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Fair Value of Derivative and Other Financial Instruments - Margin, Notional Amounts and Credit Rating (Details) (PNMR and PNM [Member], USD $) In Thousands, unless otherwise specified | Mar. 31, 2015 | Dec. 31, 2014
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Derivative [Line Items] |  |
Contractual Liability | $ 1,512 us-gaap_DerivativeFairValueOfDerivativeLiability | $ 1,686 us-gaap_DerivativeFairValueOfDerivativeLiability
Existing Cash Collateral | 0 us-gaap_CollateralAlreadyPostedAggregateFairValue | 0 us-gaap_CollateralAlreadyPostedAggregateFairValue
Net Exposure | $ 117 us-gaap_DerivativeNetLiabilityPositionAggregateFairValue | $ 167 us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
Gas related contract [Member] | Commodity Contract [Member] | Fair Value Hedging [Member] | Derivative Long Position [Member] |  |
Derivative [Line Items] |  |
Volume positions (Decatherms / MWh) | 575,000 invest_DerivativeNonmonetaryNotionalAmount / pnm_CommoditycontracttypeAxis = pnm_GasrelatedcontractMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_FairValueHedgingMember / pnm_DerivativeLongShortPositionAxis = pnm_DerivativeLongPositionMember / dei_LegalEntityAxis = pnm_PnmrAndPnmMember | 650,000 invest_DerivativeNonmonetaryNotionalAmount / pnm_CommoditycontracttypeAxis = pnm_GasrelatedcontractMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_FairValueHedgingMember / pnm_DerivativeLongShortPositionAxis = pnm_DerivativeLongPositionMember / dei_LegalEntityAxis = pnm_PnmrAndPnmMember
Power related contract [Member] | Commodity Contract [Member] | Fair Value Hedging [Member] | Derivative Short Position [Member] |  |
Derivative [Line Items] |  |
Volume positions (Decatherms / MWh) | 1,417,913 invest_DerivativeNonmonetaryNotionalAmount / pnm_CommoditycontracttypeAxis = pnm_PowerrelatedcontractMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_FairValueHedgingMember / pnm_DerivativeLongShortPositionAxis = pnm_DerivativeShortPositionMember / dei_LegalEntityAxis = pnm_PnmrAndPnmMember | 1,919,000 invest_DerivativeNonmonetaryNotionalAmount / pnm_CommoditycontracttypeAxis = pnm_PowerrelatedcontractMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_FairValueHedgingMember / pnm_DerivativeLongShortPositionAxis = pnm_DerivativeShortPositionMember / dei_LegalEntityAxis = pnm_PnmrAndPnmMember

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- Definition Aggregate notional amount of derivative expressed in nonmonetary units. For example, the number of barrels specified in a fuel oil forward purchase contract. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624258-113959 + Details
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- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=34720828&loc=SL20225862-175312 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=36459792&loc=SL20226000-175313 + Details
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- Details
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- Definition The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624258-113959 + Details
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- Details
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