Derivative Instruments (Details Textuals) (USD $)	0 Months Ended	12 Months Ended
	Aug. 16, 2012	Dec. 31, 2012	Dec. 31, 2011
Derivative [Line Items]
Unamortized gains or losses associated with designated cash flow hedges		$ 10,000,000	$ 19,000,000
Reclassifications from AOCI into other operating expense		9,000,000	(26,000,000)
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		70,000,000	79,000,000
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements		79,000,000	102,000,000
Net asset position under commodity derivative contracts		98,000,000
Expected adverse change in quoted market prices of derivative instruments		10.00%
Decrease net income due to adverse change in commodity prices		3,000,000
Notional amount of interest rate derivatives executed in period	1,600,000,000
Proceeds from termination of interest rate derivatives	6,000,000
Period In Which LSEs May Request Direct Allocation Of FTRs		2 years
FES
Derivative [Line Items]
Collateral posted		29,000,000
Additional collateral related to commodity derivatives		10,000,000
JCP&L
Derivative [Line Items]
Number of LCAPP contracts		2
Cash Flow Hedges
Derivative [Line Items]
Losses to be amortized to interest expenses during next twelve months		9,000,000
Reclassifications from accumulated other comprehensive loss		9,000,000	12,000,000
Fair Value Hedging
Derivative [Line Items]
Losses to be amortized to interest expenses during next twelve months		22,000,000
Reclassifications from long-term debt		$ 22,000,000	$ 22,000,000