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Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Dec. 31, 2018 | Dec. 31, 2017
--- | --- | ---
Equity contracts |  |  |
Primary underlying risk: |  |  |
Notional Exposure of Derivatives, Long Position |  | $ 118 | $ 243
Short Notional Exposure |  | 8,368 | 6,660
Credit contracts |  |  |
Primary underlying risk: |  |  |
Notional Exposure of Derivatives, Long Position | [1] | 0 | 0
Short Notional Exposure | [1] | 479 | 391
Commodity contracts |  |  |
Primary underlying risk: |  |  |
Notional Exposure of Derivatives, Long Position |  | 0 | 0
Short Notional Exposure |  | 114 | 634
Credit Default Swap [Member] |  |  |
Primary underlying risk: |  |  |
Derivative, Notional Amount |  | $ 1,800 | $ 2,500
[1] | The short notional amount on our credit default swap positions was approximately $1.8 billion as of December 31, 2018. However, because credit spreads cannot compress below zero, our downside short notional exposure is $479 million as of December 31, 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 Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References 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 + Details
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