Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Aggregate Contractual or Notional Amounts and Gross Estimated Fair Values Related to Derivative Financial Instruments

A summary of the aggregate contractual or notional amounts and gross estimated fair values related to derivative financial instruments follows. The contractual or notional amounts for derivatives are used to calculate the exchange of contractual payments under the agreements and may not be representative of the potential for gain or loss on these instruments.

	September 30, 2014							December 31, 2013
	Contractual/							Contractual/
	Notional		Estimated Fair Value					Notional		Estimated Fair Value
	Amount		Asset		(Liability)			Amount		Asset		(Liability)
(In millions)
With hedge designation:
Foreign exchange:
Currency forwards – short	$	133			$	(4	)	$	114	$	2	$	(1	)
Without hedge designation:
Equity markets:
Options – purchased		569	$	18					1,561		41
– written		218				(18	)		729				(23	)
Equity swaps and warrants
– long		12		4					17		9
Interest rate risk:
Credit default swaps
– purchased protection									50				(3	)
– sold protection									25
Foreign exchange:
Currency forwards – long									55
– short		181		7					113
Currency options – long		625		13
– short		50
Embedded derivative on funds withheld liability		185				(1	)
Discontinued operations:
Interest rate risk:
Interest rate swaps									300				(4	)
Commodities:
Forwards – short									180		4		(4	)