Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 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.

December 31	2014						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		$    70				$    (5)		$  114		$    2		$    (1)
Without hedge designation:
Equity markets:
Options – purchased		544		$    24				1,561		41
– written		292				(21)		729				(23)
Equity swaps and warrants – long		10		2				17		9
Interest rate risk:
Credit default swaps
– purchased protection								50				(3)
– sold protection								25
Foreign exchange:
Currency forwards – long		109				(3)		55
– short		88		2				113
Currency options – long		151		7
Embedded derivative on funds withheld liability		184				(3)
Discontinued operations:
Interest rate risk:
Interest rate swaps								300				(4)
Commodities:
Forwards – short								180		4		(4)