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Risk Management Activities and Derivative Transactions Risk Management Activities and Derivative Transactions - Derivative Instruments That Do Not Receive Hedge Accounting Treatment (Details)	12 Months Ended
	Sep. 30, 2020 USD ($)	Sep. 30, 2019 USD ($)	Jun. 30, 2020 USD ($)
Derivative
Unrealized gains/losses on derivatives	$ 0
Change in Unrealized gains (losses) on Interest Rate Derivatives	272,000,000	$ (565,000,000)
Interest rate swaps	2,041,000,000	1,764,000,000
Interest Rate Swap
Derivative
Amount of gain (loss) recognized in income on derivatives	(97,000,000)	(79,000,000)
Fair value	(588,000,000)	(498,000,000)
Commodity Contract Derivatives
Derivative
Amount of gain (loss) recognized in income on derivatives	(1,000,000)	0
Fair value	$ 46,000,000	$ (41,000,000)
Coal Contract Derivatives
Derivative
Number of contracts	0	8
Notional amount	0	9,000,000
Fair value	$ 0	$ (4,000,000)	$ 10,000,000
Natural Gas Contract Derivatives
Derivative
Number of contracts	42	65
Notional amount	302,000,000	330,000,000
Fair value	$ 46,000,000	$ (37,000,000)
Accounts payable and accrued liabilities
Derivative
Interest rate swaps	114,000,000	88,000,000
Accounts payable and accrued liabilities | Interest Rate Swap
Derivative
Fair value	(32,000,000)	(24,000,000)
Accounts payable and accrued liabilities | Commodity Contract Derivatives
Derivative
Fair value	$ (3,000,000)	$ (37,000,000)

X

- Definition

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

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

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Nominal number of units used to calculate payment on derivative.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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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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