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Derivatives Instruments Level 3 (Tables)

9 Months Ended

Sep. 30, 2016

Derivative [Line Items]

Offsetting Liabilities [Table Text Block]

	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	$	(1,730	)		$	(818	)		$	(798	)		$	(114	)		$	(889	)		$	(23	)

	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	$	(2,067	)		$	(1,049	)		$	(1,055	)		$	37			$	(974	)		$	(44	)

Offsetting Assets [Table Text Block]

As of September 30, 2016

	(i)				(ii)				(iii) = (i) - (ii)							(iv)					(v) = (iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for 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	$	1,290			$	1,024			$	278			$	(12	)		$	209			$	57

	(i)				(ii)				(iii) = (i) - (ii)							(iv)					(v) = (iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for 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	$	933			$	756			$	1			$	176			$	100			$	77

Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

Fair Value Hedges

For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current period earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

For both the three and nine months ended September 30, 2016 and 2015, the Company recognized in income losses of less than $1 representing the ineffective portion of fair value hedges for the derivative instrument and the hedged item.

Derivative Instruments, Gain (Loss) [Table Text Block]

Derivatives Used in Non-Qualifying Strategies

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

	Three Months Ended September 30,							Nine Months Ended September 30,
	2016			2015				2016			2015
Interest rate contracts
Interest rate swaps, swaptions, and futures	$	(2	)	$	(11	)		$	(22	)	$	(16	)
Foreign exchange contracts
Foreign currency swaps and forwards [1]	4			3				25			11
Fixed payout annuity hedge [2]	13			8				109			(23		)
Credit contracts
Credit derivatives that purchase credit protection	(12		)	7				(19		)	5
Credit derivatives that assume credit risk	24			(23		)		28			(25		)
Equity contracts
Equity index swaps and options	(2		)	1				15			4
Commodity contracts
Commodity options	—			2				—			(8		)
Variable annuity hedge program
GMWB product derivatives	87			(150		)		(22		)	(91		)
GMWB reinsurance contracts	(15		)	24				(2		)	15
GMWB hedging instruments	(66		)	94				16			41
Macro hedge program	(64		)	51				(98		)	24
Other
Contingent capital facility put option	(1		)	(2		)		(4		)	(5		)
Modified coinsurance reinsurance contracts	(1		)	2				(48		)	28
Total [3]	$	(35	)	$	6			$	(22	)	$	(40	)

[1] Not included in this amount is the associated transactional foreign currency revaluation related to changes in equity of the U.K. property and casualty runoff subsidiaries, currently held for sale, adjusted through realized capital losses of $(10) and $(33) for the three and nine months ended September 30, 2016.

[2] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital losses of $(10) and $(17) for the three months ended September 30, 2016 and 2015, respectively, and $(118) and $(1) for the nine months ended September 30, 2016 and 2015, respectively.

[3] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements

Disclosure of Credit Derivatives [Table Text Block]

Credit Risk Assumed through Credit Derivatives

The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that would be permissible under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.

The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of September 30, 2016, and December 31, 2015.

As of September 30, 2016

								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	$	169		$	1		4 years	Corporate Credit/ Foreign Gov.	A-	$	50		$	—
Below investment grade risk exposure	77			—			1 year	Corporate Credit	B+	77			—
Basket credit default swaps [4]
Investment grade risk exposure	2,446			23			3 years	Corporate Credit	BBB+	1,415			(10		)
Below investment grade risk exposure	50			3			5 years	Corporate Credit	B+	50			(3		)
Investment grade risk exposure	516			(12		)	5 years	CMBS Credit	AA+	188			1
Below investment grade risk exposure	118			(28		)	1 year	CMBS Credit	CCC	118			28
Embedded credit derivatives
Investment grade risk exposure	350			351			1 year	Corporate Credit	A+	—			—
Total [5]	$	3,726		$	338					$	1,898		$	16

