Company: HIG-PG
Filing Date: 2025-07-28
Form Type: 10-Q
Source: 0000874766-25-000084
Chunk: 280

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-07-28
Form: 10-Q
Item: Item 8
Chunk 280
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 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. 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 payments or receipts 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. 

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Table of ContentsNote 6 - DerivativesThe Hartford Insurance Group, Inc.Notes To Condensed Consolidated Financial Statements (continued)

Derivative Balance Sheet PresentationNet DerivativesAsset Derivatives Liability Derivatives Notional AmountFair ValueFair ValueFair ValueHedge Designation/ Derivative TypeJun 30, 2025Dec. 31, 2024Jun 30, 2025Dec. 31, 2024Jun 30, 2025Dec. 31, 2024Jun 30, 2025Dec. 31, 2024Cash flow hedgesInterest rate swaps$3,975 $4,225 $1 $— $1 $— $— $— Foreign currency swaps590 646 (12)41 21 52 (33)(11)Total cash flow hedges4,565 4,871 (11)41 22 52 (33)(11)Non-qualifying strategiesInterest rate contractsInterest rate swaps and futures333 344 (2)— — 1 (2)(1)Foreign exchange contractsForeign currency swaps590 647 — — — — — — Credit contractsCredit derivatives in offsetting positions985 986 — — 28 31 (28)(31)Equity contractsEquity index options943 233 5 4 5 4 — — Total non-qualifying strategies2,851 2,210 3 4 33 36 (30)(32)Total cash flow hedges and non-qualifying strategies$7,416 $7,081 $(8)$45 $55 $88 $(63)$(43)Balance Sheet LocationFixed maturities, AFS$590 $647 $— $— $— $— $— $— Other investments1,640