XML 65 R55.htm IDEA: XBRL DOCUMENT v3.7.0.1
Derivative Financial Instruments Derivative Activities Table (Details) - USD ($)
$ in Millions
Mar. 31, 2017
Dec. 31, 2016
Equity contracts    
Derivative [Line Items]    
Long Notional Exposure $ 446 $ 112
Short Notional Exposure 13,504 14,094
Credit contracts    
Derivative [Line Items]    
Long Notional Exposure [1] 0 202
Short Notional Exposure [1] 481 472
Notional value of interest rate swap agreements 2,700 2,600
Commodity contracts    
Derivative [Line Items]    
Long Notional Exposure 23 16
Short Notional Exposure $ 301 $ 754
[1] The short notional amount on our credit default swap positions is approximately $2.7 billion and $2.6 billion as of March 31, 2017 and December 31, 2016, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $481 million and $472 million as of March 31, 2017 and December 31, 2016, respectively.