Investments and Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2013

Derivative [Line Items]

Offsetting Assets and Liabilities [Table Text Block]

As of March 31, 2013
	(i)		(ii)		(iii) = (i) - (ii)					(iv)			(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position						Gross Amounts Not Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets		Gross Amounts Offset in the Statement of Financial Position		Derivative Assets [1]		Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]		Net Amount
Description
Other investments	$	2,238	$	1,779	$	655	$	(196	)		$	346	$	113

	Gross Amounts of Recognized Liabilities			Gross Amounts Offset in the Statement of Financial Position			Derivative Liabilities [3]			Accrued Interest and Cash Collateral Pledged [3]			Financial Collateral Pledged [4]			Net Amount
Description
Other liabilities	$	(1,918	)	$	(1,569	)	$	(335	)	$	(14	)	$	(339	)	$	(10	)

As of December 31, 2012
	(i)		(ii)		(iii) = (i) - (ii)					(iv)			(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position						Gross Amounts Not Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets		Gross Amounts Offset in the Statement of Financial Position		Derivative Assets [1]		Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]		Net Amount
Description
Other investments	$	2,732	$	2,238	$	581	$	(87	)		$	490	$	4

	Gross Amounts of Recognized Liabilities			Gross Amounts Offset in the Statement of Financial Position			Derivative Liabilities [3]		Accrued Interest and Cash Collateral Pledged [3]			Financial Collateral Pledged [4]			Net Amount
Description
Other liabilities	$	(2,113	)	$	(1,759	)	$	38	$	(392	)	$	(300	)	$	(54	)

[1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.

[2] Included in other assets in the Company's Condensed Consolidated Balance Sheets.

[3] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets.

[4] Excludes exchange-traded futures which are settled daily.

Net Realized Capital Gains (Losses)

	Three Months Ended March 31,
(Before-tax)	2013			2012
Gross gains on sales [1]	$	1,615		$	162
Gross losses on sales	(54		)	(65		)
Net OTTI losses recognized in earnings	(13		)	(20		)
Valuation allowances on mortgage loans	1			—
Japanese fixed annuity contract hedges, net [2]	3			(20		)
Periodic net coupon settlements on credit derivatives/Japan	(3		)	(5		)
Results of variable annuity hedge program
U.S. GMWB derivatives, net	47			185
U.S. macro hedge program	(85		)	(189		)
Total U.S. program	(38		)	(4		)
International Program	(104		)	(990		)
Total results of variable annuity hedge program	(142		)	(994		)
GMIB/GMAB/GMWB reinsurance	337			610
Coinsurance and modified coinsurance reinsurance contracts	(398		)	(915		)
Other, net [3]	88			15
Net realized capital gains (losses)	$	1,434		$	(1,232	)

[1] Includes $1.5 billion of gross gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.

[2] Relates to the Japanese fixed annuity product (adjustment of product liability for changes in spot currency exchange rates, related derivative hedging instruments, excluding net period coupon settlements, and Japan FVO securities).

[3] Primarily consists of transactional foreign currency re-valuation associated with the internal reinsurance of the Japan variable annuity business, which is offset in AOCI, gains and losses on non-qualifying derivatives and Japan 3Win related foreign currency swaps. Includes $71 of gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.

Other-Than-Temporary Impairment Losses

	Three Months Ended March 31,
(Before-tax)	2013			2012
Balance, beginning of period	$	(813	)	$	(1,319	)
Additions for credit impairments recognized on [1]:
Securities not previously impaired	(5		)	(13		)
Securities previously impaired	—			(3		)
Reductions for credit impairments previously recognized on:
Securities that matured or were sold during the period	111			101
Securities due to an increase in expected cash flows	1			1
Balance, end of period	$	(706	)	$	(1,233	)

[1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.

Available-for-Sale Securities

	March 31, 2013												December 31, 2012
	Cost or Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value		Non-Credit OTTI [1]			Cost or Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value		Non-Credit OTTI [1]
ABS	$	1,408	$	21	$	(114	)	$	1,315	$	(5	)	$	1,807	$	38	$	(172	)	$	1,673	$	(4	)
CDOs [2]	1,694		70		(94		)	1,664		(1		)	2,236		61		(117		)	2,160		(4		)
CMBS	2,785		169		(76		)	2,878		(6		)	3,757		262		(107		)	3,912		(7		)
Corporate	17,392		2,052		(160		)	19,284		(9		)	27,774		3,426		(221		)	30,979		(19		)
Foreign govt./govt. agencies	1,287		54		(60		)	1,281		—			1,369		120		(29		)	1,460		—
Municipal	1,032		93		(11		)	1,114		—			1,808		204		(14		)	1,998		—
RMBS	3,278		112		(77		)	3,313		(16		)	4,590		196		(115		)	4,671		(28		)
U.S. Treasuries	2,215		109		(15		)	2,309		—			2,412		151		(12		)	2,551		—
Total fixed maturities, AFS	31,091		2,680		(607		)	33,158		(37		)	45,753		4,458		(787		)	49,404		(62		)
Equity securities, AFS	379		33		(29		)	383		—			408		28		(36		)	400		—
Total AFS securities [3]	$	31,470	$	2,713	$	(636	)	$	33,541	$	(37	)	$	46,161	$	4,486	$	(823	)	$	49,804	$	(62	)

