Investments and Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2013

Derivative [Line Items]

Offsetting Assets and Liabilities [Table Text Block]

As of March 31, 2013
	(i)		(ii)		(iii) = (i) - (ii)					(iv)			(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position						Gross Amounts Not Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets		Gross Amounts Offset in the Statement of Financial Position		Derivative Assets [1]		Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]		Net Amount
Description
Other investments	$	2,848	$	2,078	$	1,046	$	(276	)		$	549	$	221

	Gross Amounts of Recognized Liabilities			Gross Amounts Offset in the Statement of Financial Position			Derivative Liabilities [3]			Accrued Interest and Cash Collateral Pledged [3]			Financial Collateral Pledged [4]			Net Amount
Description
Other liabilities	$	(2,323	)	$	(1,715	)	$	(521	)	$	(87	)	$	(575	)	$	(33	)

6. Investments and Derivative Instruments (continued)

As of December 31, 2012
	(i)		(ii)		(iii) = (i) - (ii)					(iv)			(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position						Gross Amounts Not Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets		Gross Amounts Offset in the Statement of Financial Position		Derivative Assets [1]		Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]		Net Amount
Description
Other investments	$	3,396	$	2,503	$	1,045	$	(152	)		$	759	$	134

	Gross Amounts of Recognized Liabilities			Gross Amounts Offset in the Statement of Financial Position			Derivative Liabilities [3]			Accrued Interest and Cash Collateral Pledged [3]			Financial Collateral Pledged [4]			Net Amount
Description
Other liabilities	$	(2,528	)	$	(1,895	)	$	(177	)	$	(456	)	$	(541	)	$	(92	)

[1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.

[2] Included in other assets in the Company's Condensed Consolidated Balance Sheets.

[3] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets.

[4] Excludes exchange-traded futures which are settled daily.

Change in non-credit impairments of debt securities recognized in OCI

N

Net Realized Capital Gains (Losses)

	Three Months Ended March 31,
(Before-tax)	2013			2012
Gross gains on sales [1]	$	1,719		$	259
Gross losses on sales	(82		)	(97		)
Net OTTI losses recognized in earnings	(21		)	(29		)
Valuation allowances on mortgage loans	—			1
Japanese fixed annuity contract hedges, net [2]	3			(20		)
Periodic net coupon settlements on credit derivatives/Japan	(6		)	(5		)
Results of variable annuity hedge program
GMWB derivatives, net	47			185
U.S. macro hedge program	(85		)	(189		)
Total U.S. program	(38		)	(4		)
International program	(192		)	(1,219		)
Total results of variable annuity hedge program	(230		)	(1,223		)
Other, net [3]	212			204
Net realized capital gains (losses)	$	1,595		$	(910	)

[1] Includes $1.5 billion of gains relating to the sales of the Retirement Plans and Individual Life businesses for the three months ended March 31, 2013.

[2] Relates to the Japanese fixed annuity product (adjustment of product liability for changes in spot currency exchange rates, related derivative hedging instruments, excluding net period coupon settlements, and Japan FVO securities).

[3]

Other-Than-Temporary Impairment Losses

	Three Months Ended March 31,
(Before-tax)	2013			2012
Balance as of beginning of period	$	(1,013	)	$	(1,676	)
Additions for credit impairments recognized on [1]:
Securities not previously impaired	(8		)	(12		)
Securities previously impaired	(2		)	(5		)
Reductions for credit impairments previously recognized on:
Securities that matured or were sold during the period	114			160
Securities due to an increase in expected cash flows	3			3
Balance as of end of period	$	(906	)	$	(1,530	)

[1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.

