Financial Instruments Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Dec. 31, 2020	Dec. 31, 2019
Equity Contract [Member]
Primary underlying risk:
Long Notional Exposure		$ 0	$ 806
Short Notional Exposure		8,623	13,113
Credit Risk Contract [Member]
Primary underlying risk:
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	2,099	622
Credit Default Swap [Member]
Primary underlying risk:
Short notional amount of credit default swap positions		$ 6,300	$ 4,700

[1] The short notional amount on our credit default swap positions was approximately $6.3 billion at December 31, 2020. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.1 billion as of December 31, 2020. The short notional amount on our credit default swap positions was approximately $4.7 billion as of December 31, 2019. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $622 million as of December 31, 2019.