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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Sep. 30, 2022 | Dec. 31, 2021
--- | --- | ---
Equity Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | $ 1,534 | $ 1,582
Short Notional Exposure |  | 5,384 | 5,986
Credit Risk Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 715 | 2,081
Credit Default Swap |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | 0 |
Short notional amount of credit default swap positions |  | $ 3,900 | $ 6,600
[1] | The short notional amount on our credit default swap positions was approximately $3.9 billion at September 30, 2022. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.7 billion as of September 30, 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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