Financial Instruments Derivative Activities Table (Details) - USD ($) $ in Millions		Dec. 31, 2015		Dec. 31, 2014
Credit swaps(1)
Derivative [Line Items]
Derivative, Notional Amount		$ 10,000
Primary underlying risk:
Long Notional Exposure		187		$ 389
Short Notional Exposure		2,306	[1]	1,495
Equity swaps
Primary underlying risk:
Long Notional Exposure		1,343		108
Short Notional Exposure		14,167		11,312
Foreign currency forwards
Primary underlying risk:
Long Notional Exposure		0		0
Short Notional Exposure		842		1,578
Interest rate contracts(2)
Derivative [Line Items]
Derivative, Notional Amount		16,000
Notional Exposure of Derivatives, Short Position, less than three months	[1]	74
Primary underlying risk:
Long Notional Exposure		0		0
Short Notional Exposure		137	[2]	137
Commodity contracts
Primary underlying risk:
Long Notional Exposure		43		36
Short Notional Exposure		$ 643		$ 234

[1] The short notional amount on our credit default swap positions is approximately $10.0 billion as of December 31, 2015. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.3 billion.

[2] The short notional amount on certain of our interest rate contracts with a three month duration is $16.0 billion as of December 31, 2015. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table).