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Risk Management Activities and Derivative Transactions Derivative Instruments That Do Not Receive Hedge Accounting Treatment (Details) (USD $)
 3 Months Ended
Dec. 31, 2013
Dec. 31, 2012
Sep. 30, 2013
Derivative      
Amount of gain (loss) recognized in income on derivatives $ 0    
Unrealized gain (loss) on derivatives 0 0  
Interest Rate Swap
      
Derivative      
Amount of gain (loss) recognized in income on derivatives 0 [1] 0 [1]  
Unrealized gains (losses) on investments 138,000,000 114,000,000  
Commodity Contract Derivatives
      
Derivative      
Amount of gain (loss) recognized in income on derivatives 0 [1] 0 [1]  
Fair value (146,000,000)   (141,000,000)
Commodity derivatives under the financial trading program
      
Derivative      
Amount of gain (loss) recognized in income on derivatives (20,000,000) [1] (45,000,000) [1]  
Fair value (132,000,000) [2]   (166,000,000) [2]
Coal Contract Derivatives
      
Derivative      
Number of contracts 18   19
Notional amount 41,000,000   43,000,000
Fair value (145,000,000)    
Natural gas contract derivatives
      
Derivative      
Number of contracts 8   13
Notional amount 23,000,000   39,000,000
Fair value $ (1,000,000)   $ (1,000,000)
Maximum | Coal Contract Derivatives
      
Derivative      
Derivative, Term of Contract 4 years    
Maximum | Natural gas contract derivatives
      
Derivative      
Derivative, Term of Contract 1 year    
[1] All of TVA's derivative instruments that do not receive hedge accounting treatment have unrealized gains (losses) that would otherwise be recognized in incomebut instead are deferred as regulatory assets and liabilities. As such, there was no related gain (loss) recognized in income for these unrealized gains (losses) for the three months ended December 31, 2013, and 2012.
[2] Fair values of certain derivatives under the FTP that were in net liability positions totaling $83 million and $100 million at December 31, 2013 and September 30, 2013, respectively, are recorded in TVA's margin cash accounts in Other current assets. These derivatives are transacted with futures commission merchants and cash deposits have been posted to the margin cash accounts held with each FCM to offset the net liability positions in full.