Details) - USD ($)
$ in Millions
9 Months Ended
Sep. 30, 2014
Sep. 30, 2015
Dec. 31, 2014
Derivative [Line Items]      
Gain (Loss) from Components Excluded from Assessment of Fair Value Hedge Effectiveness, Net $ 2    
Mark-to-market derivative assets (current assets)   $ 1,116 $ 1,279
Mark-to-market derivative assets   801 773
Derivative Liability, Current   204 234
Derivative Liability, Noncurrent   (360) (403)
InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   9 15
Mark-to-market derivative assets   52 8
Derivative Liability, Current   9 1
Derivative Liability, Noncurrent   (12) (114)
Total mark-to-market derivative net assets (liabilities) [1]   40 (90)
Total mark-to-market derivative assets [1]   61 23
Derivative Liability [1]   (21) (113)
Exelon Generation Co L L C [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   1,116 1,276
Mark-to-market derivative assets   764 771
Derivative Liability, Current   182 214
Derivative Liability, Noncurrent   (139) (105)
Exelon Generation Co L L C [Member] | InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   9 12
Mark-to-market derivative assets   15 6
Derivative Liability, Current   9 1
Derivative Liability, Noncurrent   (12) (3)
Total mark-to-market derivative net assets (liabilities) [1]   3 16
Total mark-to-market derivative assets [1]   24 18
Derivative Liability [1]   (21) (2)
Exelon Generation Co L L C [Member] | InterestRateAndForeignExchangeContract [Member] | Designated as Hedging Instrument [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   0 7
Mark-to-market derivative assets   0 1
Derivative Liability, Current   9 8
Derivative Liability, Noncurrent   (12) (4)
Total mark-to-market derivative net assets (liabilities)   (21) (4)
Total mark-to-market derivative assets   0 8
Derivative Liability   (21) (12)
Exelon Generation Co L L C [Member] | Interest Rate Swap [Member]      
Derivative [Line Items]      
Derivative Liability, Noncurrent   (4)  
Exelon Generation Co L L C [Member] | Proprietary Trading [Member] | InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   10 20
Mark-to-market derivative assets   7 7
Derivative Liability, Current   10 14
Derivative Liability, Noncurrent   (5) (9)
Total mark-to-market derivative net assets (liabilities)   2 4
Total mark-to-market derivative assets [2]   17 27
Derivative Liability [2]   (15) (23)
Exelon Generation Co L L C [Member] | Collateral And Netting [Member] | InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   (12) (22)
Mark-to-market derivative assets   (2) (7)
Derivative Liability, Current   (16) (25)
Derivative Liability, Noncurrent   5 10
Total mark-to-market derivative net assets (liabilities) [1]   7 6
Total mark-to-market derivative assets [1]   (14) (29)
Derivative Liability [1]   21 35
Exelon Generation Co L L C [Member] | Economic Hedging Instrument [Member] | InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   11 7
Mark-to-market derivative assets   10 5
Derivative Liability, Current   6 2
Derivative Liability, Noncurrent   0 0
Total mark-to-market derivative net assets (liabilities)   15 10
Total mark-to-market derivative assets   21 12
Derivative Liability   (6) (2)
Corporate, Non-Segment [Member] | InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   0 3
Mark-to-market derivative assets   37 2
Derivative Liability, Current   0 0
Derivative Liability, Noncurrent   0 (111)
Total mark-to-market derivative net assets (liabilities) [1]   37 (106)
Total mark-to-market derivative assets [1]   37 5
Derivative Liability [1]   0 (111)
Corporate, Non-Segment [Member] | InterestRateAndForeignExchangeContract [Member] | Designated as Hedging Instrument [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   0 3
Mark-to-market derivative assets   37 20
Derivative Liability, Current   0 0
Derivative Liability, Noncurrent   0 (29)
Total mark-to-market derivative net assets (liabilities)   37 (6)
Total mark-to-market derivative assets   37 23
Derivative Liability   0 (29)
Corporate, Non-Segment [Member] | Collateral And Netting [Member] | InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   0 0
Mark-to-market derivative assets   0 (19)
Derivative Liability, Current   0 0
Derivative Liability, Noncurrent   0 19
Total mark-to-market derivative net assets (liabilities) [1]   0 0
Total mark-to-market derivative assets [1]   0 (19)
Derivative Liability [1]   0 19
Corporate, Non-Segment [Member] | Economic Hedging Instrument [Member] | InterestRateAndForeignExchangeContract [Member]      
Derivative [Line Items]      
Mark-to-market derivative assets (current assets)   0 0
Mark-to-market derivative assets   0 1
Derivative Liability, Current   0 0
Derivative Liability, Noncurrent   0 (101)
Total mark-to-market derivative net assets (liabilities)   0 (100)
Total mark-to-market derivative assets   0 1
Derivative Liability   $ 0 $ (101)
[1] Exelon and Generation net all available amounts allowed under the derivative accounting guidance on the balance sheet. These amounts include unrealized derivative transactions with the same counterparty under legally enforceable master netting agreements and cash collateral. In some cases Exelon and Generation may have other offsetting exposures, subject to a master netting or similar agreement, such as accrued interest, transactions that do not qualify as derivatives, letters of credit and other forms of non-cash collateral. These are not reflected in the table above.
[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 within 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.