As of December 31, 2015

								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	$	190		$	(1	)	1 year	Corporate Credit/ Foreign Gov.	BBB+	$	176		$	(1	)
Below investment grade risk exposure	77			(2		)	2 years	Corporate Credit	B	77			1
Basket credit default swaps [4]
Investment grade risk exposure	3,036			22			4 years	Corporate Credit	BBB+	1,411			(13		)
Investment grade risk exposure	681			(19		)	6 years	CMBS Credit	AA+	212			1
Below investment grade risk exposure	153			(25		)	1 year	CMBS Credit	CCC	153			25
Embedded credit derivatives
Investment grade risk exposure	350			346			1 year	Corporate Credit	A+	—			—
Total [5]	$	4,487		$	321					$	2,029		$	13

[1] The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, Fitch, and Morningstar. 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 governed by agreements, clearing house rules, and applicable law, which include collateral posting requirements. 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 $3.1 billion and $3.9 billion as of September 30, 2016, and December 31, 2015, respectively, of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.

[5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements

Derivative Instruments and Hedging Activities Disclosure [Text Block]

The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, commodity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that are permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.

Strategies That Qualify for Hedge Accounting

Certain derivatives that the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements, included in The Hartford’s 2015 Form 10-K Annual Report. Typically, these hedge relationships include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The interest rate swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The hedge strategies by hedge accounting designation include:

Cash Flow Hedges

Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates. The Company also enters into forward starting swap agreements to hedge the interest rate exposure related to the purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain liabilities.

Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.

Fair Value Hedges

Interest rate swaps are used to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates. These swaps are typically used to manage interest rate duration.

Non-Qualifying Strategies

Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting.

The non-qualifying strategies include:

Interest Rate Swaps, Swaptions, and Futures

The Company uses interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of September 30, 2016, and December 31, 2015, the notional amount of interest rate swaps in offsetting relationships was $12.1 billion and $12.9 billion, respectively.

Foreign Currency Swaps and Forwards

Foreign currency forwards are used to hedge non-U.S. dollar denominated cash and equity securities as well as currency impacts on changes in equity of the U.K. property and casualty runoff subsidiaries that is held for sale. For further information on the disposition, see Note 2 - Business Acquisitions and Dispositions of Notes to Condensed Consolidated Financial Statements. The Company also enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.

Fixed Payout Annuity Hedge

The Company reinsures certain yen denominated fixed payout annuities. The Company invests in U.S. dollar denominated assets to support the reinsurance liability. The Company has in place pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments.

Credit Contracts

Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to certain structured fixed maturity securities that have embedded credit derivatives, which reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.

Equity Index Swaps and Options

The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio. During 2015, the Company entered into a total return swap to hedge equity risk of specific common stock investments which were accounted for using the fair value option in order to align the accounting treatment within net realized capital gains (losses). The swap matured in January 2016 and the specific common stock investments were sold at that time. In addition, the Company formerly offered certain equity indexed products that remain in force, a portion of which contain embedded derivatives that require bifurcation. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products.

Commodity Contracts

The Company has used put option contracts on oil futures to partially offset potential losses related to certain fixed maturity securities that could be impacted by changes in oil prices.

GMWB Derivatives, Net

The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.

The Company utilizes derivatives (“GMWB hedging instruments”) as part of a dynamic hedging program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders due to changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. The following table presents notional and fair value for GMWB hedging instruments.

	Notional Amount						Fair Value
	September 30, 2016			December 31, 2015			September 30, 2016			December 31, 2015
Customized swaps	$	5,366		$	5,877		$	142		$	131
Equity swaps, options, and futures	1,355			1,362			(13		)	2
Interest rate swaps and futures	3,743			3,740			40			25
Total	$	10,464		$	10,979		$	169		$	158

Macro Hedge Program

The Company utilizes equity swaps, options, futures, and forwards to provide partial protection against the statutory tail scenario risk arising from GMWB and guaranteed minimum death benefit ("GMDB") liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. The following table presents notional and fair value for the macro hedge program.

	Notional Amount						Fair Value
	September 30, 2016			December 31, 2015			September 30, 2016			December 31, 2015
Equity swaps, options, futures, and forwards	$	6,348		$	4,548		$	136		$	147
Total	$	6,348		$	4,548		$	136		$	147

Contingent Capital Facility Put Option

The Company entered into a put option agreement that provides the Company the right to require a third-party trust to purchase, at any time, The Hartford’s junior subordinated notes in a maximum aggregate principal amount of $500. Under the put option agreement, The Hartford will pay premiums on a periodic basis and will reimburse the trust for certain fees and ordinary expenses.

