Financial Instruments Derivative Activities Table (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Credit swaps(1)
Derivative [Line Items]
Long Notional Exposure	$ 311	[1]	$ 389	[1]
Short Notional Exposure	1,738	[1]	1,493	[1]
Equity swaps
Derivative [Line Items]
Long Notional Exposure	1		1
Short Notional Exposure	13,113		11,312
Foreign currency forwards
Derivative [Line Items]
Long Notional Exposure	0		0
Short Notional Exposure	1,088		1,578
Interest rate swap contracts
Derivative [Line Items]
Notional value of interest rate swap agreements	16,000		16,000
Notional Exposure of Derivatives, Short Position, less than three months	74		74
Long Notional Exposure	0	[2]	0	[2]
Short Notional Exposure	137	[2]	137	[2]
Credit Default Swap [Member]
Derivative [Line Items]
Notional value of interest rate swap agreements	10,900		9,300
Short Notional Exposure	1,700		1,500
Commodity contracts
Derivative [Line Items]
Long Notional Exposure	42		36
Short Notional Exposure	$ 749		$ 234

[1] The short notional amount on our credit default swap positions is approximately $10.9 billion and $9.3 billion as of March 31, 2015 and December 31, 2014, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $1.7 billion and $1.5 billion as of March 31, 2015 and December 31, 2014, respectively.

[2] The short notional amount on certain of our interest rate contracts with a three month duration is approximately $16.0 billion as of both March 31, 2015 and 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) as of both March 31, 2015 and December 31, 2014.