XML 26 R187.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative Instruments (Gross Notional Amount and Fair Value of Derivatives Contracts) (Details) (USD $)
In Millions, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Notional Value    
Non-Qualifying Hedge Relationships $ 439,280pru_NonQualifyingHedgeRelationship [1],[2] $ 419,224pru_NonQualifyingHedgeRelationship [1],[2],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 13,932us-gaap_DerivativeFairValueOfDerivativeAsset [2] 7,775us-gaap_DerivativeFairValueOfDerivativeAsset [2],[3]
Total Derivatives 1,593us-gaap_DerivativeAssets 533us-gaap_DerivativeAssets
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 6,817us-gaap_DerivativeFairValueOfDerivativeLiability [2] 9,418us-gaap_DerivativeFairValueOfDerivativeLiability [2],[3]
Total Derivatives (158)us-gaap_DerivativeLiabilities (2,156)us-gaap_DerivativeLiabilities
Designated as Hedging Instrument [Member]    
Notional Value    
Qualifying Hedge Relationships 12,929pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
[1] 12,592pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
[1],[3]
Fair Value Asset    
Total Derivatives 705us-gaap_DerivativeAssets
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
260us-gaap_DerivativeAssets
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
[3]
Fair Value Liability    
Total Derivatives 366us-gaap_DerivativeLiabilities
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
838us-gaap_DerivativeLiabilities
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
[3]
Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 426,351pru_NonQualifyingHedgeRelationship
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1],[4] 406,632pru_NonQualifyingHedgeRelationship
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1],[3],[4]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 13,227us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[4] 7,515us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[3],[4]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 6,451us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[4] 8,580us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[3],[4]
Interest Rate Contract [Member]    
Fair Value Asset    
Total Derivatives 10,595us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
6,140us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
Fair Value Liability    
Total Derivatives (4,954)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
(7,607)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
Interest Rate Contract [Member] | Interest Rate Swap Member | Designated as Hedging Instrument [Member]    
Notional Value    
Qualifying Hedge Relationships 1,714pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[1] 2,556pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 21us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
26us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 191us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
253us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[3]
Interest Rate Contract [Member] | Interest Rate Swap Member | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 182,937pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[1] 171,337pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 9,904us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
5,727us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 4,578us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
7,051us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwapMember
[3]
Interest Rate Contract [Member] | Futures [Member] | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 32,008pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[1] 34,424pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 5us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
10us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 3us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
5us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[3]
Interest Rate Contract [Member] | Interest Rate Swaption Member | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 27,561pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwaptionMember
[1] 25,308pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwaptionMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 663us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwaptionMember
370us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwaptionMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 180us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwaptionMember
297us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_InterestRateSwaptionMember
[3]
Interest Rate Contract [Member] | Forward Contracts Member | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 877pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForwardContractsMember
[1] 1,452pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForwardContractsMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 2us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForwardContractsMember
0us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForwardContractsMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 1us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForwardContractsMember
6us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForwardContractsMember
[3]
Foreign Exchange Contract [Member]    
Fair Value Asset    
Total Derivatives 865us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
593us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
Fair Value Liability    
Total Derivatives (1,025)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
(425)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
Foreign Exchange Contract [Member] | Foreign Exchange Forward [Member] | Designated as Hedging Instrument [Member]    
Notional Value    
Qualifying Hedge Relationships 443pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[1] 534pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 5us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
1us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 14us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
32us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[3]
Foreign Exchange Contract [Member] | Foreign Exchange Forward [Member] | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 21,197pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[1] 13,122pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 854us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
587us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 1,011us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
393us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeForwardMember
[3]
Foreign Exchange Contract [Member] | Foreign Exchange Option Member | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 203pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeOptionMember
[1] 118pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeOptionMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 6us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeOptionMember
5us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeOptionMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeOptionMember
0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_ForeignExchangeOptionMember
[3]
Credit Risk Contract [Member]    
Fair Value Asset    
Total Derivatives 7us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
3us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
Fair Value Liability    
Total Derivatives (30)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
(49)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
Credit Risk Contract [Member] | Credit Default Swap Member | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 2,622pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CreditDefaultSwapMember
