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Derivative Instruments - Fair value and notional amount of derivatives (Details) - USD ($) $ in Millions | Mar. 31, 2023 | Dec. 31, 2022
--- | --- | ---
Derivative offsetting |  |  |
Derivative assets subject to master netting agreements |  | $ 210 | $ 147
Derivative liabilities subject to master netting agreements |  | $ 95 | $ 73
Derivative Asset, Statement of Financial Position [Extensible Enumeration] |  | Other assets | Other assets
Derivative Liability, Statement of Financial Position [Extensible Enumeration] |  | Other liabilities | Other liabilities
Not designated as hedging instrument |  |  |
Derivative [Line Items] |  |  |
Asset derivatives - fair value |  | $ 211 | $ 149
Liability derivatives - fair value |  | (101) | (76)
Not designated as hedging instrument | Futures contracts |  |  |
Derivative [Line Items] |  |  |
Asset derivatives - fair value | [1] | 105 | 51
Liability derivatives - fair value | [1] | (47) | (17)
Net derivatives - notional value | [2] | 2,516 | 3,138
Not designated as hedging instrument | Foreign currency forward contracts |  |  |
Derivative [Line Items] |  |  |
Asset derivatives - fair value | [1] | 21 | 39
Liability derivatives - fair value | [1] | (26) | (35)
Net derivatives - notional value | [2] | 1,062 | 1,136
Not designated as hedging instrument | Other |  |  |
Derivative [Line Items] |  |  |
Asset derivatives - fair value | [1] | 85 | 59
Liability derivatives - fair value | [1] | (28) | (24)
Net derivatives - notional value | [2] | $ 1,006 | $ 3,592
[1] | The fair value of asset derivatives are included in ‘other assets’ and the fair value of liability derivatives are included in ‘other liabilities.’
[2] | Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.

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