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Investments and Derivative Instruments Level 4 Credit Derivatives (Details) (USD $)
3 Months Ended 12 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Credit Derivatives [Line Items]    
Derivative, Notional Amount $ 71,313,000,000invest_DerivativeNotionalAmount $ 72,850,000,000invest_DerivativeNotionalAmount
Derivative, Fair Value, Net (555,000,000)us-gaap_DerivativeFairValueOfDerivativeNet (639,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 4,438,000,000invest_DerivativeNotionalAmount
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[1],[2] 4,159,000,000invest_DerivativeNotionalAmount
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[1],[2]
Derivative, Fair Value, Net 359,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[2] 345,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[2]
Offsetting Notional Amount 2,575,000,000hig_OffsettingNotionalAmount
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[2],[3] 2,672,000,000hig_OffsettingNotionalAmount
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[2],[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net (5,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[2],[3] (5,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
[2],[3]
Basket Credit Default Swaps [Member]    
Credit Derivatives Footnote [Abstract]    
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers 3,800,000,000hig_AmountOfStandardMarketIndicesOfDiversifiedPortfoliosOfCorporateIssuers
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
3,500,000,000hig_AmountOfStandardMarketIndicesOfDiversifiedPortfoliosOfCorporateIssuers
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
CMBS Credit [Member] | Basket Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 154,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[1] 154,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[1]
Derivative, Fair Value, Net (22,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
(22,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
Derivative, Average Remaining Maturity 2 years 2 years
Underlying Referenced Credit Obligation Type CMBS Credit [2] CMBS Credit [2]
Average Credit Rating CCC+ [2] CCC+ [2]
Offsetting Notional Amount 154,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3] 154,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net 21,000,000us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3] 23,000,000us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3]
CMBS Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 873,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[1] 38,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[1]
Derivative, Fair Value, Net (12,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
(1,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
Derivative, Average Remaining Maturity 6 years 12 years
Underlying Referenced Credit Obligation Type CMBS Credit [2] CMBS Credit [2]
Average Credit Rating AA+ [2] D [2]
Offsetting Notional Amount 267,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3] 269,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net 2,000,000us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3] 3,000,000us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CmbsCreditMember
[3]
Corporate Credit [Member] | Embedded Credit Derivatives [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 350,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1] 350,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1]
Derivative, Fair Value, Net 347,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
342,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
Derivative, Average Remaining Maturity 2 years 2 years
Underlying Referenced Credit Obligation Type Corporate Credit [2] Corporate Credit [2]
Average Credit Rating A+ [2] A [2]
Offsetting Notional Amount 0hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] 0hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net 0us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] 0us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_EmbeddedCreditDerivativesMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 59,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1],[2],[4] 722,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1]
Derivative, Fair Value, Net 4,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[2],[4] (12,000,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
Derivative, Average Remaining Maturity 5 years [2],[4] 6 years
Underlying Referenced Credit Obligation Type Corporate Credit [2] Corporate Credit [2]
Average Credit Rating B+ [2] AA+ [2]
Offsetting Notional Amount 0hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] 0hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net 0us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] 0us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 2,721,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1] 2,546,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1]
Derivative, Fair Value, Net 38,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
33,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
Derivative, Average Remaining Maturity 3 years 3 years
Underlying Referenced Credit Obligation Type Corporate Credit [2] Corporate Credit [2]
Average Credit Rating BBB+ [2] BBB [2]
Offsetting Notional Amount 1,898,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] 1,973,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net (23,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] (25,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_BasketCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Corporate Credit [Member] | Single Name Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 29,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1] 29,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[1]
Derivative, Fair Value, Net 0us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
0us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
Derivative, Average Remaining Maturity 2 years 2 years
Underlying Referenced Credit Obligation Type Corporate Credit Corporate Credit [2]
Average Credit Rating BB BB [2]
Offsetting Notional Amount 29,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] 29,000,000hig_OffsettingNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net (1,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3] (1,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_BelowInvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditMember
[3]
Corporate Credit of Foreign Government [Member] | Single Name Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]    
Credit Derivatives [Line Items]    
Derivative, Notional Amount 252,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditofForeignGovernmentMember
[1] 320,000,000invest_DerivativeNotionalAmount
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditofForeignGovernmentMember
[1]
Derivative, Fair Value, Net 4,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
/ us-gaap_TradingActivityByTypeAxis
= us-gaap_CreditMember
/ hig_UnderlyingReferencedCreditObligationAxis
= hig_CorporateCreditofForeignGovernmentMember
5,000,000us-gaap_DerivativeFairValueOfDerivativeNet
/ hig_CreditDerivativeTypeByDerivativeRiskExposureAxis
= hig_InvestmentGradeRiskExposureMember
/ us-gaap_DerivativeByNatureAxis
= hig_SingleNameCreditDefaultSwapsMember
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Derivative, Average Remaining Maturity 2 years 2 years
Underlying Referenced Credit Obligation Type Corporate Credit/ Foreign Gov. Corporate Credit/ Foreign Gov. [2]
Average Credit Rating BBB+ BBB+ [2]
Offsetting Notional Amount 227,000,000hig_OffsettingNotionalAmount
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[3] 247,000,000hig_OffsettingNotionalAmount
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[3]
Derivative, Fair Value, Amount Offset Against Collateral, Net $ (4,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
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[3] $ (5,000,000)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
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[3]
[1] 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.
[2] 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.
[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 $3.8 billion and $3.5 billion as of March 31, 2015 and December 31, 2014, 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.