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Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Sep. 30, 2018	Dec. 31, 2017
Equity contracts
Derivative [Line Items]
Long Notional Exposure		$ 256	$ 243
Short Notional Exposure		10,050	6,660
Credit contracts
Derivative [Line Items]
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	183	391
Commodity contracts
Derivative [Line Items]
Long Notional Exposure		0	0
Short Notional Exposure		122	634
Credit Default Swap [Member]
Derivative [Line Items]
Short notional amount of credit default swap positions		$ 800	$ 2,500
[1] The short notional amount on our credit default swap positions was approximately $800 million at September 30, 2018. However, because credit spreads cannot compress below zero, our downside short notional exposure is $183 million as of September 30, 2018. The short notional amount on our credit default swap positions was approximately $2.5 billion as of December 31, 2017. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $391 million as of December 31, 2017.

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- Definition

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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