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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Mar. 31, 2022 | Dec. 31, 2021
--- | --- | ---
Equity Contract [Member] |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | $ 1,450 | $ 1,582
Short Notional Exposure |  | 4,385 | 5,986
Credit Risk Contract [Member] |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 1,710 | 2,081
Credit Default Swap [Member] |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | 0 |
Short notional amount of credit default swap positions |  | $ 6,600 | $ 6,600
[1] | The short notional amount on our credit default swap positions was approximately $6.6 billion at March 31, 2022. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $1.7 billion as of March 31, 2022. The short notional amount on our credit default swap positions was approximately $6.6 billion as of December 31, 2021. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.1 billion as of December 31, 2021.

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