Financial Instruments Derivative Activities Table (Details) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Credit swaps(1)
Derivative [Line Items]
Long Notional Exposure	[1]	$ 203.0	$ 187.0
Notional value of interest rate swap agreements		2,600.0	10,000.0
Short Notional Exposure	[1]	503.0	2,306.0
Equity swaps
Derivative [Line Items]
Long Notional Exposure		291.0	1,343.0
Short Notional Exposure		15,793.0	14,167.0
Foreign currency forwards
Derivative [Line Items]
Long Notional Exposure		0.0	0.0
Short Notional Exposure		872.0	842.0
Interest rate swap contracts
Derivative [Line Items]
Long Notional Exposure	[2]	0.0	0.0
Notional value of interest rate swap agreements			16,000.0
Short Notional Exposure	[2]	0.0	137.0
Notional Exposure of Derivatives, Short Position, less than three months			74.0
Commodity contracts
Derivative [Line Items]
Long Notional Exposure		22.0	43.0
Short Notional Exposure		$ 459.0	$ 643.0

[1] The short notional amount on our credit default swap positions is approximately $2.6 billion and $10.0 billion as of September 30, 2016 and December 31, 2015, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.5 billion and $2.3 billion as of September 30, 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, 20