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Financial Instruments - Derivative Activities Table (Details) - Investment Segment. - USD ($) $ in Millions | Mar. 31, 2024 | Dec. 31, 2023
--- | --- | ---
Equity Contracts |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | $ 2,033 | $ 1,882
Short Notional Exposure |  | 2,292 | 2,350
Credit Contracts |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 392 | 435
Commodity Contracts |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | 0 | 0
Short Notional Exposure |  | 321 | 409
Credit Default Swap |  |  |
Primary underlying risk: |  |  |
Short notional amount of credit default swap positions |  | $ 2,400 | $ 2,500
[1] | The short notional amount on our credit default swap positions was approximately $2.4 billion and $2.5 billion at March 31, 2024 and December 31, 2023, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.4 billion and $0.4 billion as of March 31, 2024 and December 31, 2023, respectively.

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