Financial Instruments - Derivative Activities Table (Details) - Investment Segment. - USD ($) $ in Millions		Dec. 31, 2023	Dec. 31, 2022
Equity Contracts
Primary underlying risk:
Long Notional Exposure		$ 1,882	$ 1,816
Short Notional Exposure		2,350	5,354
Credit Contracts
Primary underlying risk:
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	435	945
Commodity Contracts
Primary underlying risk:
Long Notional Exposure		0	0
Short Notional Exposure		409	22
Credit Default Swap
Primary underlying risk:
Short notional amount of credit default swap positions		$ 2,500	$ 3,500

[1] The short notional amount on our credit default swap positions was approximately $2.5 billion at December 31, 2023. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.4 billion as of December 31, 2023. The short notional amount on our credit default swap positions was approximately $3.5 billion as of December 31, 2022. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $0.9 billion as of December 31, 2022.