[1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2013 and December 31, 2012.

[2] Gross unrealized gains (losses) exclude the change in fair value of bifurcated embedded derivative features of certain securities. Changes in fair value are recorded in net realized capital gains (losses).

Contractual Maturity

	March 31, 2013
Contractual Maturity	Amortized Cost		Fair Value
One year or less	$	1,234	$	1,255
Over one year through five years	6,203		6,501
Over five years through ten years	5,522		5,981
Over ten years	8,967		10,251
Subtotal	21,926		23,988
Mortgage-backed and asset-backed securities	9,165		9,170
Total fixed maturities, AFS	$	31,091	$	33,158

Securities Unrealized Loss Aging

	March 31, 2013
	Less Than 12 Months							12 Months or More							Total
	Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses
ABS	$	139	$	138	$	(1	)	$	670	$	557	$	(113	)	$	809	$	695	$	(114	)
CDOs [1]	4		3		(1		)	1,564		1,465		(93		)	1,568		1,468		(94		)
CMBS	177		166		(11		)	703		638		(65		)	880		804		(76		)
Corporate	1,010		994		(16		)	1,121		977		(144		)	2,131		1,971		(160		)
Foreign govt./govt. agencies	646		588		(58		)	9		7		(2		)	655		595		(60		)
Municipal	87		84		(3		)	88		80		(8		)	175		164		(11		)
RMBS	460		455		(5		)	656		584		(72		)	1,116		1,039		(77		)
U.S. Treasuries	203		188		(15		)	—		—		—			203		188		(15		)
Total fixed maturities	2,726		2,616		(110		)	4,811		4,308		(497		)	7,537		6,924		(607		)
Equity securities	32		31		(1		)	155		127		(28		)	187		158		(29		)
Total securities in an unrealized loss	$	2,758	$	2,647	$	(111	)	$	4,966	$	4,435	$	(525	)	$	7,724	$	7,082	$	(636	)

	December 31, 2012
	Less Than 12 Months							12 Months or More							Total
	Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses
ABS	$	77	$	76	$	(1	)	$	787	$	616	$	(171	)	$	864	$	692	$	(172	)
CDOs [1]	5		5		—			1,640		1,515		(117		)	1,645		1,520		(117		)
CMBS	192		179		(13		)	795		701		(94		)	987		880		(107		)
Corporate	614		578		(36		)	1,339		1,154		(185		)	1,953		1,732		(221		)
Foreign govt./govt. agencies	318		290		(28		)	7		6		(1		)	325		296		(29		)
Municipal	65		62		(3		)	98		87		(11		)	163		149		(14		)
RMBS	322		321		(1		)	750		636		(114		)	1,072		957		(115		)
U.S. Treasuries	384		372		(12		)	—		—		—			384		372		(12		)
Total fixed maturities	1,977		1,883		(94		)	5,416		4,715		(693		)	7,393		6,598		(787		)
Equity securities	9		9		—			172		136		(36		)	181		145		(36		)
Total securities in an unrealized loss	$	1,986	$	1,892	$	(94	)	$	5,588	$	4,851	$	(729	)	$	7,574	$	6,743	$	(823	)

[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities. Changes in fair value are recorded in net realized capital gains (losses).

Mortgage Loans

	March 31, 2013							December 31, 2012
	Amortized Cost [1]		Valuation Allowance			Carrying Value		Amortized Cost [1]		Valuation Allowance			Carrying Value
Commercial	$	3,598	$	(13	)	$	3,585	$	4,949	$	(14	)	$	4,935
Total mortgage loans [2]	$	3,598	$	(13	)	$	3,585	$	4,949	$	(14	)	$	4,935

[1] Amortized cost represents carrying value prior to valuation allowances, if any.

