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Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Sep. 30, 2019 | Dec. 31, 2018
--- | --- | ---
Equity contracts |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure |  | $ 742 | $ 118
Short Notional Exposure |  | 10,019 | 8,368
Credit contracts |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 593 | 479
Commodity contracts |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure |  | 0 | 0
Short Notional Exposure |  | 52 | 114
Credit Default Swap |  |  |
Derivative [Line Items] |  |  |
Short notional amount of credit default swap positions |  | $ 3,500 | $ 1,800
[1] | The short notional amount on our credit default swap positions was approximately $3.5 billion at September 30, 2019. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $593 million as of September 30, 2019. 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 to loss is $479 million as of December 31, 2018.

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