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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Sep. 30, 2025 | Dec. 31, 2024
--- | --- | ---
Equity contracts |  |  |  |
Primary underlying risk: |  |  |  |
Long Notional Exposure |  | $ 1,603 | $ 1,813 |
Short Notional Exposure |  | 2,513 | 1,845 |
Credit contracts |  |  |  |
Primary underlying risk: |  |  |  |
Long Notional Exposure |  | 0 | 185 | [1]
Short Notional Exposure | [1] | 29 | 55 |
Short notional amount of credit default swap positions |  | 179 | 213 |
Commodity contracts |  |  |  |
Primary underlying risk: |  |  |  |
Short Notional Exposure |  | $ 391 | $ 90 |
[1] | The short notional amount on our credit default swap positions was approximately $179 million and $213 million at September 30, 2025 and December 31, 2024, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $29 million and $55 million as of September 30, 2025 and December 31, 2024, respectively.

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