Modified Coinsurance Reinsurance Contracts

As of September 30, 2016, and December 31, 2015, the Company had approximately $921 and $895, respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amount of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.

Derivative Balance Sheet Classification

The following table summarizes the balance sheet classification of the Company’s derivative related net fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivative fair value reported as liabilities after taking into account the master netting agreements was $1.4 billion and $1.1 billion, respectively, as of September 30, 2016, and December 31, 2015. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders, are not included in the table below. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The following tables exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

	Net Derivatives												Asset Derivatives						Liability Derivatives
	Notional Amount						Fair Value						Fair Value						Fair Value
Hedge Designation/ Derivative Type	Sep. 30, 2016			Dec. 31, 2015			Sep. 30, 2016			Dec. 31, 2015			Sep. 30, 2016			Dec. 31, 2015			Sep. 30, 2016			Dec. 31, 2015
Cash flow hedges
Interest rate swaps	$	3,443		$	3,527		$	74		$	17		$	84		$	50		$	(10	)	$	(33	)
Foreign currency swaps	182			143			(17		)	(19		)	8			7			(25		)	(26		)
Total cash flow hedges	3,625			3,670			57			(2		)	92			57			(35		)	(59		)
Fair value hedges
Interest rate swaps	23			23			—			—			—			—			—			—
Total fair value hedges	23			23			—			—			—			—			—			—
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, and futures	12,816			14,290			(931		)	(814		)	590			297			(1,521		)	(1,111		)
Foreign exchange contracts
Foreign currency swaps and forwards	1,090			653			9			17			15			17			(6		)	—
Fixed payout annuity hedge	1,063			1,063			(247		)	(357		)	—			—			(247		)	(357		)
Credit contracts
Credit derivatives that purchase credit protection	185			423			(5		)	18			—			22			(5		)	(4		)
Credit derivatives that assume credit risk [1]	1,828			2,458			4			(13		)	15			9			(11		)	(22		)
Credit derivatives in offsetting positions	3,797			4,059			—			(2		)	43			40			(43		)	(42		)
Equity contracts
Equity index swaps and options	105			419			(1		)	15			30			41			(31		)	(26		)
Variable annuity hedge program
GMWB product derivatives [2]	13,603			15,099			(348		)	(262		)	—			—			(348		)	(262		)
GMWB reinsurance contracts	2,809			3,106			98			83			98			83			—			—
GMWB hedging instruments	10,464			10,979			169			158			307			264			(138		)	(106		)
Macro hedge program	6,348			4,548			136			147			197			179			(61		)	(32		)
Other
Contingent capital facility put option	500			500			2			7			2			7			—			—
Modified coinsurance reinsurance contracts	921			895			31			79			31			79			—			—
Total non-qualifying strategies	55,529			58,492			(1,083		)	(924		)	1,328			1,038			(2,411		)	(1,962		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	59,177		$	62,185		$	(1,026	)	$	(926	)	$	1,420		$	1,095		$	(2,446	)	$	(2,021	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	416		$	425		$	1		$	(3	)	$	1		$	—		$	—		$	(3	)
Other investments	10,477			23,253			278			1			350			409			(72		)	(408		)
Other liabilities	30,902			19,358			(1,055		)	(798		)	940			524			(1,995		)	(1,322		)
Reinsurance recoverables	3,729			4,000			129			162			129			162			—			—
Other policyholder funds and benefits payable	13,653			15,149			(379		)	(288		)	—			—			(379		)	(288		)
Total derivatives	$	59,177		$	62,185		$	(1,026	)	$	(926	)	$	1,420		$	1,095		$	(2,446	)	$	(2,021	)

[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.

Change in Notional Amount

The net decrease in notional amount of derivatives since December 31, 2015, was primarily due to the following:

• The decline in the combined notional amount associated with the GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by policyholder lapses and partial withdrawals.

