Financial Instruments Derivative Activities Table (Details) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Credit swaps(1)
Derivative [Line Items]
Long Notional Exposure	[1]	$ 192	$ 187
Notional value of interest rate swap agreements		4,100	10,000
Short Notional Exposure	[1]	917	2,306
Equity swaps
Derivative [Line Items]
Long Notional Exposure		209	1,343
Short Notional Exposure		15,325	14,167
Foreign currency forwards
Derivative [Line Items]
Long Notional Exposure		0	0
Short Notional Exposure		883	842
Interest rate swap contracts
Derivative [Line Items]
Long Notional Exposure	[2]	0	0
Notional value of interest rate swap agreements		16,000
Short Notional Exposure	[2]	63	137
Notional Exposure of Derivatives, Short Position, less than three months		74
Commodity contracts
Derivative [Line Items]
Long Notional Exposure		26	43
Short Notional Exposure		$ 1,220	$ 643

[1] The short notional amount on our credit default swap positions is approximately $4.1 billion and $10.0 billion as of March 31, 2016 and December 31, 2015, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.9 billion and $2.3 billion as of March 31, 2016 and December 31, 2015, respectively.

[2] The short notional amount on certain of our interest rate contracts with a three month duration is approximately $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) as of December 31, 2015.