Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Dec. 31, 2018	Dec. 31, 2017
Equity contracts
Primary underlying risk:
Notional Exposure of Derivatives, Long Position		$ 118	$ 243
Short Notional Exposure		8,368	6,660
Credit contracts
Primary underlying risk:
Notional Exposure of Derivatives, Long Position	[1]	0	0
Short Notional Exposure	[1]	479	391
Commodity contracts
Primary underlying risk:
Notional Exposure of Derivatives, Long Position		0	0
Short Notional Exposure		114	634
Credit Default Swap [Member]
Primary underlying risk:
Derivative, Notional Amount		$ 1,800	$ 2,500

[1] 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.