Valuation Allowance for Mortgage Loans

	Three Months Ended March 31,
	2013			2012
Balance as of January 1	$	(14	)	$	(23	)
(Additions)/Reversals	(1		)	4
Deductions	2			5
Balance as of December 31	$	(13	)	$	(14	)

Commercial Mortgage Loans Credit Quality

Commercial Mortgage Loans Credit Quality
	March 31, 2013			December 31, 2012
Loan-to-value	Carrying Value		Avg. Debt-Service Coverage Ratio	Carrying Value		Avg. Debt-Service Coverage Ratio
Greater than 80%	$	108	1.00x	$	137	0.89x
65% - 80%	1,063		2.04x	1,717		2.27x
Less than 65%	2,414		2.23x	3,081		2.44x
Total commercial mortgage loans	$	3,585	2.13x	$	4,935	2.34x

Mortgage Loans by Region

Mortgage Loans by Region
	March 31, 2013			December 31, 2012
	Carrying Value		Percent of Total	Carrying Value		Percent of Total
East North Central	$	80	2.2%	$	97	2.0%
Middle Atlantic	247		6.9%	370		7.5%
Mountain	40		1.1%	62		1.3%
New England	153		4.3%	231		4.7%
Pacific	1,062		29.6%	1,504		30.5%
South Atlantic	550		15.3%	1,012		20.5%
West North Central	16		0.4%	16		0.3%
West South Central	172		4.8%	234		4.7%
Other [1]	1,265		35.4%	1,409		28.5%
Total mortgage loans	$	3,585	100.0%	$	4,935	100.0%

[1] Primarily represents loans collateralized by multiple properties in various regions.

Mortgage Loans by Property Type

Mortgage Loans by Property Type
	March 31, 2013				December 31, 2012
	Carrying Value		Percent of Total		Carrying Value		Percent of Total
Commercial
Agricultural	$	96	2.7	%	$	109	2.2	%
Industrial	1,143		31.9	%	1,519		30.8	%
Lodging	60		1.7	%	81		1.6	%
Multifamily	586		16.3	%	869		17.6	%
Office	779		21.7	%	1,120		22.7	%
Retail	827		23.1	%	1,047		21.2	%
Other	94		2.6	%	190		3.9	%
Total mortgage loans	$	3,585	100.0	%	$	4,935	100.0	%

Variable Interest Entities Primary Beneficiary

	March 31, 2013						December 31, 2012
	Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]		Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]
CDOs [3]	$	59	$	55	$	7	$	89	$	88	$	7
Investment funds [4]	132		20		111		132		20		110
Limited partnerships	4		2		2		6		3		3
Total	$	195	$	77	$	120	$	227	$	111	$	120

[1] Included in other liabilities in the Company’s Condensed Consolidated Balance Sheets.

[2] The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.

[3] Total assets included in fixed maturities, AFS, and fixed maturities, FVO, in the Company’s Condensed Consolidated Balance

Sheets.

[4] Total assets included in fixed maturities, AFS, and short-term investments in the Company’s Condensed Consolidated Balance Sheets

GMWB reinsurance contracts

	Notional Amount				Fair Value
	March 31, 2013		December 31, 2012		March 31, 2013		December 31, 2012
Customized swaps	$	7,912	$	7,787	$	176	$	238
Equity swaps, options, and futures	4,903		5,130		139		267
Interest rate swaps and futures	6,405		5,705		31		67
Total	$	19,220	$	18,622	$	346	$	572

Macro hedge program

	Notional Amount				Fair Value
	March 31, 2013		December 31, 2012		March 31, 2013		December 31, 2012
Equity futures	$	391	$	—	$	—	$	—
Equity options	6,158		7,442		243		286
Total	$	6,549	$	7,442	$	243	$	286

