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Fair Value of Financial Instruments - Counterparty Credit Risk (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Counterparty credit exposure, excluding credit risk exposure under certain long term agreements $ 301    
Counterparty credit exposure, collateral held (cash and letters of credit) against positions 123    
Counterparty credit exposure, net $ 180    
Company's exposure before collateral expected to roll off by the end of 2015 (as a percent) 66.00%    
Net exposure (as a percent) 100.00%    
Counterparty credit risk exposure to certain counterparties, threshold (as a percent) 10.00%    
Estimated counterparty credit risk exposure under certain long term agreements, including California tolling agreements, South Central load obligations and solar power purchase agreements for the next 5 years $ 434    
Period of estimated counterparty credit risk exposure under certain long term agreements, including California tolling agreements, South Central load obligations and solar power purchase agreements (in years) 5 years    
Provision for bad debts $ 85 $ 68 $ 45
Non-Investment grade/Non-Rated      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 51.00%    
Investment grade      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 49.00%    
Financial Institutions      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 89.00%    
Financial institutions      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 11.00%