Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Sep. 30, 2024	Dec. 31, 2023
Equity contracts
Primary underlying risk:
Long Notional Exposure		$ 1,782	$ 1,882
Short Notional Exposure		1,912	2,350
Credit contracts
Primary underlying risk:
Long Notional Exposure	[1]	528	0
Short Notional Exposure	[1]	150	435
Commodity contracts
Primary underlying risk:
Long Notional Exposure		0	0
Short Notional Exposure		122	409
Credit Default Swap
Primary underlying risk:
Short notional amount of credit default swap positions		$ 800	$ 2,500

[1] The short notional amount on our credit default swap positions was approximately $0.8 billion and $2.5 billion at September 30, 2024 and December 31, 2023, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.15 billion and $0.4 billion as of September 30, 2024 and December 31, 2023, respectively.