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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($)
$ in Millions
Dec. 31, 2024
Dec. 31, 2023
Equity contracts    
Primary underlying risk:    
Long Notional Exposure $ 1,813 $ 1,882
Short Notional Exposure 1,845 2,350
Credit contracts    
Primary underlying risk:    
Long Notional Exposure [1] 185 0
Short Notional Exposure [1] 55 435
Commodity contracts    
Primary underlying risk:    
Long Notional Exposure 0 0
Short Notional Exposure 90 409
Credit Default Swap    
Primary underlying risk:    
Short notional amount of credit default swap positions $ 213 $ 2,500
[1] The short notional amount on our credit default swap positions was approximately $213 million at December 31, 2024. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $55 million as of December 31, 2024. The short notional amount on our credit default swap positions was approximately $2.5 billion as of December 31, 2023. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $0.4 billion as of December 31, 2023.