[1] 1,890pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CreditDefaultSwapMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 7us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CreditDefaultSwapMember
3us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CreditDefaultSwapMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 30us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CreditDefaultSwapMember
49us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CreditDefaultSwapMember
[3]
Cross Currency Interest Rate Contract [Member]    
Fair Value Asset    
Total Derivatives 1,885us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
647us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
Fair Value Liability    
Total Derivatives (307)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
(857)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
Cross Currency Interest Rate Contract [Member] | Currency Swap Member | Designated as Hedging Instrument [Member]    
Notional Value    
Qualifying Hedge Relationships 10,772pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[1] 9,502pru_NotionalAmountOfDerivativeDesignatedAsHedgingInstrument
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 679us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
233us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 161us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
553us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[3]
Cross Currency Interest Rate Contract [Member] | Currency Swap Member | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 11,083pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[1] 7,787pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 1,207us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
414us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 145us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
304us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CrossCurrencyInterestRateContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_CurrencySwapMember
[3]
Equity Contract [Member]    
Fair Value Asset    
Total Derivatives 572us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
390us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
Fair Value Liability    
Total Derivatives (503)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
(475)us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
Equity Contract [Member] | Equity Futures [Member] | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 331pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityFuturesMember
[1] 262pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityFuturesMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 3us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityFuturesMember
1us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityFuturesMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityFuturesMember
1us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityFuturesMember
[3]
Equity Contract [Member] | Equity Options [Member] | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 57,590pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityOptionsMember
[1] 61,231pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityOptionsMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 504us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityOptionsMember
388us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityOptionsMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 41us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityOptionsMember
12us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_EquityOptionsMember
[3]
Equity Contract [Member] | Total Return Swap Member | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 15,217pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_TotalReturnSwapMember
[1] 11,554pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_TotalReturnSwapMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 65us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_TotalReturnSwapMember
1us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_TotalReturnSwapMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 462us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_TotalReturnSwapMember
462us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= us-gaap_TotalReturnSwapMember
[3]
Synthetic Gics [Member] | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 74,707pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= pru_SyntheticGicsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1] 78,110pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= pru_SyntheticGicsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1],[3],[5]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 6us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= pru_SyntheticGicsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
8us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= pru_SyntheticGicsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= pru_SyntheticGicsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= pru_SyntheticGicsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[3]
Synthetic Gics [Member] | Nondesignated [Member] | Scenario Previously Reported [Member]    
Notional Value    
Non-Qualifying Hedge Relationships   60,758pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= pru_SyntheticGicsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_StatementScenarioAxis
= us-gaap_ScenarioPreviouslyReportedMember
Commodity Contract [Member]    
Fair Value Asset    
Total Derivatives 1us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
1us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
Fair Value Liability    
Total Derivatives 0us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
0us-gaap_DerivativeLiabilities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
Commodity Contract [Member] | Futures [Member] | Nondesignated [Member]    
Notional Value    
Non-Qualifying Hedge Relationships 18pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[1] 37pru_NonQualifyingHedgeRelationship
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[1],[3]
Fair Value Asset    
Derivative Fair Value Of Derivative Asset 1us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
1us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[3]
Fair Value Liability    
Derivative Fair Value Of Derivative Liability $ 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
$ 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ pru_PrimaryUnderlyingRiskExposureAxis
= pru_FuturesMember
[3]
[1] Notional amounts are presented on a gross basis and include derivatives used to offset existing positions.
[2] Excludes embedded derivatives which contain multiple underlyings. The fair value of these embedded derivatives was a net liability of $8,162 million as of December 31, 2014 and a net liability of $430 million as of December 31, 2013, primarily included in “Future policy benefits.”
[3] Prior period has been revised to include the gross notional amount and fair value of derivative contracts used in a broker-dealer capacity.
[4] Based on notional amounts, most of the Company’s derivatives do not qualify for hedge accounting as follows: i) derivatives that economically hedge embedded derivatives do not qualify for hedge accounting because changes in the fair value of the embedded derivatives are already recorded in net income, ii) derivatives that are utilized as macro hedges of the Company’s exposure to various risks typically do not qualify for hedge accounting because they do not meet the criteria required under portfolio hedge accounting rules, and iii) synthetic GICs, which are product standalone derivatives that do not qualify as hedging instruments under hedge accounting rules.
[5] The gross notional amount as of December 31, 2013 has been revised from $60,758 million to $78,110 million to correct the previously reported amount. This amount does not impact the Consolidated Financial Statements.