Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Jun. 30, 2020	Dec. 31, 2019
Equity contracts
Derivative [Line Items]
Long Notional Exposure		$ 873	$ 806
Short Notional Exposure		10,065	13,113
Credit contracts
Derivative [Line Items]
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	2,440	622
Credit Default Swap
Derivative [Line Items]
Short notional amount of credit default swap positions		$ 6,300	$ 4,700

[1] The short notional amount on our credit default swap positions was approximately $6.3 billion at June 30, 2020. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.4 billion as of June 30, 2020. The short notional amount on our credit default swap positions was approximately $4.7 billion as of December 31, 2019. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $622 million as of December 31, 2019.