Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Jun. 30, 2019	Dec. 31, 2018
Equity contracts
Derivative [Line Items]
Long Notional Exposure		$ 1,392	$ 118
Short Notional Exposure		12,251	8,368
Credit contracts
Derivative [Line Items]
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	558	479
Commodity contracts
Derivative [Line Items]
Long Notional Exposure		0	0
Short Notional Exposure		54	114
Credit Default Swap
Derivative [Line Items]
Short notional amount of credit default swap positions		$ 2,900	$ 1,800

[1] The short notional amount on our credit default swap positions was approximately $2.9 billion at June 30, 2019. However, because credit spreads cannot compress below zero, our downside short notional exposure is $558 million as of June 30, 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.