• The decline in notional amount related to non-qualifying interest rate derivatives was primarily driven by the termination of interest rate swaps that were used for duration management.

• The decline in notional amount related to the termination of credit derivatives that assume credit risk was a result of re-balancing within certain fixed maturity sectors. The terminated positions related to replication transactions that pair credit derivatives with high quality liquid securities to earn a higher credit spread.

• The increase in the notional amount associated with the macro hedge program was primarily due to purchases of equity options and forwards to hedge more of the equity risk.

• The increase in the notional amount related to foreign currency derivatives was primarily due to purchases of currency forwards that are used to hedge non-U.S. dollar denominated cash.

Change in Fair Value

The net decline in the total fair value of derivative instruments since December 31, 2015, was primarily related to the following:

• The decrease in fair value related to the combined GMWB hedging program was primarily due to an increase in the U.S. equity markets, assumption and fund regression updates, partially offset by an increase in fair value driven by favorable policyholder behavior and outperformance of the underlying actively managed funds compared to their respective indices.

• The increase in fair value associated with qualifying cash flow hedge interest rate swaps was due to a decline in interest rates and the decrease in fair value related to non-qualifying interest rate swaps was due to the termination of offsetting swaps that were in a net gain position.

• The decrease in the fair value associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, was primarily driven by a decline in interest rates.

• The increase in fair value associated with the fixed payout annuity hedges was primarily driven by an appreciation of the Japanese yen in comparison to the U.S. dollar, slightly offset by a decline in U.S. interest rates.

Offsetting of Derivative Assets (Liabilities)

The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Condensed Consolidated Balance Sheets. Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP.

As of September 30, 2016

	(i)				(ii)				(iii) = (i) - (ii)							(iv)					(v) = (iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for 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	$	1,290			$	1,024			$	278			$	(12	)		$	209			$	57

	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	$	(2,067	)		$	(1,049	)		$	(1,055	)		$	37			$	(974	)		$	(44	)

As of December 31, 2015

	(i)				(ii)				(iii) = (i) - (ii)							(iv)					(v) = (iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for 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	$	933			$	756			$	1			$	176			$	100			$	77

	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	$	(1,730	)		$	(818	)		$	(798	)		$	(114	)		$	(889	)		$	(23	)

[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 and amount presented is limited to the net derivative receivable associated with each counterparty.

[3] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and amount presented is limited to the net derivative payable associated with each counterparty.

[4] Excludes collateral associated with exchange-traded derivative instruments.

Cash Flow Hedges

For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

The following tables present the components of the gain or loss on derivatives that qualify as cash flow hedges:

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 September 30,						Nine Months Ended September 30,							Three Months Ended September 30,						Nine Months Ended September 30,
	2016			2015			2016			2015				2016			2015			2016			2015
Interest rate swaps	$	(26	)	$	91		$	120		$	76			$	—		$	—		$	—		$	—
Foreign currency swaps	—			—			1			(1		)		—			—			—			—
Total	$	(26	)	$	91		$	121		$	75			$	—		$	—		$	—		$	—

		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three Months Ended September 30,							Nine Months Ended September 30,
	Location	2016			2015				2016			2015
Interest rate swaps	Net realized capital gains	$	—		$	1			$	7		$	4
Interest rate swaps	Net investment income	16			15				46			47
Foreign currency swaps	Net realized capital gains (losses)	1			—				3			(7		)
Total		$	17		$	16			$	56		$	44

As of September 30, 2016, the before-tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $29. This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to net investment income over the term of the investment cash flows. The maximum term over which the Company is hedging its exposure to the variability of future cash flows for forecasted transactions, excluding interest payments on existing variable-rate financial instruments, is approximately two years.

During the three and nine months ended September 30, 2016, and September 30, 2015, the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring.

Fair Value Hedges

For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current period earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

For both the three and nine months ended September 30, 2016 and 2015, the Company recognized in income losses of less than $1 representing the ineffective portion of fair value hedges for the derivative instrument and the hedged item.