Derivative Classification by Balance Sheet Location

	Net Derivatives										Asset Derivatives				Liability Derivatives
	Notional Amount				Fair Value						Fair Value				Fair Value
Hedge Designation/ Derivative Type	Mar 31, 2013		Dec 31, 2012		Mar 31, 2013			Dec 31, 2012			Mar 31, 2013		Dec 31, 2012		Mar 31, 2013			Dec 31, 2012
Cash flow hedges
Interest rate swaps	$	3,837	$	3,863	$	136		$	167		$	136	$	167	$	—		$	—
Foreign currency swaps	143		163		(16		)	(17		)	4		3		(20		)	(20		)
Total cash flow hedges	3,980		4,026		120			150			140		170		(20		)	(20		)
Fair value hedges
Interest rate swaps	1,536		753		(48		)	(55		)	—		—		(48		)	(55		)
Foreign currency swaps	40		40		13			16			13		16		—			—
Total fair value hedges	1,576		793		(35		)	(39		)	13		16		(48		)	(55		)
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, caps, floors, and futures	5,405		13,432		(392		)	(363		)	323		436		(715		)	(799		)
Foreign exchange contracts
Foreign currency swaps and forwards	109		182		(10		)	(9		)	4		5		(14		)	(14		)
Japan 3Win foreign currency swaps	1,816		1,816		(257		)	(127		)	—		—		(257		)	(127		)
Japanese fixed annuity hedging instruments	1,586		1,652		118			224			147		228		(29		)	(4		)
Credit contracts
Credit derivatives that purchase credit protection	889		1,539		(4		)	(5		)	3		3		(7		)	(8		)
Credit derivatives that assume credit risk [1]	2,002		1,981		38			(8		)	45		17		(7		)	(25		)
Credit derivatives in offsetting positions	4,931		5,341		(15		)	(22		)	47		56		(62		)	(78		)
Equity contracts
Equity index swaps and options	766		791		15			35			27		45		(12		)	(10		)
Variable annuity hedge program
U.S. GMWB product derivatives [2]	27,695		28,868		(795		)	(1,249		)	—		—		(795		)	(1,249		)
U.S. GMWB reinsurance contracts	5,463		5,773		139			191			139		191		—			—
U.S. GMWB hedging instruments	19,220		18,622		346			572			564		743		(218		)	(171		)
U.S. macro hedge program	6,549		7,442		243			286			309		356		(66		)	(70		)
International program product derivatives [2]	1,785		1,876		(32		)	(42		)	—		—		(32		)	(42		)
International program hedging instruments	52,723		48,448		135			(105		)	616		657		(481		)	(762		)
Other
GMAB, GMWB, and GMIB reinsurance contracts	16,552		18,287		(1,377		)	(1,827		)	—		—		(1,377		)	(1,827		)
Coinsurance and modified coinsurance reinsurance contracts	40,170		44,985		458			890			1,138		1,566		(680		)	(676		)
Total non-qualifying strategies	187,661		201,035		(1,390		)	(1,559		)	3,362		4,303		(4,752		)	(5,862		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	193,217	$	205,854	$	(1,305	)	$	(1,448	)	$	3,515	$	4,489	$	(4,820	)	$	(5,937	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	190	$	416	$	(6	)	$	(20	)	$	—	$	—	$	(6	)	$	(20	)
Other investments	62,421		37,809		655			581			1,479		1,049		(824		)	(468		)
Other liabilities	38,874		67,765		(335		)	38			759		1,683		(1,094		)	(1,645		)
Consumer notes	16		26		(2		)	(2		)	—		—		(2		)	(2		)
Reinsurance recoverable	45,634		47,430		597			1,081			1,277		1,757		(680		)	(676		)
Other policyholder funds and benefits payable	46,082		52,408		(2,214		)	(3,126		)	—		—		(2,214		)	(3,126		)
Total derivatives	$	193,217	$	205,854	$	(1,305	)	$	(1,448	)	$	3,515	$	4,489	$	(4,820	)	$	(5,937	)

[1]  The derivative instruments related to this strategy are held for other investment purposes.

[2] These derivatives are embedded within liabilities and are not held for risk management purposes.

Derivatives in Cash Flow Hedging Relationships

	Gain (Loss) Recognized in OCI on Derivative (Effective Portion)						Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)
	Three Months Ended March 31,						Three Months Ended March 31,
	2013			2012			2013		2012
Interest rate swaps	$	(42	)	$	(28	)	$	—	$	—
Foreign currency swaps	1			(3		)	—		—
Total	$	(41	)	$	(31	)	$	—	$	—

		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three Months Ended March 31,
	Location	2013			2012
Interest rate swaps	Net realized capital gain/(loss)	$	64		$	4
Interest rate swaps	Net investment income	14			25
Foreign currency swaps	Net realized capital gain/(loss)	(3		)	2
Total		$	75		$	31

Derivatives in Fair Value Hedging Relationships

	Gain or (Loss) Recognized in Income [1]
	Three Months Ended March 31,
	2013						2012
	Derivative			Hedge Item			Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	6		$	(8	)	$	10		$	11
Foreign currency swaps
Net realized capital gain/(loss)	(2		)	2			9			14
Benefits, losses and loss adjustment expenses	(1		)	1			(3		)	(8		)
Total	$	3		$	(5	)	$	16		$	17

[1] The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge.

