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policyholder behavior and actuarial assumptions. These sensitivities are not perfectly linear nor perfectly symmetrical

for increases and decreases. As such, extrapolating results over a wide range will decrease the accuracy of the

sensitivities’ predictive ability. Sensitivity results are, in part, based on the current “in-the-moneyness” of various

guarantees offered with the products. Future market conditions could significantly change the sensitivity results.

[2] Sensitivity around lapses assumes lapses increase or decrease consistently across all cohort years and products.

Source: HARTFORD FINANCIAL S, 10-K, February 12, 2009