Available-for-Sale Securities

	March 31, 2013												December 31, 2012
	Cost or Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value		Non-Credit OTTI [1]			Cost or Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value		Non-Credit OTTI [1]
ABS	$	2,498	$	44	$	(120	)	$	2,422	$	(5	)	$	2,883	$	63	$	(183	)	$	2,763	$	(4	)
CDOs [2]	2,623		75		(125		)	2,558		(6		)	3,170		60		(159		)	3,040		(14		)
CMBS	4,995		330		(120		)	5,205		(14		)	6,083		417		(179		)	6,321		(11		)
Corporate	28,582		3,106		(220		)	31,468		(9		)	39,694		4,631		(276		)	44,049		(19		)
Foreign govt./govt. agencies	3,807		192		(72		)	3,927		—			3,985		191		(40		)	4,136		—
Municipal	12,101		1,155		(18		)	13,238		—			13,001		1,379		(19		)	14,361		—
RMBS	6,632		188		(104		)	6,716		(20		)	7,318		295		(133		)	7,480		(32		)
U.S. Treasuries	4,023		129		(19		)	4,133		—			3,613		175		(16		)	3,772		—
Total fixed maturities, AFS	65,261		5,219		(798		)	69,667		(54		)	79,747		7,211		(1,005		)	85,922		(80		)
Equity securities, AFS	792		114		(44		)	862		—			866		81		(57		)	890		—
Total AFS securities [3]	$	66,053	$	5,333	$	(842	)	$	70,529	$	(54	)	$	80,613	$	7,292	$	(1,062	)	$	86,812	$	(80	)

[1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2013 and December 31, 2012.

[2] Gross unrealized gains (losses) exclude the change in fair value of bifurcated embedded derivative features of certain securities. Changes in fair value are recorded in net realized capital gains (losses).

Contractual Maturity

	March 31, 2013
Contractual Maturity	Amortized Cost		Fair Value
One year or less	$	1,701	$	1,726
Over one year through five years	11,966		12,657
Over five years through ten years	11,892		12,933
Over ten years	22,954		25,450
Subtotal	48,513		52,766
Mortgage-backed and asset-backed securities	16,748		16,901
Total fixed maturities, AFS	$	65,261	$	69,667

Securities Unrealized Loss Aging

	March 31, 2013
	Less Than 12 Months							12 Months or More							Total
	Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses
ABS	$	361	$	360	$	(1	)	$	716	$	597	$	(119	)	$	1,077	$	957	$	(120	)
CDOs [1]	4		3		(1		)	2,481		2,342		(124		)	2,485		2,345		(125		)
CMBS	359		342		(17		)	1,064		961		(103		)	1,423		1,303		(120		)
Corporate	1,815		1,779		(36		)	1,569		1,385		(184		)	3,384		3,164		(220		)
Foreign govt./govt. agencies	982		913		(69		)	16		13		(3		)	998		926		(72		)
Municipal	403		394		(9		)	106		97		(9		)	509		491		(18		)
RMBS	1,863		1,844		(19		)	771		686		(85		)	2,634		2,530		(104		)
U.S. Treasuries	423		404		(19		)	—		—		—			423		404		(19		)
Total fixed maturities, AFS	6,210		6,039		(171		)	6,723		6,081		(627		)	12,933		12,120		(798		)
Equity securities, AFS	71		69		(2		)	260		218		(42		)	331		287		(44		)
Total securities in an unrealized loss	$	6,281	$	6,108	$	(173	)	$	6,983	$	6,299	$	(669	)	$	13,264	$	12,407	$	(842	)