Non-Qualifying Strategies

For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). The following table presents the 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 September 30,							Nine Months Ended September 30,
	2016			2015				2016			2015
Interest rate contracts
Interest rate swaps, swaptions, and futures	$	(2	)	$	(11	)		$	(22	)	$	(16	)
Foreign exchange contracts
Foreign currency swaps and forwards [1]	4			3				25			11
Fixed payout annuity hedge [2]	13			8				109			(23		)
Credit contracts
Credit derivatives that purchase credit protection	(12		)	7				(19		)	5
Credit derivatives that assume credit risk	24			(23		)		28			(25		)
Equity contracts
Equity index swaps and options	(2		)	1				15			4
Commodity contracts
Commodity options	—			2				—			(8		)
Variable annuity hedge program
GMWB product derivatives	87			(150		)		(22		)	(91		)
GMWB reinsurance contracts	(15		)	24				(2		)	15
GMWB hedging instruments	(66		)	94				16			41
Macro hedge program	(64		)	51				(98		)	24
Other
Contingent capital facility put option	(1		)	(2		)		(4		)	(5		)
Modified coinsurance reinsurance contracts	(1		)	2				(48		)	28
Total [3]	$	(35	)	$	6			$	(22	)	$	(40	)

[1] Not included in this amount is the associated transactional foreign currency revaluation related to changes in equity of the U.K. property and casualty runoff subsidiaries, currently held for sale, adjusted through realized capital losses of $(10) and $(33) for the three and nine months ended September 30, 2016.

[2] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital losses of $(10) and $(17) for the three months ended September 30, 2016 and 2015, respectively, and $(118) and $(1) for the nine months ended September 30, 2016 and 2015, respectively.

[3] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements.

For the three months ended September 30, 2016, the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:

• The net gain on fixed payout annuity hedge was primarily driven by an appreciation of the Japanese yen in comparison to the U.S. dollar.

• The net gain on credit contracts was primarily driven by credit spread tightening.

• The net gain related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily due to favorable policyholder behavior and outperformance of the underlying actively managed funds compared to their respective indices, partially offset by losses resulting from assumption updates and an increase in interest rates.

• The net loss on the macro hedge program was primarily driven by an increase in equity markets, time decay of options, and a decline in equity volatility.

For the nine months ended September 30, 2016, the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:

• The net loss related to interest rate derivatives was primarily driven by a decline in interest rates and terminations of derivative positions used for duration management.

• The net gain on foreign currency swaps and forwards primarily related to the U.K. property and casualty runoff subsidiary hedge and was driven by depreciation of the British pound.

• The net gain on the fixed annuity payout hedge was driven by an appreciation of the Japanese yen in comparison to the U.S. dollar, slightly offset by a decline in U.S. interest rates.

• The net gain on credit contracts was primarily driven by credit spread tightening.

• The net loss related to the combined GMWB hedging program was primarily due to an increase in the U.S. equity markets, partially offset by non-market gains. The non-market gains include favorable policyholder behavior and outperformance of the underlying actively managed funds compared to their respective indices, partially offset by assumption and fund regression updates.

• The net loss on the macro hedge program was primarily driven by an increase in equity markets and time decay of options.

• The loss associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, was primarily driven by a decline in interest rates. The assets remain on the Company's books and the Company recorded an offsetting gain in AOCI as a result of the increase in market value of the bonds.

For the three and nine months ended September 30, 2015, the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:

• The losses related to interest rate swaps were driven by a decline in interest rates.

• For the nine months September 30, 2015, the net loss related to the fixed payout annuity hedge was primarily driven by a decline in U.S. interest rates.

• The net losses related to credit derivatives were primarily driven by widening credit spreads.

• The net losses related to the combined GMWB hedging program which includes the GMWB product, reinsurance, and hedging derivatives, were primarily driven by underperformance of the underlying actively managed funds compared to their respective indices and unfavorable policyholder behavior.

• For the three months ended September 30, 2015, the gain on the macro hedge program was primarily driven by a decline in equity markets. For the nine months ended September 30, 2015, the gain on the macro hedge program was primarily driven by a decline in equity markets, increased equity volatility, and a decline in interest rates, partially offset by a loss driven by time decay on options.

• The gains associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, were primarily driven by widening credit spreads, partially offset by a decline in long-term interest rates.

