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Commitments, contingencies, and guarantees (Tables) | 9 Months Ended
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Sep. 30, 2017
Commitments and Contingencies Disclosure [Abstract] |
Balance Sheet Locations, Fair Values In An Asset Or (Liability) Position, And Notional Values/Payment Provisions Of Derivative Instruments | The following table presents the balance sheet locations, fair values of derivative instruments in an asset or (liability) position, and notional values/payment provisions of our derivative instruments:
|  |  |  |  | September 30, 2017 |  |  |  |  | December 31, 2016 |
| Consolidated Balance Sheet Location |  | Fair Value |  |  | Notional Value/ Payment Provision |  |  | Fair Value |  |  | Notional Value/ Payment Provision |
(in millions of U.S. dollars) |  | Derivative Asset |  |  | Derivative (Liability) |  |  |  | Derivative Asset |  |  | Derivative (Liability) |  |
Investment and embedded derivative instruments: |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts | OA / (AP) |  | $ | 8 |  |  | $ | (31 | ) |  | $ | 2,035 |  |  | $ | 25 |  |  | $ | (50 | ) |  | $ | 2,220 |
Cross-currency swaps | OA / (AP) |  | — |  |  | — |  |  | 45 |  |  | — |  |  | — |  |  | 95 |
Options/Futures contracts on notes and bonds | OA / (AP) |  | 7 |  |  | (6 | ) |  | 1,437 |  |  | 6 |  |  | (4 | ) |  | 2,344 |
Convertible securities (1) | FM AFS / ES |  | — |  |  | — |  |  | 4 |  |  | 2 |  |  | — |  |  | 7 |
|  |  | $ | 15 |  |  | $ | (37 | ) |  | $ | 3,521 |  |  | $ | 33 |  |  | $ | (54 | ) |  | $ | 4,666 |
Other derivative instruments: |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts on equities (2) | OA / (AP) |  | $ | — |  |  | $ | (25 | ) |  | $ | 1,455 |  |  | $ | 1 |  |  | $ | — |  |  | $ | 1,316 |
Other | OA / (AP) |  | — |  |  | (2 | ) |  | 259 |  |  | 2 |  |  | (13 | ) |  | 214 |
|  |  | $ | — |  |  | $ | (27 | ) |  | $ | 1,714 |  |  | $ | 3 |  |  | $ | (13 | ) |  | $ | 1,530 |
GLB (3) | (AP) / (FPB) |  | $ | — |  |  | $ | (635 | ) |  | $ | 1,138 |  |  | $ | — |  |  | $ | (853 | ) |  | $ | 1,264 |
(1) | Includes fair value of embedded derivatives.
(2) | Related to GMDB and GLB blocks of business.
(3) | Includes both future policy benefits reserves and fair value derivative adjustment. Note that the payment provision related to GLB is the net amount at risk. The concept of a notional value does not apply to the GLB reinsurance contracts.
Transfer of Certain Financial Assets Accounted for as Secured Borrowings | The following table presents the carrying value of collateral held under securities lending agreements by investment category and remaining contractual maturity of the underlying agreements:
|  | Remaining contractual maturity |
|  | September 30 |  |  | December 31 |
|  | 2017 |  |  | 2016 |
(in millions of U.S. dollars) |  | Overnight and Continuous |
Collateral held under securities lending agreements: |  |  |  |
Cash |  | $ | 1,109 |  |  | $ | 423 |
U.S. Treasury and agency |  | 38 |  |  | 54 |
Foreign |  | 491 |  |  | 578 |
Corporate securities |  | — |  |  | 37 |
Mortgage-backed securities |  | 46 |  |  | — |
Equity securities |  | 73 |  |  | — |
|  | $ | 1,757 |  |  | $ | 1,092 |
Gross amount of recognized liability for securities lending payable |  | $ | 1,757 |  |  | $ | 1,093 |
Difference (1) |  | $ | — |  |  | $ | (1 | )
(1) | The carrying value of the securities lending collateral held is $1 million lower than the securities lending payable at December 31, 2016 due to accrued interest recorded in the securities lending payable.
Secured Borrowings Securities Lending Table Text Block [Table Text Block] | The following table presents the carrying value of collateral pledged under repurchase agreements by investment category and remaining contractual maturity of the underlying agreements:
| Remaining contractual maturity |
| September 30, 2017 |  |  | December 31, 2016 |
| Up to 30 Days |  |  | Greater than 90 Days |  |  | Total |  |  | Up to 30 Days |  |  | Greater than 90 Days |  |  | Total |
(in millions of U.S. dollars) |  |  |  |
Collateral pledged under repurchase agreements: |  |  |  |  |  |  |  |  |  |  |
Cash | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 1 |  |  | $ | 1 |
U.S. Treasury and agency | 231 |  |  | 9 |  |  | 240 |  |  | 230 |  |  | 10 |  |  | 240 |
Mortgage-backed securities | 343 |  |  | 858 |  |  | 1,201 |  |  | 339 |  |  | 881 |  |  | 1,220 |
| $ | 574 |  |  | $ | 867 |  |  | $ | 1,441 |  |  | $ | 569 |  |  | $ | 892 |  |  | $ | 1,461 |
Gross amount of recognized liabilities for repurchase agreements |  |  |  |  | $ | 1,408 |  |  |  |  |  |  | $ | 1,403 |
Difference (1) |  |  |  |  | $ | 33 |  |  |  |  |  |  | $ | 58 |
Net Realized Gains (Losses) Of Derivative Instrument Activity In Consolidated Statement Of Operations | The following table presents net realized gains (losses) related to derivative instrument activity in the Consolidated statements of operations:
| Three Months Ended |  | Nine Months Ended |
| September 30 |  | September 30 |
(in millions of U.S. dollars) | 2017 |  |  | 2016 |  | 2017 |  |  | 2016 |
Investment and embedded derivative instruments: |  |  |  |  |  |
Foreign currency forward contracts | $ | (7 | ) |  | $ | (10 | ) | $ | — |  |  | $ | (30 | )
All other futures contracts and options | (8 | ) |  | 8 |  | (25 | ) |  | (63 | )
Convertible securities (1) | 1 |  |  | 3 |  | 1 |  |  | 8 |
Total investment and embedded derivative instruments | $ | (14 | ) |  | $ | 1 |  | $ | (24 | ) |  | $ | (85 | )
GLB and other derivative instruments: |  |  |  |  |  |
GLB (2) | $ | 54 |  |  | $ | 89 |  | $ | 265 |  |  | $ | (270 | )
Futures contracts on equities (3) | (57 | ) |  | (45 | ) | (169 | ) |  | (88 | )
Other | (5 | ) |  | 3 |  | (4 | ) |  | 1 |
Total GLB and other derivative instruments | $ | (8 | ) |  | $ | 47 |  | $ | 92 |  |  | $ | (357 | )
| $ | (22 | ) |  | $ | 48 |  | $ | 68 |  |  | $ | (442 | )
(1) | Includes embedded derivatives.
(2) | Excludes foreign exchange gains (losses) related to GLB.
(3) | Related to GMDB and GLB blocks of business.

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