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Financial Instruments Derivatives Not Designated as Hedging, Fair Value Table (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Derivative contracts, at fair value (Note 6) $ 36 $ 1,275  
Not designated as hedging instrument | Other assets      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Asset derivatives, Gross [1] 659 7  
Derivative, Fair Value, Amount Offset Against Collateral, Net [1],[2] (135) (7)  
Derivative contracts, at fair value(1) [1],[2] 524 0  
Not designated as hedging instrument | Accrued expenses and other liabilities      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Liability derivatives, Gross 171 1,282  
Derivative, Fair Value, Amount Offset Against Collateral, Net [2] (135) (7)  
Derivative contracts, at fair value (Note 6) [2] 36 1,275  
Not designated as hedging instrument | Equity contracts | Other assets      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Asset derivatives, Gross [1] 568 0  
Not designated as hedging instrument | Equity contracts | Accrued expenses and other liabilities      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Liability derivatives, Gross 170 1,159  
Not designated as hedging instrument | Credit contracts | Other assets      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Asset derivatives, Gross [1] 76 0  
Not designated as hedging instrument | Credit contracts | Accrued expenses and other liabilities      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Liability derivatives, Gross 0 17  
Not designated as hedging instrument | Commodity contracts | Other assets      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Asset derivatives, Gross [1] 15 7  
Not designated as hedging instrument | Commodity contracts | Accrued expenses and other liabilities      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Liability derivatives, Gross 1 106  
Investment Segment      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Collateral posted on certain derivative positions 0 542  
Investment Segment | Credit Default Swap [Member]      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Derivative, Notional Amount 1,800 2,500  
Investment Segment | Equity contracts      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Notional Exposure of Derivatives, Long Position 118 243  
Short Notional Exposure 8,368 6,660  
Investment Segment | Credit contracts      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Notional Exposure of Derivatives, Long Position [3] 0 0  
Short Notional Exposure [3] 479 391  
Investment Segment | Commodity contracts      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Notional Exposure of Derivatives, Long Position 0 0  
Short Notional Exposure 114 634  
Other Operating Income (Expense) [Member] | Energy Segment | Not designated as hedging instrument      
Derivatives Not Designated as Hedging Instruments, Fair Value [Line Items]      
Derivative gain (loss) recognized in income $ 146 $ (70) $ (19)
[1] Net asset derivatives are located within other assets in our consolidated balance sheets.
[2] Excludes netting of cash collateral received and posted. The total collateral posted at December 31, 2018 and 2017 was $0 million and $542 million, respectively, across all counterparties, which are included in cash held at consolidated affiliated partnerships and restricted cash in our consolidated balance sheets.
[3] The short notional amount on our credit default swap positions was approximately $1.8 billion as of December 31, 2018. However, because credit spreads cannot compress below zero, our downside short notional exposure is $479 million as of December 31, 2018. The short notional amount on our credit default swap positions was approximately $2.5 billion as of December 31, 2017. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $391 million as of December 31, 2017.