For additional disclosures regarding contingent credit related features in derivative agreements, see Note 10 - Commitments and Contingencies of Notes to Condensed Consolidated Financial Statements.

Credit Risk Assumed through Credit Derivatives

The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that would be permissible under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.

The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of September 30, 2016, and December 31, 2015.

As of September 30, 2016

								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	$	169		$	1		4 years	Corporate Credit/ Foreign Gov.	A-	$	50		$	—
Below investment grade risk exposure	77			—			1 year	Corporate Credit	B+	77			—
Basket credit default swaps [4]
Investment grade risk exposure	2,446			23			3 years	Corporate Credit	BBB+	1,415			(10		)
Below investment grade risk exposure	50			3			5 years	Corporate Credit	B+	50			(3		)
Investment grade risk exposure	516			(12		)	5 years	CMBS Credit	AA+	188			1
Below investment grade risk exposure	118			(28		)	1 year	CMBS Credit	CCC	118			28
Embedded credit derivatives
Investment grade risk exposure	350			351			1 year	Corporate Credit	A+	—			—
Total [5]	$	3,726		$	338					$	1,898		$	16

As of December 31, 2015

								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	$	190		$	(1	)	1 year	Corporate Credit/ Foreign Gov.	BBB+	$	176		$	(1	)
Below investment grade risk exposure	77			(2		)	2 years	Corporate Credit	B	77			1
Basket credit default swaps [4]
Investment grade risk exposure	3,036			22			4 years	Corporate Credit	BBB+	1,411			(13		)
Investment grade risk exposure	681			(19		)	6 years	CMBS Credit	AA+	212			1
Below investment grade risk exposure	153			(25		)	1 year	CMBS Credit	CCC	153			25
Embedded credit derivatives
Investment grade risk exposure	350			346			1 year	Corporate Credit	A+	—			—
Total [5]	$	4,487		$	321					$	2,029		$	13

[1] The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, Fitch, and Morningstar. 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 governed by agreements, clearing house rules, and applicable law, which include collateral posting requirements. 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 $3.1 billion and $3.9 billion as of September 30, 2016, and December 31, 2015, respectively, of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.

[5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements.

Derivative Collateral Arrangements

The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of September 30, 2016, and December 31, 2015, the Company pledged cash collateral associated with derivative instruments with a fair value of $403 and $488, respectively, for which the collateral receivable has been primarily included within other assets on the Company's Condensed Consolidated Balance Sheets. The Company also pledged securities collateral associated with derivative instruments with a fair value of $1.2 billion and $1.1 billion, respectively, as of September 30, 2016, and December 31, 2015, which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities.

As of September 30, 2016, and December 31, 2015, the Company accepted cash collateral associated with derivative instruments of $378 and $369, respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of September 30, 2016, and December 31, 2015, with a fair value of $219 and $100, respectively, of which the Company has the ability to sell or repledge $207 and $100, respectively. As of September 30, 2016, and December 31, 2015, the Company had no repledged securities and did not sell any securities. In addition, as of September 30, 2016, and December 31, 2015, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

Cash Flow Hedges

For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

The following tables present the components of the gain or loss on derivatives that qualify as cash flow hedges:

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 September 30,						Nine Months Ended September 30,							Three Months Ended September 30,						Nine Months Ended September 30,
	2016			2015			2016			2015				2016			2015			2016			2015
Interest rate swaps	$	(26	)	$	91		$	120		$	76			$	—		$	—		$	—		$	—
Foreign currency swaps	—			—			1			(1		)		—			—			—			—
Total	$	(26	)	$	91		$	121		$	75			$	—		$	—		$	—		$	—

		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three Months Ended September 30,							Nine Months Ended September 30,
	Location	2016			2015				2016			2015
Interest rate swaps	Net realized capital gains	$	—		$	1			$	7		$	4
Interest rate swaps	Net investment income	16			15				46			47
Foreign currency swaps	Net realized capital gains (losses)	1			—				3			(7		)
Total		$	17		$	16			$	56		$	44

