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Financial Instruments Derivative Activities Table (Details) - USD ($)
$ in Millions
Dec. 31, 2017
Dec. 31, 2016
Equity contracts    
Primary underlying risk:    
Long Notional Exposure $ 243 $ 112
Short Notional Exposure 6,660 14,094
Credit contracts    
Primary underlying risk:    
Long Notional Exposure [1] 0 202
Short Notional Exposure [1] 391 472
Commodity contracts    
Primary underlying risk:    
Long Notional Exposure 20 16
Short Notional Exposure 911 754
Credit Default Swap [Member]    
Primary underlying risk:    
Derivative, Notional Amount $ 2,500 $ 2,600
[1] The short notional amount on our credit default swap positions is approximately $2.5 billion and $2.6 billion as of December 31, 2017 and 2016, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $391 million and $472 million as of December 31, 2017 and 2016, respectively.