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Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Dec. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Equity Contract [Member] |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | $ 0 | $ 806
Short Notional Exposure |  | 8,623 | 13,113
Credit Risk Contract [Member] |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 2,099 | 622
Credit Default Swap [Member] |  |  |
Primary underlying risk: |  |  |
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 December 31, 2020. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.1 billion as of December 31, 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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