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

Derivative Balance Sheet Classification

The following table summarizes the balance sheet classification of the Company’s derivative related net fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset within total assets or total liabilities based upon the net of the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivative fair value reported as liabilities after taking into account the master netting agreements was $1.4 billion and $1.1 billion, respectively, as of September 30, 2016, and December 31, 2015. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders, are not included in the table below. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The following tables exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

	Net Derivatives												Asset Derivatives						Liability Derivatives
	Notional Amount						Fair Value						Fair Value						Fair Value
Hedge Designation/ Derivative Type	Sep. 30, 2016			Dec. 31, 2015			Sep. 30, 2016			Dec. 31, 2015			Sep. 30, 2016			Dec. 31, 2015			Sep. 30, 2016			Dec. 31, 2015
Cash flow hedges
Interest rate swaps	$	3,443		$	3,527		$	74		$	17		$	84		$	50		$	(10	)	$	(33	)
Foreign currency swaps	182			143			(17		)	(19		)	8			7			(25		)	(26		)
Total cash flow hedges	3,625			3,670			57			(2		)	92			57			(35		)	(59		)
Fair value hedges
Interest rate swaps	23			23			—			—			—			—			—			—
Total fair value hedges	23			23			—			—			—			—			—			—
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, and futures	12,816			14,290			(931		)	(814		)	590			297			(1,521		)	(1,111		)
Foreign exchange contracts
Foreign currency swaps and forwards	1,090			653			9			17			15			17			(6		)	—
Fixed payout annuity hedge	1,063			1,063			(247		)	(357		)	—			—			(247		)	(357		)
Credit contracts
Credit derivatives that purchase credit protection	185			423			(5		)	18			—			22			(5		)	(4		)
Credit derivatives that assume credit risk [1]	1,828			2,458			4			(13		)	15			9			(11		)	(22		)
Credit derivatives in offsetting positions	3,797			4,059			—			(2		)	43			40			(43		)	(42		)
Equity contracts
Equity index swaps and options	105			419			(1		)	15			30			41			(31		)	(26		)
Variable annuity hedge program
GMWB product derivatives [2]	13,603			15,099			(348		)	(262		)	—			—			(348		)	(262		)
GMWB reinsurance contracts	2,809			3,106			98			83			98			83			—			—
GMWB hedging instruments	10,464			10,979			169			158			307			264			(138		)	(106		)
Macro hedge program	6,348			4,548			136			147			197			179			(61		)	(32		)
Other
Contingent capital facility put option	500			500			2			7			2			7			—			—
Modified coinsurance reinsurance contracts	921			895			31			79			31			79			—			—
Total non-qualifying strategies	55,529			58,492			(1,083		)	(924		)	1,328			1,038			(2,411		)	(1,962		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	59,177		$	62,185		$	(1,026	)	$	(926	)	$	1,420		$	1,095		$	(2,446	)	$	(2,021	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	416		$	425		$	1		$	(3	)	$	1		$	—		$	—		$	(3	)
Other investments	10,477			23,253			278			1			350			409			(72		)	(408		)
Other liabilities	30,902			19,358			(1,055		)	(798		)	940			524			(1,995		)	(1,322		)
Reinsurance recoverables	3,729			4,000			129			162			129			162			—			—
Other policyholder funds and benefits payable	13,653			15,149			(379		)	(288		)	—			—			(379		)	(288		)
Total derivatives	$	59,177		$	62,185		$	(1,026	)	$	(926	)	$	1,420		$	1,095		$	(2,446	)	$	(2,021	)

[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.

Schedule of Derivative Instruments [Table Text Block]

	Notional Amount						Fair Value
	September 30, 2016			December 31, 2015			September 30, 2016			December 31, 2015
Customized swaps	$	5,366		$	5,877		$	142		$	131
Equity swaps, options, and futures	1,355			1,362			(13		)	2
Interest rate swaps and futures	3,743			3,740			40			25
Total	$	10,464		$	10,979		$	169		$	158

Macro Hedge Program

The Company utilizes equity swaps, options, futures, and forwards to provide partial protection against the statutory tail scenario risk arising from GMWB and guaranteed minimum death benefit ("GMDB") liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. The following table presents notional and fair value for the macro hedge program.

