Financial Instruments - Derivative Activities Table (Details) - USD ($) $ in Millions		Mar. 31, 2023	Dec. 31, 2022
Commodity Contract | CVR Energy
Primary underlying risk:
Short notional amount of credit default swap positions		$ 15
Investment Segment | Equity Contract
Primary underlying risk:
Long Notional Exposure		2,419	$ 1,816
Short Notional Exposure		5,732	5,354
Investment Segment | Credit Risk Contract
Primary underlying risk:
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	795	945
Investment Segment | Commodity Contract
Primary underlying risk:
Long Notional Exposure		0	0
Short Notional Exposure		21	22
Investment Segment | Credit Default Swap
Primary underlying risk:
Short Notional Exposure		0
Short notional amount of credit default swap positions		$ 3,200	$ 3,500

[1] The short notional amount on our credit default swap positions was approximately $3.2 billion and $3.5 billion at March 31, 2023 and December 31, 2022, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.8 billion and $0.9 billion as of