	December 31, 2012
	Less Than 12 Months							12 Months or More							Total
	Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses			Amortized Cost		Fair Value		Unrealized Losses
ABS	$	163	$	161	$	(2	)	$	886	$	705	$	(181	)	$	1,049	$	866	$	(183	)
CDOs [1]	5		4		(1		)	2,567		2,389		(158		)	2,572		2,393		(159		)
CMBS	339		322		(17		)	1,248		1,086		(162		)	1,587		1,408		(179		)
Corporate	1,261		1,218		(43		)	1,823		1,590		(233		)	3,084		2,808		(276		)
Foreign govt./govt. agencies	1,380		1,343		(37		)	20		17		(3		)	1,400		1,360		(40		)
Municipal	271		265		(6		)	157		144		(13		)	428		409		(19		)
RMBS	910		908		(2		)	869		738		(131		)	1,779		1,646		(133		)
U.S. Treasuries	583		567		(16		)	—		—		—			583		567		(16		)
Total fixed maturities, AFS	4,912		4,788		(124		)	7,570		6,669		(881		)	12,482		11,457		(1,005		)
Equity securities, AFS	69		67		(2		)	280		225		(55		)	349		292		(57		)
Total securities in an unrealized loss	$	4,981	$	4,855	$	(126	)	$	7,850	$	6,894	$	(936	)	$	12,831	$	11,749	$	(1,062	)

[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities. Changes in fair value are recorded in net realized capital gains (losses).

Mortgage Loans

	March 31, 2013							December 31, 2012
	Amortized Cost [1]		Valuation Allowance			Carrying Value		Amortized Cost [1]		Valuation Allowance			Carrying Value
Commercial	$	5,297	$	(68	)	$	5,229	$	6,779	$	(68	)	$	6,711
Total mortgage loans [2]	$	5,297	$	(68	)	$	5,229	$	6,779	$	(68	)	$	6,711

[1] Amortized cost represents carrying value prior to valuation allowances, if any

Valuation Allowance for Mortgage Loans

	Three Months Ended March 31,
	2013			2012
Balance, as of January 1	$	(68	)	$	(102	)
(Additions)/Reversals	(2		)	1
Deductions	2			13
Balance, as of March 31	$	(68	)	$	(88	)

Commercial Mortgage Loans Credit Quality

Commercial Mortgage Loans Credit Quality
	March 31, 2013			December 31, 2012
Loan-to-value	Carrying Value		Avg. Debt-Service Coverage Ratio	Carrying Value		Avg. Debt-Service Coverage Ratio
Greater than 80%	$	203	0.97x	$	253	0.95x
65% - 80%	1,506		1.94x	2,220		2.12x
Less than 65%	3,520		2.22x	4,238		2.40x
Total commercial mortgage loans	$	5,229	2.08x	$	6,711	2.24x

Mortgage Loans by Region

Mortgage Loans by Region
	March 31, 2013				December 31, 2012
	Carrying Value		Percent of Total		Carrying Value		Percent of Total
East North Central	$	128	2.4	%	$	145	2.2	%
Middle Atlantic	315		6.0	%	477		7.1	%
Mountain	78		1.5	%	99		1.5	%
New England	266		5.1	%	350		5.2	%
Pacific	1,510		28.9	%	1,978		29.5	%
South Atlantic	853		16.3	%	1,378		20.5	%
West North Central	16		0.3	%	16		0.2	%
West South Central	336		6.4	%	398		5.9	%
Other [1]	1,727		33.1	%	1,870		27.9	%
Total mortgage loans	$	5,229	100.0	%	$	6,711	100.0	%

[1] Primarily represents loans collateralized by multiple properties in various regions.

Mortgage Loans by Property Type

Mortgage Loans by Property Type
	March 31, 2013				December 31, 2012
	Carrying Value		Percent of Total		Carrying Value		Percent of Total
Commercial
Agricultural	$	129	2.5	%	$	142	2.1	%
Industrial	1,659		31.7	%	2,079		30.9	%
Lodging	60		1.1	%	81		1.2	%
Multifamily	911		17.4	%	1,200		17.9	%
Office	1,124		21.5	%	1,510		22.5	%
Retail	1,244		23.8	%	1,460		21.8	%
Other	102		2.0	%	239		3.6	%
Total mortgage loans	$	5,229	100.0	%	$	6,711	100.0	%

Variable Interest Entities Primary Beneficiary

	March 31, 2013						December 31, 2012
	Total Assets		Total Liabilities [1]		Maximum Exposure to Loss [2]		Total Assets		Total Liabilities [1]		Maximum Exposure to Loss [2]
CDOs [3]	$	59	$	55	$	7	$	89	$	88	$	7
Investment funds [4]	163		—		164		163		—		162
Limited partnerships	4		1		3		6		1		5
Total	$	226	$	56	$	174	$	258	$	89	$	174

[1] Included in other liabilities in the Company’s Condensed Consolidated Balance Sheets.

