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Financial Instruments Derivative Activities Table (Details) - USD ($)
$ in Millions
Sep. 30, 2017
Dec. 31, 2016
Equity contracts    
Derivative [Line Items]    
Long Notional Exposure $ 183 $ 112
Short Notional Exposure 12,376 14,094
Credit contracts    
Derivative [Line Items]    
Long Notional Exposure [1] 0 202
Short Notional Exposure [1] 326 472
Notional value of interest rate swap agreements 1,900 2,600
Commodity contracts    
Derivative [Line Items]    
Long Notional Exposure 20 16
Short Notional Exposure $ 1,247 $ 754
[1] The short notional amount on our credit default swap positions was approximately $1.9 billion and $2.6 billion as of September 30, 2017 and December 31, 2016, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $326 million and $472 million as of September 30, 2017 and December 31, 2016, respectively.