The Hartford 2012 Annual Report Download - page 198

Table of Contents



  
   


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
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


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
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
Interest rate swaps $6,063 $8,652 $ 271 $ 329 $ 271 $ 329 $ — $ —
Foreign currency swaps 163 291 (17) 6 3 30 (20)(24)
       

Interest rate swaps 753 1,007 (55)(78) — — (55)(78)
Foreign currency swaps 40 677 16 (39)16 63 — (102)
     

Interest rate contracts
Interest rate swaps, caps, floors, and futures 17,117 10,144 (497)(583)556 531 (1,053)(1,114)
Foreign exchange contracts
Foreign currency swaps and forwards 355 380 (16) (12) 5 6 (21)(18)
Japan 3Win foreign currency swaps 1,816 2,054 (127)184 —184 (127) —
Japanese fixed annuity hedging instruments 1,652 1,945 224 514 228 540 (4) (26)
Credit contracts
Credit derivatives that purchase credit protection 1,823 1,721 (8) 36 5 56 (13)(20)
Credit derivatives that assume credit risk [1] 2,745 2,952 (29) (648)19 2(48) (650)
Credit derivatives in offsetting positions 9,497 8,189 (32) (57) 94 164 (126) (221)
Equity contracts
Equity index swaps and options 994 1,501 47 27 57 40 (10)(13)
Variable annuity hedge program
U.S. GMWB product derivative [2] 28,868 34,569 (1,249) (2,538) — — (1,249) (2,538)
U.S. GMWB reinsurance contracts 5,773 7,193 191 443 191 443 — —
U.S. GMWB hedging instruments 18,622 16,406 572 894 743 1,022 (171)(128)
U.S. macro hedge program 7,442 6,819 286 357 356 357 (70) —
International program product derivatives [2] 2,454 2,710 (48)(71) — — (48)(71)
International program hedging instruments 63,085 33,726 169 750 1,020 887 (851) (137)
Other
Contingent capital facility put option 500 500 23 28 23 28 — —
     

           

Fixed maturities, available-for-sale $703 $703 $(32) $ (72) $ — $ — $ (32) $ (72)
Other investments 54,504 60,227 1,045 2,331 1,581 3,165 (536) (834)
Other liabilities 77,384 35,944 (177)(538)1,815 1,074 (1,992)(1,612)
Consumer notes 26 35 (2)(4) — — (2)(4)
Reinsurance recoverables 5,773 7,193 191 443 191 443 — —
Other policyholder funds and benefits payable 31,372 37,334 (1,304)(2,618) — — (1,304)(2,618)
           
[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.
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