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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, 2020 USD ($)	Mar. 31, 2019 USD ($)		Mar. 31, 2020 USD ($)		Mar. 31, 2019 USD ($)		Sep. 30, 2019 USD ($)
Derivative
Amount recognized for unrealized gains (losses)				$ 0
Change in Unrealized gains (losses) on Interest Rate Derivatives	$ (556,000,000)	$ 99,000,000		(385,000,000)		$ (209,000,000)
Interest Rate Swap
Derivative
Gain (loss) recognized in income on derivatives	(23,000,000)	(19,000,000)	[1]	(44,000,000)	[1]	(39,000,000)	[1]
Fair value	(625,000,000)			(625,000,000)				$ (498,000,000)
Commodity Contract Derivatives
Derivative
Gain (loss) recognized in income on derivatives	0	$ 0		1,000,000	[1]	$ 0	[1]
Fair value	$ (56,000,000)			$ (56,000,000)				$ (41,000,000)
Coal Contract Derivatives
Derivative
Number of contracts	9			9				8
Derivative, Nonmonetary Notional Amount	9,000,000			9,000,000				9,000,000
Fair value	$ (7,000,000)			$ (7,000,000)				$ (4,000,000)
Natural gas contract derivatives
Derivative
Number of contracts	34			34				65
Derivative, Nonmonetary Notional Amount	386,000,000			386,000,000				330,000,000
Fair value	$ (49,000,000)			$ (49,000,000)				$ (37,000,000)
[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 were no related gains (losses) recognized in income for these unrealized gains (losses) for the three and six months ended March 31, 2020 and 2019.

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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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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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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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