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Fair Value of Financial Instruments - Counterparty Credit Risk (Details)
$ in Millions
12 Months Ended
Dec. 31, 2024
USD ($)
Derivative Fair Value Meaurements and Concentration of Credit Risk  
Counterparty credit exposure, excluding credit risk exposure under certain long term agreements $ 1,700
Counterparty credit exposure, collateral held (cash and letters of credit) against positions 288
Counterparty credit exposure, net $ 1,500
Company's exposure before collateral expected to roll off (as a percent) 69.00%
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 $ 868
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
Investment grade  
Derivative Fair Value Meaurements and Concentration of Credit Risk  
Net exposure (as a percent) 55.00%
Non-Investment grade/Non-Rated  
Derivative Fair Value Meaurements and Concentration of Credit Risk  
Net exposure (as a percent) 45.00%
Utilities, energy merchants, marketers and other  
Derivative Fair Value Meaurements and Concentration of Credit Risk  
Net exposure (as a percent) 74.00%
Financial Institutions  
Derivative Fair Value Meaurements and Concentration of Credit Risk  
Net exposure (as a percent) 26.00%