Derivative Instruments (Details Textuals) (USD $)	3 Months Ended
	Mar. 31, 2013 agreements	Mar. 31, 2012	Dec. 31, 2012 agreements
Derivative [Line Items]
Unamortized gains or losses associated with designated cash flow hedges	$ 7,000,000		10,000,000
Gain (loss) on cash flow hedge expected to be reclassified to earnings in next twelve months	8,000,000
Unamortized gains or losses associated with prior interest rate hedges	66,000,000		70,000,000
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements	73,000,000		79,000,000
Net asset position under commodity derivative contracts	91,000,000
Expected adverse change in quoted market prices of derivative instruments	10.00%
Decrease net income due to adverse change in commodity prices	8,000,000
Period in which LSEs may request direct allocation of FTRs	2 years
Direct allocation of FTRs, cost	0
FES
Derivative [Line Items]
Collateral posted	7,000,000
Additional collateral related to commodity derivatives	31,000,000
JCP&L
Derivative [Line Items]
Number of outstanding LCAPP contracts	2
Cash Flow Hedges
Derivative [Line Items]
Number of forward starting swap agreements accounted for as a cash flow hedge outstanding	0		0
Losses to be amortized to interest expenses during next twelve months	9,000,000
Fair Value Hedging
Derivative [Line Items]
Losses to be amortized to interest expenses during next twelve months	22,000,000
Number of fixed-for-floating interest rate swap agreements outstanding	0		0
Reclassifications from long-term debt	$ 6,000,000	$ 6,000,000