Derivative Instruments (Details Textuals) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2013 agreements	Jun. 30, 2012	Jun. 30, 2013 agreements	Jun. 30, 2012	Dec. 31, 2012 agreements
Derivative [Line Items]
Unamortized gains or losses associated with designated cash flow hedges	$ 6,000,000		$ 6,000,000		$ 10,000,000
Gain (loss) on cash flow hedge expected to be reclassified to earnings in next twelve months			9,000,000
Unamortized gains or losses associated with prior interest rate hedges	63,000,000		63,000,000		70,000,000
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements	60,000,000		60,000,000		79,000,000
Net asset position under commodity derivative contracts	85,000,000		85,000,000
Expected adverse change in quoted market prices of derivative instruments	10.00%		10.00%
Decrease net income due to adverse change in commodity prices			18,000,000
Period in which LSEs may request direct allocation of FTRs			2 years
Direct allocation of FTRs, cost			0
NUGs
Derivative [Line Items]
Liability position	232,000,000		232,000,000
FTRs
Derivative [Line Items]
Liability position	2,000,000		2,000,000
FES
Derivative [Line Items]
Collateral posted	45,000,000		45,000,000
Additional collateral related to commodity derivatives	8,000,000		8,000,000
FES | FTRs
Derivative [Line Items]
Collateral posted	7,000,000		7,000,000
JCP&L
Derivative [Line Items]
Number of outstanding LCAPP contracts	2		2
Cash Flow Hedges
Derivative [Line Items]
Number of forward starting swap agreements accounted for as a cash flow hedge outstanding	0		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			16,000,000
Number of fixed-for-floating interest rate swap agreements outstanding	0		0		0
Reclassifications from long-term debt	5,000,000	6,000,000	11,000,000	11,000,000
Unamortized gain (loss) on extinguishment of debt	$ 8,000,000		$ 8,000,000