Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Sep. 30, 2022	Dec. 31, 2021
Equity Contract
Primary underlying risk:
Long Notional Exposure		$ 1,534	$ 1,582
Short Notional Exposure		5,384	5,986
Credit Risk Contract
Primary underlying risk:
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	715	2,081
Credit Default Swap
Primary underlying risk:
Long Notional Exposure		0
Short notional amount of credit default swap positions		$ 3,900	$ 6,600

[1] The short notional amount on our credit default swap positions was approximately $3.9 billion at September 30, 2022. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.7 billion as of September 30, 2022. The short notional amount on our credit default swap positions was approximately $6.6 billion as of December 31, 2021. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.1 billion as of December 31, 2021.