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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($)
$ in Millions
Sep. 30, 2023
Dec. 31, 2022
Equity Contract    
Primary underlying risk:    
Long Notional Exposure $ 2,075 $ 1,816
Short Notional Exposure 2,833 5,354
Credit Risk Contract    
Primary underlying risk:    
Long Notional Exposure [1] 0 0
Short Notional Exposure [1] 495 945
Commodity Contract    
Primary underlying risk:    
Long Notional Exposure 0 0
Short Notional Exposure 562 22
Credit Default Swap    
Primary underlying risk:    
Short Notional Exposure 0  
Short notional amount of credit default swap positions $ 2,600 $ 3,500
[1] The short notional amount on our credit default swap positions was approximately $2.6 billion and $3.5 billion at September 30, 2023 and December 31, 2022, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.5 billion and $0.9 billion as of