[2] The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.

[3] Total assets included in fixed maturities, AFS, and fixed maturities, FVO, in the Company’s Condensed Consolidated Balance Sheets.

[4] Total assets included in fixed maturities, AFS, and short-term investments in the Company’s Condensed Consolidated Balance Sheets.

GMWB reinsurance contracts

	Notional Amount				Fair Value
	March 31, 2013		December 31, 2012		March 31, 2013		December 31, 2012
Customized swaps	$	7,912	$	7,787	$	176	$	238
Equity swaps, options, and futures	4,903		5,130		139		267
Interest rate swaps and futures	6,405		5,705		31		67
Total	$	19,220	$	18,622	$	346	$	572

Macro hedge program

	Notional Amount				Fair Value
	March 31, 2013		December 31, 2012		March 31, 2013		December 31, 2012
Equity futures	$	391	$	—	$	—	$	—
Equity options	6,158		7,442		243		286
Total	$	6,549	$	7,442	$	243	$	286

Derivative Classification by Balance Sheet Location

	Net Derivatives										Asset Derivatives				Liability Derivatives
	Notional Amount				Fair Value						Fair Value				Fair Value
Hedge Designation/ Derivative Type	Mar 31, 2013		Dec 31, 2012		Mar 31, 2013			Dec 31, 2012			Mar 31, 2013		Dec 31, 2012		Mar 31, 2013			Dec 31, 2012
Cash flow hedges
Interest rate swaps	$	6,264	$	6,063	$	200		$	271		$	204	$	271	$	(4	)	$	—
Foreign currency swaps	143		163		(16		)	(17		)	4		3		(20		)	(20		)
Total cash flow hedges	6,407		6,226		184			254			208		274		(24		)	(20		)
Fair value hedges
Interest rate swaps	1,536		753		(48		)	(55		)	—		—		(48		)	(55		)
Foreign currency swaps	40		40		13			16			13		16		—			—
Total fair value hedges	1,576		793		(35		)	(39		)	13		16		(48		)	(55		)
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, caps, floors, and futures	9,089		17,117		(515		)	(497		)	431		556		(946		)	(1,053		)
Foreign exchange contracts
Foreign currency swaps and forwards	261		355		(12		)	(16		)	6		5		(18		)	(21		)
Japan 3Win foreign currency swaps	1,816		1,816		(257		)	(127		)	—		—		(257		)	(127		)
Japanese fixed annuity hedging instruments	1,586		1,652		118			224			147		228		(29		)	(4		)
Credit contracts
Credit derivatives that purchase credit protection	1,185		1,823		(7		)	(8		)	5		5		(12		)	(13		)
Credit derivatives that assume credit risk [1]	2,533		2,745		39			(29		)	54		19		(15		)	(48		)
Credit derivatives in offsetting positions	9,056		9,497		(24		)	(32		)	81		94		(105		)	(126		)
Equity contracts
Equity index swaps and options	972		994		21			47			33		57		(12		)	(10		)
Variable annuity hedge program
U.S. GMWB product derivatives [2]	27,695		28,868		(795		)	(1,249		)	—		—		(795		)	(1,249		)
U.S. GMWB reinsurance contracts	5,463		5,773		139			191			139		191		—			—
U.S. GMWB hedging instruments	19,220		18,622		346			572			564		743		(218		)	(171		)
U.S. macro hedge program	6,549		7,442		243			286			309		356		(66		)	(70		)
International program product derivatives [2]	2,301		2,454		(30		)	(48		)	—		—		(30		)	(48		)
International program hedging instruments	72,123		63,085		375			169			975		1,020		(600		)	(851		)
Other
Contingent capital facility put option	500		500		22			23			22		23		—			—
Modified coinsurance reinsurance contracts	1,350		—		5			—			5		—		—			—
Total non-qualifying strategies	161,699		162,743		(332		)	(494		)	2,771		3,297		(3,103		)	(3,791		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	169,682	$	169,762	$	(183	)	$	(279	)	$	2,992	$	3,587	$	(3,175	)	$	(3,866	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	467	$	703	$	(15	)	$	(32	)	$	—	$	—	$	(15	)	$	(32	)
Other investments	81,253		54,504		1,046			1,045			1,937		1,581		(891		)	(536		)
Other liabilities	51,088		77,384		(521		)	(177		)	911		1,815		(1,432		)	(1,992		)
Consumer notes	16		26		(2		)	(2		)	—		—		(2		)	(2		)
Reinsurance recoverables	6,813		5,773		144			191			144		191		—			—
Other policyholder funds and benefits payable	30,045		31,372		(835		)	(1,304		)	—		—		(835		)	(1,304		)
Total derivatives	$	169,682	$	169,762	$	(183	)	$	(279	)	$	2,992	$	3,587	$	(3,175	)	$	(3,866	)