	Notional Amount						Fair Value
	September 30, 2016			December 31, 2015			September 30, 2016			December 31, 2015
Equity swaps, options, futures, and forwards	$	6,348		$	4,548		$	136		$	147
Total	$	6,348		$	4,548		$	136		$	147

Derivatives, Methods of Accounting, Hedge Documentation [Policy Text Block]

Strategies That Qualify for Hedge Accounting

Certain derivatives that the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements, included in The Hartford’s 2015 Form 10-K Annual Report. Typically, these hedge relationships include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The interest rate swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The hedge strategies by hedge accounting designation include:

Cash Flow Hedges

Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates. The Company also enters into forward starting swap agreements to hedge the interest rate exposure related to the purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain liabilities.

Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.

Fair Value Hedges

Interest rate swaps are used to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates. These swaps are typically used to manage interest rate duration.

Derivatives, Methods of Accounting, Derivatives Not Designated or Qualifying as Hedges [Policy Text Block]

Non-Qualifying Strategies

Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting.

The non-qualifying strategies include:

Interest Rate Swaps, Swaptions, and Futures

The Company uses interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of September 30, 2016, and December 31, 2015, the notional amount of interest rate swaps in offsetting relationships was $12.1 billion and $12.9 billion, respectively.

Foreign Currency Swaps and Forwards

Foreign currency forwards are used to hedge non-U.S. dollar denominated cash and equity securities as well as currency impacts on changes in equity of the U.K. property and casualty runoff subsidiaries that is held for sale. For further information on the disposition, see Note 2 - Business Acquisitions and Dispositions of Notes to Condensed Consolidated Financial Statements. The Company also enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.

Fixed Payout Annuity Hedge

The Company reinsures certain yen denominated fixed payout annuities. The Company invests in U.S. dollar denominated assets to support the reinsurance liability. The Company has in place pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments.

Credit Contracts

Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to certain structured fixed maturity securities that have embedded credit derivatives, which reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.

Equity Index Swaps and Options

The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio. During 2015, the Company entered into a total return swap to hedge equity risk of specific common stock investments which were accounted for using the fair value option in order to align the accounting treatment within net realized capital gains (losses). The swap matured in January 2016 and the specific common stock investments were sold at that time. In addition, the Company formerly offered certain equity indexed products that remain in force, a portion of which contain embedded derivatives that require bifurcation. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products.

Commodity Contracts

The Company has used put option contracts on oil futures to partially offset potential losses related to certain fixed maturity securities that could be impacted by changes in oil prices.

GMWB Derivatives, Net

The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.

The Company utilizes derivatives (“GMWB hedging instruments”) as part of a dynamic hedging program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders due to changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. The following table presents notional and fair value for GMWB hedging instruments.

	Notional Amount						Fair Value
	September 30, 2016			December 31, 2015			September 30, 2016			December 31, 2015
Customized swaps	$	5,366		$	5,877		$	142		$	131
Equity swaps, options, and futures	1,355			1,362			(13		)	2
Interest rate swaps and futures	3,743			3,740			40			25
Total	$	10,464		$	10,979		$	169		$	158

Macro Hedge Program

The Company utilizes equity swaps, options, futures, and forwards to provide partial protection against the statutory tail scenario risk arising from GMWB and guaranteed minimum death benefit ("GMDB") liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. The following table presents notional and fair value for the macro hedge program.

	Notional Amount						Fair Value
	September 30, 2016			December 31, 2015			September 30, 2016			December 31, 2015
Equity swaps, options, futures, and forwards	$	6,348		$	4,548		$	136		$	147
Total	$	6,348		$	4,548		$	136		$	147

Contingent Capital Facility Put Option

The Company entered into a put option agreement that provides the Company the right to require a third-party trust to purchase, at any time, The Hartford’s junior subordinated notes in a maximum aggregate principal amount of $500. Under the put option agreement, The Hartford will pay premiums on a periodic basis and will reimburse the trust for certain fees and ordinary expenses.

Modified Coinsurance Reinsurance Contracts

As of September 30, 2016, and December 31, 2015, the Company had approximately $921 and $895, respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amount of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.

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