Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Mar. 31, 2019	Dec. 31, 2018
Equity contracts
Derivative [Line Items]
Long Notional Exposure		$ 686	$ 118
Short Notional Exposure		10,870	8,368
Credit contracts
Derivative [Line Items]
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	563	479
Commodity contracts
Derivative [Line Items]
Long Notional Exposure		0	0
Short Notional Exposure		59	114
Credit Default Swap [Member]
Derivative [Line Items]
Short notional amount of credit default swap positions		$ 2,500	$ 1,800

[1] The short notional amount on our credit default swap positions was approximately $2.5 billion at March 31, 2019. However, because credit spreads cannot compress below zero, our downside short notional exposure is $563 million as of March 31, 2019. 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 to loss is $479 million as of December 31, 2018.