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Derivative Instruments (Details Textuals) (USD $)
3 Months Ended 9 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Dec. 31, 2012
Sep. 30, 2013
Commodity contracts
Sep. 30, 2013
NUGs
Sep. 30, 2013
FTRs
Sep. 30, 2013
FES
Commodity contracts
Sep. 30, 2013
FES
FTRs
Sep. 30, 2013
JCP&L
contracts
Oct. 11, 2013
JCP&L
Subsequent Event
appeal
Sep. 30, 2013
Cash Flow Hedges
agreements
Dec. 31, 2012
Cash Flow Hedges
agreements
Sep. 30, 2013
Fair Value Hedging
agreements
Sep. 30, 2012
Fair Value Hedging
Sep. 30, 2013
Fair Value Hedging
agreements
Sep. 30, 2012
Fair Value Hedging
Dec. 31, 2012
Fair Value Hedging
agreements
Derivative [Line Items]                                    
Unamortized gains or losses associated with designated cash flow hedges $ 5,000,000   $ 5,000,000 $ 10,000,000                            
Gain (loss) on cash flow hedge expected to be reclassified to earnings in next twelve months     10,000,000                              
Number of forward starting swap agreements accounted for as a cash flow hedge outstanding                       0 0          
Unamortized gains or losses associated with prior interest rate hedges 61,000,000   61,000,000 70,000,000                            
Losses to be amortized to interest expenses during next twelve months                       9,000,000       13,000,000    
Number of fixed-for-floating interest rate swap agreements outstanding                           0   0   0
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements 48,000,000   48,000,000 79,000,000                            
Reclassifications from long-term debt                           4,000,000 6,000,000 15,000,000 17,000,000  
Unamortized gain (loss) on extinguishment of debt 9,000,000   17,000,000                     9,000,000   17,000,000    
Net asset position under commodity derivative contracts         89,000,000                          
Collateral posted               43,000,000 6,000,000                  
Additional collateral related to commodity derivatives               9,000,000                    
Expected adverse change in quoted market prices of derivative instruments 10.00%   10.00%                              
Decrease net income due to adverse change in commodity prices     27,000,000                              
Proceeds from Interest Rate Derivative, Termination   6,000,000                                
Liability position           210,000,000 11,000,000                      
Number of outstanding LCAPP contracts                   2                
Number of appeals dismissed                     2              
Period in which LSEs may request direct allocation of FTRs     2 years                              
Direct allocation of FTRs, cost     $ 0