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Financial Instruments Derivative Activities Table (Details) - USD ($) $ in Millions | Sep. 30, 2016 | Dec. 31, 2015
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Credit swaps(1) |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure | [1] | $ 203.0 | $ 187.0
Notional value of interest rate swap agreements |  | 2,600.0 | 10,000.0
Short Notional Exposure | [1] | 503.0 | 2,306.0
Equity swaps |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure |  | 291.0 | 1,343.0
Short Notional Exposure |  | 15,793.0 | 14,167.0
Foreign currency forwards |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure |  | 0.0 | 0.0
Short Notional Exposure |  | 872.0 | 842.0
Interest rate swap contracts |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure | [2] | 0.0 | 0.0
Notional value of interest rate swap agreements |  |  | 16,000.0
Short Notional Exposure | [2] | 0.0 | 137.0
Notional Exposure of Derivatives, Short Position, less than three months |  |  | 74.0
Commodity contracts |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure |  | 22.0 | 43.0
Short Notional Exposure |  | $ 459.0 | $ 643.0
[1] | The short notional amount on our credit default swap positions is approximately $2.6 billion and $10.0 billion as of September 30, 2016 and December 31, 2015, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.5 billion and $2.3 billion as of September 30, 2016 and December 31, 2015, respectively.
[2] | The short notional amount on certain of our interest rate contracts with a three month duration is approximately $16.0 billion as of December 31, 2015. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table) as of December 31, 20

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