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Derivative Instruments (Details Textuals) (USD $)
3 Months Ended 3 Months Ended 3 Months Ended 3 Months Ended
Mar. 31, 2014
Mar. 31, 2013
Dec. 31, 2013
Mar. 31, 2014
Commodity contracts
Mar. 31, 2014
NUGs
Mar. 31, 2014
FTRs
Mar. 31, 2014
FES
Commodity contracts
Mar. 31, 2014
FES
FTRs
Mar. 31, 2014
JCP&L
contracts
Oct. 22, 2013
JCP&L
appeal
Mar. 31, 2014
Cash Flow Hedges
agreements
Dec. 31, 2013
Cash Flow Hedges
agreements
Mar. 31, 2014
Fair Value Hedging
agreements
Mar. 31, 2013
Fair Value Hedging
Dec. 31, 2013
Fair Value Hedging
agreements
Mar. 31, 2013
Interest Rate Swap
Derivative [Line Items]                                
Unamortized gains or losses associated with designated cash flow hedges $ 1,000,000   $ 2,000,000                          
Gain (loss) on cash flow hedge expected to be reclassified to earnings in next twelve months 9,000,000                              
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 57,000,000   59,000,000                          
Losses to be amortized to interest expenses during next twelve months                     (9,000,000)   11,000,000      
Interest expense 265,000,000 258,000,000                           (2,000,000)
Number of fixed-for-floating interest rate swap agreements outstanding                         0   0  
Gains included in long-term debt associated with prior fixed-for-floating interest rate swap agreements 41,000,000   44,000,000                          
Reclassifications from long-term debt                         3,000,000 6,000,000    
Number of outstanding commodity or interest rate derivatives                         0   0  
Net asset position under commodity derivative contracts       117,000,000                        
Collateral posted             85,000,000 4,000,000                
Additional collateral related to commodity derivatives             11,000,000                  
Possible adverse change in quoted market prices of derivative instruments 10.00%                              
Possible decrease net income due to ten percent adverse change in commodity prices 40,000,000                              
Liability position         185,000,000 1,000,000   3,000,000                
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