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Financial Instruments Derivative Activities Table (Details) - USD ($)
$ in Millions
Dec. 31, 2016
Dec. 31, 2015
Credit swaps(1)    
Derivative [Line Items]    
Derivative, Notional Amount $ 2,600.0 $ 10,000.0
Primary underlying risk:    
Long Notional Exposure [1] 202.0 187.0
Short Notional Exposure [1] 472.0 2,306.0
Equity swaps    
Primary underlying risk:    
Long Notional Exposure 112.0 1,343.0
Short Notional Exposure 14,094.0 14,167.0
Foreign currency forwards    
Primary underlying risk:    
Long Notional Exposure 0.0 0.0
Short Notional Exposure 0.0 842.0
Interest rate contracts(2)    
Derivative [Line Items]    
Derivative, Notional Amount   16,000.0
Notional Exposure of Derivatives, Short Position, less than three months   74.0
Primary underlying risk:    
Long Notional Exposure [2] 0.0 0.0
Short Notional Exposure [2] 0.0 137.0
Commodity contracts    
Primary underlying risk:    
Long Notional Exposure 16.0 43.0
Short Notional Exposure $ 754.0 $ 643.0
[1] The short notional amount on our credit default swap positions is approximately $2.6 billion and $10.0 billion as of December 31, 2016 and 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 December 31, 2016 and 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, 2015.