Financial Instruments Derivative Activities Table (Details) (USD $) In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Credit default swaps(1)
Derivative [Line Items]
Derivative, Notional Amount	$ 9,300
Primary underlying risk:
Long Notional Exposure	389		0
Short Notional Exposure	1,493	[1]	0
Equity swaps
Primary underlying risk:
Long Notional Exposure	1		1
Short Notional Exposure	11,312		10,508
Foreign currency forwards
Primary underlying risk:
Long Notional Exposure	0		12
Short Notional Exposure	1,578		1,676
Interest rate contracts(2)
Derivative [Line Items]
Derivative, Notional Amount	16,000
Notional Exposure of Derivatives, Short Position, less than three months	74	[1]
Primary underlying risk:
Long Notional Exposure	0		0
Short Notional Exposure	137	[2]	63
Commodity contracts
Primary underlying risk:
Long Notional Exposure	36		60
Short Notional Exposure	$ 234		$ 669

[1] The short notional amount on our credit default swap positions is approximately $9.3 billion as of December 31, 2014. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $1.5 billion.

[2] The short notional amount on certain of our interest rate contracts with a three month duration is $16.0 billion as of December 31, 2014. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table).