Gain or loss recognized in income on non-qualifying strategies

Gain or (Loss) Recognized within Net Realized Capital Gains and Losses
	Three Months Ended March 31,
	2013			2012
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	10		$	1
Foreign exchange contracts
Foreign currency swaps and forwards	—			(3		)
Japan 3Win foreign currency swaps [1]	(130		)	(181		)
Japanese fixed annuity hedging instruments [2]	(101		)	(128		)
Credit contracts
Credit derivatives that purchase credit protection	(5		)	(23		)
Credit derivatives that assume credit risk	9			110
Equity contracts
Equity index swaps and options	(14		)	(16		)
Variable annuity hedge program
U.S. GMWB product derivatives	456			896
U.S. GMWB reinsurance contracts	(60		)	(143		)
U.S. GMWB hedging instruments	(349		)	(568		)
U.S. macro hedge program	(85		)	(189		)
International program product derivatives	9			14
International program hedging instruments	(113		)	(1,004		)
Other
GMAB, GMWB, and GMIB reinsurance contracts	337			610
Coinsurance and modified coinsurance reinsurance contracts	(396		)	(915		)
Total	$	(432	)	$	(1,539	)

[1] The associated liability is adjusted for changes in spot rates through realized capital gains and was $116 and $118 for the three months ended March 31, 2013 and 2012, respectively.

[2]  The associated liability is adjusted for changes in spot rates through realized capital gains and was $151 and $157 for the three months ended March 31, 2013 and 2012, respectively

Credit Derivatives Description

As of March 31, 2013

							Underlying Referenced Credit Obligation(s) [1]
Credit Derivative type by derivative risk exposure	Notional Amount [2]		Fair Value			Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]		Offsetting Fair Value [3]
Single name credit default swaps
Investment grade risk exposure	$	1,586	$	14		3 years	Corporate Credit/ Foreign Gov.	A	$	778	$	(14	)
Below investment grade risk exposure	101		—			1 year	Corporate Credit	B	101		(2		)
Basket credit default swaps [4]
Investment grade risk exposure	2,013		12			2 years	Corporate Credit	BBB+	1,234		(6		)
Below investment grade risk exposure	266		25			5 years	Corporate Credit	BB	—		—
Investment grade risk exposure	237		(10		)	4 years	CMBS Credit	A	238		10
Below investment grade risk exposure	115		(24		)	4 years	CMBS Credit	B	115		24
Embedded credit derivatives
Investment grade risk exposure	150		139			4 years	Corporate Credit	BBB	—		—
Total	$	4,468	$	156					$	2,466	$	12

As of December 31, 2012

							Underlying Referenced Credit Obligation(s) [1]
Credit Derivative type by derivative risk exposure	Notional Amount [2]		Fair Value			Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]		Offsetting Fair Value [3]
Single name credit default swaps
Investment grade risk exposure	$	1,787	$	8		3 years	Corporate Credit/ Foreign Gov.	A	$	878	$	(19	)
Below investment grade risk exposure	114		(1		)	1 year	Corporate Credit	B+	114		(3		)
Basket credit default swaps [4]
Investment grade risk exposure	2,074		11			2 years	Corporate Credit	BBB+	1,326		(6		)
Investment grade risk exposure	237		(12		)	4 years	CMBS Credit	A	238		12
Below investment grade risk exposure	115		(27		)	4 years	CMBS Credit	B+	115		27
Embedded credit derivatives
Investment grade risk exposure	325		296			4 years	Corporate Credit	BBB-	—		—
Total	$	4,652	$	275					$	2,671	$	11

[1] The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.

[2] Notional amount is equal to the maximum potential future loss amount. These derivatives are written under master netting agreements which include credit support annexes ("CSAs") that provide for collateral postings at the legal entity and counterparty level in accordance with ratings and threshold levels. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.

[3] The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.

[4] Includes $2.6 billion and $2.4 billion as of March 31, 2013 and March 31, 2012, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.

International [Member]

Derivative [Line Items]

Macro hedge program

	Notional Amount				Fair Value
	March 31, 2013		December 31, 2012		March 31, 2013			December 31, 2012
Credit derivatives	$	350	$	350	$	28		$	28
Currency forwards [1]	8,458		9,327		140			(87		)
Currency options	11,845		9,710		(31		)	(49		)
Equity futures	1,653		1,206		—			—
Equity options	2,546		2,621		(141		)	(105		)
Equity swaps	4,131		2,683		(4		)	(12		)
Customized swaps	829		899		(20		)	(11		)
Interest rate futures	486		634		—			—
Interest rate swaps and swaptions	22,425		21,018		163			131
Total	$	52,723	$	48,448	$	135		$	(105	)

[1] As of March 31, 2013 and December 31, 2012 net notional amounts are $2.3 billion and $0.1 billion, respectively, which include $5.7 billion and $4.7 billion, respectively, related to long positions and $3.4 billion and $4.6 billion, respectively, related to short positions.