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Derivative Financial Instruments - Narrative (Details) $ in Millions	9 Months Ended
	Sep. 30, 2025 USD ($) counterparty contract	Dec. 31, 2024 USD ($) contract
Derivative
Fair value hedging adjustments for hedged assets	$ 0
Fair value hedging adjustments for hedged liabilities		$ 0
Number of counterparties, net exposure threshold set to zero | counterparty	1
Counterparties, collateral required threshold	0.00%
Call options and interest rate swaps | Derivatives for Trading and Investment | Derivatives not designated as hedging instruments
Derivative
Collateral posted	$ 1,165	771
Net credit risk	57	34
Call options and interest rate swaps | Cash and Cash Equivalents | Derivatives not designated as hedging instruments
Derivative
Collateral posted	$ 823	$ 679
Futures contracts
Derivative
Number of instruments held | contract	317	527
Collateral held	$ 6	$ 7

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Amount of obligation to return cash collateral under master netting arrangements offset against derivative assets.

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Fair value, after effect of master netting arrangement and deduction of obligation to return financial collateral not offset and financial instrument subject to master netting arrangement not offset, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and contract can be net settled by means outside contract or delivery of asset. Includes derivative not subject to master netting arrangement or similar agreement.

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The number of derivative instruments of a particular group held by the entity.

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Amount of cumulative increase (decrease) in fair value of hedged asset in fair value hedge, attributable to hedged risk, remaining after discontinued hedge. Excludes cumulative basis adjustment related to foreign exchange risk.

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