WASHINGTON—J.P. Morgan Chase & Co.'s electricity-trading activity has caught the attention of another set of government investigators.

The Senate Permanent Subcommittee on Investigations, led by Sens. Carl Levin (D, Mich.) and John McCain (R., Ariz.), wrote to the Federal Energy Regulatory Commission earlier this month asking for "key documents" related to the commission's investigation of the bank, according to a person familiar with the matter.

...