v3.26.1
Consideration of Credit Risk and Concentrations (Details)
$ in Millions
 3 Months Ended 6 Months Ended
Jun. 30, 2026
USD ($)
Counterparty
Jun. 30, 2025
USD ($)
Jun. 30, 2026
USD ($)
Counterparty
Jun. 30, 2025
USD ($)
Dec. 31, 2025
USD ($)
Impact of Derivative Activity [Abstract]          
Fair value hedges $ 0 $ 0 $ 0 $ 0  
Collateral Already Posted Adequate Assurance Clauses Aggregate Fair Value 0   0   $ 0
Other Derivative Instruments          
Impact of Derivative Activity [Abstract]          
Pre-tax fair value gains (losses) recognized during the period in accumulated other comprehensive loss 0 0 0 0  
Pre-tax fair value gains (losses) recognized during the period in regulatory (assets) and liabilities (52) 9 (56) 21  
Pre-tax (gains) losses reclassified into income during the period from regulatory assets and (liabilities) 10 (16) (15) (21)  
Pre-tax gains (losses) recognized during the period in income 0 6 (10) (20)  
Other Derivative Instruments | Electric Commodity          
Impact of Derivative Activity [Abstract]          
Pre-tax fair value gains (losses) recognized during the period in accumulated other comprehensive loss 0 0 0 0  
Pre-tax fair value gains (losses) recognized during the period in regulatory (assets) and liabilities (52) 9 (66) 14  
Pre-tax (gains) losses reclassified into income during the period from regulatory assets and (liabilities) [1] 10 (16) (15) (21)  
Pre-tax gains (losses) recognized during the period in income $ 0 0 0 0  
Other Derivative Instruments | Natural Gas Commodity          
Impact of Derivative Activity [Abstract]          
Pre-tax fair value gains (losses) recognized during the period in accumulated other comprehensive loss     0 0  
Pre-tax fair value gains (losses) recognized during the period in regulatory (assets) and liabilities     10 7  
Other Derivative Instruments | Commodity Trading          
Impact of Derivative Activity [Abstract]          
Pre-tax (gains) losses reclassified into income during the period from regulatory assets and (liabilities)   0 0 0  
Pre-tax gains (losses) recognized during the period in income [2]   6 4 (7)  
Other Derivative Instruments | Natural Gas Commodity          
Impact of Derivative Activity [Abstract]          
Pre-tax (gains) losses reclassified into income during the period from regulatory assets and (liabilities)     0 0  
Pre-tax gains (losses) recognized during the period in income [3],[4]     (14) (13)  
Designated as Hedging Instrument | Cash Flow Hedges          
Impact of Derivative Activity [Abstract]          
Pre-tax fair value gains (losses) recognized during the period in accumulated other comprehensive loss   5 4 1  
Pre-tax fair value gains (losses) recognized during the period in regulatory (assets) and liabilities   0 0 0  
Designated as Hedging Instrument | Cash Flow Hedges | Interest Rate          
Impact of Derivative Activity [Abstract]          
Pre-tax fair value gains (losses) recognized during the period in accumulated other comprehensive loss   5 4 1  
Pre-tax fair value gains (losses) recognized during the period in regulatory (assets) and liabilities   $ 0 $ 0 $ 0  
Credit Concentration Risk          
Derivative [Line Items]          
Number of most significant counterparties for wholesale, trading and non-trading commodity activities with credit exposure | Counterparty 10   10    
Credit Concentration Risk | Municipal or Cooperative Entities or Other Utilities [Member]          
Derivative [Line Items]          
Number of most significant counterparties for wholesale, trading and non-trading commodity activities with credit exposure | Counterparty 9   9    
Credit Concentration Risk | External Credit Rating, Investment Grade [Member]          
Derivative [Line Items]          
Number of most significant counterparties for wholesale, trading and non-trading commodity activities with credit exposure | Counterparty 2   2    
Wholesale, trading and non-trading commodity credit exposure for the most significant counterparties $ 26   $ 26    
Percentage of wholesale, trading and non-trading commodity credit exposure for the most significant counterparties (in hundredths) 21.00%   21.00%    
Credit Concentration Risk | Internal Investment Grade [Member]          
Derivative [Line Items]          
Number of most significant counterparties for wholesale, trading and non-trading commodity activities with credit exposure | Counterparty 7   7    
Wholesale, trading and non-trading commodity credit exposure for the most significant counterparties $ 68   $ 68    
Percentage of wholesale, trading and non-trading commodity credit exposure for the most significant counterparties (in hundredths) 54.00%   54.00%    
Credit Concentration Risk | External Credit Rating, Non Investment Grade [Member]          
Derivative [Line Items]          
Number of most significant counterparties for wholesale, trading and non-trading commodity activities with credit exposure | Counterparty 1   1    
Wholesale, trading and non-trading commodity credit exposure for the most significant counterparties $ 10   $ 10    
Percentage of wholesale, trading and non-trading commodity credit exposure for the most significant counterparties (in hundredths) 8.00%   8.00%    
[1] Recorded to electric fuel and purchased power. These derivative settlement gains and losses are shared with electric customers through fuel and purchased energy cost-recovery mechanisms, and reclassified out of income as regulatory assets or liabilities, as appropriate. FTR settlements are shared with customers and do not have a material impact on net income. Presented amounts reflect changes in fair value between auction and settlement dates, but exclude the original auction fair value.
[2] Recorded to electric revenues. Presented amounts do not reflect non-derivative transactions or margin sharing with customers.
[3] Amounts are primarily recorded to cost of natural gas sold and transported. Amounts are subject to cost recovery mechanisms and reclassified out of income to a regulatory asset, as appropriate.
[4] Relates primarily to option premium amortization