[1] The derivative instruments related to this strategy are held for other investment purposes.

[2] These derivatives are embedded within liabilities and are not held for risk management purposes.

Derivatives in Cash Flow Hedging Relationships

Derivatives in Cash Flow Hedging Relationships

	Gain (Loss) Recognized in OCI on Derivative (Effective Portion)						Net Realized Capital Gains(Losses) Recognized in Income on Derivative (Ineffective Portion)
	Three months ended March 31,						Three months ended March 31,
	2013			2012			2013		2012
Interest rate swaps	$	(71	)	$	(33	)	$	—	$	—
Foreign currency swaps	1			(5		)	—		—
Total	$	(70	)	$	(38	)	$	—	$	—

Derivatives in Cash Flow Hedging Relationships

		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three months ended March 31,
	Location	2013			2012
Interest rate swaps	Net realized capital gain/(loss)	$	73		$	5
Interest rate swaps	Net investment income	24			36
Foreign currency swaps	Net realized capital gain/(loss)	(3		)	3
Total		$	94		$	44

Derivatives in Fair Value Hedging Relationships

Derivatives in Fair-Value Hedging Relationships

	Gain or (Loss) Recognized in Income [1]
	Three months ended March 31,
	2013						2012
	Derivative			Hedge Item			Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	6		$	(8	)	$	11		$	(10	)
Foreign currency swaps
Net realized capital gain/(loss)	(2		)	2			9			(9		)
Benefits, losses and loss adjustment expenses	(1		)	1			(3		)	3
Total	$	3		$	(5	)	$	17		$	(16	)

[1] The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge

Gain or loss recognized in income on non-qualifying strategies

Derivatives Used in Non-Qualifying Strategies

Gain or (Loss) Recognized within Net Realized Capital Gains and Losses

	Three months ended March 31,
	2013			2012
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	18		$	2
Foreign exchange contracts
Foreign currency swaps and forwards	2			(5		)
Japan 3Win foreign currency swaps [1]	(130		)	(181		)
Japanese fixed annuity hedging instruments [2]	(101		)	(128		)
Credit contracts
Credit derivatives that purchase credit protection	(9		)	(36		)
Credit derivatives that assume credit risk	14			149
Equity contracts
Equity index swaps and options	(20		)	(19		)
Variable annuity hedge program
U.S. GMWB product derivatives	456			896
U.S. GMWB reinsurance contracts	(60		)	(143		)
U.S. GMWB hedging instruments	(349		)	(568		)
U.S. macro hedge program	(85		)	(189		)
International program product derivatives	17			35
International program hedging instruments	(209		)	(1,254		)
Other
Contingent capital facility put option	(2		)	(2		)
Modified coinsurance reinsurance contracts	5			—
Total	$	(453	)	$	(1,443	)

[1] The associated liability is adjusted for changes in spot rates through realized capital gains and was $116 and $118 for the three months ended March 31, 2013 and 2012, respectively.

