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Risk Management Activities and Derivative Transactions Derivative Instruments That Do Not Receive Hedge Accounting Treatment (Details)	3 Months Ended				6 Months Ended
	Mar. 31, 2019 USD ($)		Mar. 31, 2018 USD ($)		Mar. 31, 2019 USD ($)		Mar. 31, 2018 USD ($)		Sep. 30, 2018 USD ($)
Derivative
Amount recognized for unrealized gains (losses)					$ 0
Change in Unrealized gains (losses) on Interest Rate Derivatives	$ (99,000,000)		$ 143,000,000		(209,000,000)		$ 171,000,000
Interest Rate Swap
Derivative
Gain (loss) recognized in income on derivatives	(19,000,000)		(23,000,000)	[1]	(39,000,000)	[1]	(47,000,000)	[1]
Fair value	(383,000,000)				(383,000,000)				$ (317,000,000)
Commodity Contract Derivatives
Derivative
Gain (loss) recognized in income on derivatives	0		3,000,000		0	[1]	0	[1]
Fair value	28,000,000				28,000,000				$ 60,000,000
Commodity derivatives under the financial trading program
Derivative
Gain (loss) recognized in income on derivatives	$ 0	[1]	$ 0	[1]	$ 0		$ (8,000,000)	[1]
Coal Contract Derivatives
Derivative
Number of contracts	16				16				13
Notional amount	15,000,000				15,000,000				20,000,000
Fair value	$ 38,000,000				$ 38,000,000				$ 58,000,000
Natural gas contract derivatives
Derivative
Number of contracts	42				42				61
Notional amount	360,000,000				360,000,000				359,000,000
Fair value	$ (10,000,000)				$ (10,000,000)				$ 2,000,000
[1] All of TVA's derivative instruments that do not receive hedge accounting treatment have unrealized gains (losses) that would otherwise be recognized in income but 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 and six months ended March 31, 2019 and 2018.

X

- 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

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of interest rate derivatives held at each balance sheet date.

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No definition available.

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Fair value of the assets less the liabilities of a derivative or group of derivatives.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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-Name Accounting Standards Codification
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-SubTopic 10
-Section 50
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Number of price risk derivative instruments held by the entity at the reporting date.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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