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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($)
$ in Millions
Jun. 30, 2021
Dec. 31, 2020
Equity contracts    
Derivative [Line Items]    
Long Notional Exposure $ 596 $ 0
Short Notional Exposure 4,400 8,623
Credit contracts    
Derivative [Line Items]    
Long Notional Exposure [1] 1 0
Short Notional Exposure [1] 2,027 2,099
Credit Default Swap    
Derivative [Line Items]    
Short notional amount of credit default swap positions $ 6,500 $ 6,300
[1] The short notional amount on our credit default swap positions was approximately $6.5 billion at June 30, 2021. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.0 billion as of June 30, 2021. The short notional amount on our credit default swap positions was approximately $6.3 billion as of 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.