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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Jun. 30, 2020 | Dec. 31, 2019
--- | --- | ---
Equity contracts |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure |  | $ 873 | $ 806
Short Notional Exposure |  | 10,065 | 13,113
Credit contracts |  |  |
Derivative [Line Items] |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 2,440 | 622
Credit Default Swap |  |  |
Derivative [Line Items] |  |  |
Short notional amount of credit default swap positions |  | $ 6,300 | $ 4,700
[1] | The short notional amount on our credit default swap positions was approximately $6.3 billion at June 30, 2020. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.4 billion as of June 30, 2020. The short notional amount on our credit default swap positions was approximately $4.7 billion as of December 31, 2019. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $622 million as of December 31, 2019.

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