[2] The associated liability is adjusted for changes in spot rates through realized capital gains and was $151 and $157 for the three months ended March 31, 2013 and 2012, respectivel

Credit Derivatives Description

As of March 31, 2013

							Underlying Referenced Credit Obligation(s) [1]
Credit Derivative type by derivative risk exposure	Notional Amount [2]		Fair Value			Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]		Offsetting Fair Value [3]
Single name credit default swaps
Investment grade risk exposure	$	2,156	$	15		3 years	Corporate Credit/ Foreign Gov.	A	$	1,267	$	(20	)
Below investment grade risk exposure	131		—			1 year	Corporate Credit	B+	132		(3		)
Basket credit default swaps [4]
Investment grade risk exposure	3,573		22			2 years	Corporate Credit	BBB+	2,604		(15		)
Below investment grade risk exposure	326		31			5 years	Corporate Credit	BB	—		—
Investment grade risk exposure	330		(14		)	4 years	CMBS Credit	A	330		14
Below investment grade risk exposure	195		(42		)	4 years	CMBS Credit	B	195		42
Embedded credit derivatives
Investment grade risk exposure	350		325			4 years	Corporate Credit	BBB	—		—
Total	$	7,061	$	337					$	4,528	$	18

As of December 31, 2012

							Underlying Referenced Credit Obligation(s) [1]
Credit Derivative type by derivative risk exposure	Notional Amount [2]		Fair Value			Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]		Offsetting Fair Value [3]
Single name credit default swaps
Investment grade risk exposure	$	2,321	$	7		3 years	Corporate Credit/ Foreign Gov.	A	$	1,367	$	(26	)
Below investment grade risk exposure	145		(1		)	1 year	Corporate Credit	B+	145		(3		)
Basket credit default swaps [4]
Investment grade risk exposure	3,978		7			3 years	Corporate Credit	BBB+	2,712		(13		)
Investment grade risk exposure	330		(17		)	4 years	CMBS Credit	A	330		17
Below investment grade risk exposure	195		(46		)	4 years	CMBS Credit	B+	195		46
Embedded credit derivatives
Investment grade risk exposure	525		478			4 years	Corporate Credit	BBB-	—		—
Total	$	7,494	$	428					$	4,749	$	21

[1] The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.

[2] Notional amount is equal to the maximum potential future loss amount. These derivatives are written under master netting agreements which include credit support annexes ("CSAs") that provide for collateral postings at the legal entity and counterparty level in accordance with ratings and threshold levels. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.

[3] The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.

[4] Includes $4.4 billion and $4.5 billion as of March 31, 2013 and December 31, 2012, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.

International [Member]

Derivative [Line Items]

Notional and Fair Value for International Program Hedging Instruments [Table Text Block] [Table Text Block]

	Notional Amount				Fair Value
	March 31, 2013		December 31, 2012		March 31, 2013			December 31, 2012
Credit derivatives	$	350	$	350	$	28		$	28
Currency forwards [1]	9,160		9,327		153			(87		)
Currency options	15,462		10,342		9			(24		)
Equity futures	2,294		2,332		—			—
Equity options	4,240		3,952		(46		)	47
Equity swaps	4,735		2,617		(7		)	(12		)
Customized swaps	829		899		(20		)	(11		)
Interest rate futures	486		634		—			—
Interest rate swaps and swaptions	34,567		32,632		258			228
Total	$	72,123	$	63,085	$	375		$	169

[1] As of March 31, 2013 and December 31, 2012 net notional amounts are $2.3 billion and $0.1 billion, respectively, which include $5.7 billion and $4.7 billion, respectively, related to long positions and $3.4 billion and $4.6 billion, respectively, related to short positions.