Derivative Instruments (Details Textuals) (USD $)	1 Months Ended	3 Months Ended		9 Months Ended					3 Months Ended		9 Months Ended		3 Months Ended		9 Months Ended
	Aug. 31, 2012	Sep. 30, 2012 agreements	Jun. 30, 2012 counterparty	Sep. 30, 2012 agreements	Sep. 30, 2011	Dec. 31, 2011	Sep. 30, 2012 JCP&L contracts	Sep. 30, 2012 FES	Sep. 30, 2012 Cash Flow Hedges	Sep. 30, 2011 Cash Flow Hedges	Sep. 30, 2012 Cash Flow Hedges	Sep. 30, 2011 Cash Flow Hedges	Sep. 30, 2012 Fair Value Hedging agreements	Sep. 30, 2011 Fair Value Hedging	Sep. 30, 2012 Fair Value Hedging agreements	Sep. 30, 2011 Fair Value Hedging
Derivative [Line Items]
Unamortized gains or losses associated with designated cash flow hedges		$ 13,000,000		$ 13,000,000		$ 19,000,000
Reclassifications from AOCL into other operating expense		2,000,000		(6,000,000)	(18,000,000)
Gain (loss) on cash flow hedge expected to be reclassified to earnings in next twelve months				8,000,000
Forward starting swap agreements outstanding		0		0
Unamortized gains or losses associated with prior interest rate hedges		72,000,000		72,000,000
Losses to be amortized to interest expenses during next twelve months											9,000,000				23,000,000
Reclassifications from accumulated other comprehensive loss									2,000,000	3,000,000	7,000,000	9,000,000
Number of Interest Rate Swap Agreements													0		0
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements		85,000,000		85,000,000
Reclassifications from long-term debt													6,000,000	5,000,000	17,000,000	16,000,000
Net asset position under commodity derivative contracts		83,000,000		83,000,000
Collateral posted								33,000,000
Additional collateral related to commodity derivatives								38,000,000
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
Notional amount of interest rate derivatives executed in period		1,600,000,000
Number of counterparties to interest rate derivatives executed in period			16
Proceeds from termination of interest rate derivatives	$ 6,000,000
Number of LCAPP contracts							2
Period In Which LSEs May Request Direct Allocation Of FTRs				2 years