NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued) 17.
Pension Plans and Postretirement Health Care and Life Insurance Benefit Plans (continued) Benefit Payments The following table sets forth amounts of benefits expected to be paid over the next ten years from the Company’s pension and postretirement plans as of December 31, 2004:
## Table 0 ##
18.
Stock Compensation Plans On May 18, 2000, the shareholders of The Hartford approved The Hartford Incentive Stock Plan (the “2000 Plan”), which replaced The Hartford 1995 Incentive Stock Plan (the “1995 Plan”).
The terms of the 2000 Plan were substantially similar to the terms of the 1995 Plan except that the 1995 Plan had an annual award limit and a higher maximum award limit.
Under the 2000 Plan, awards may be granted in the form of non-qualified or incentive stock options qualifying under Section 422A of the Internal Revenue Code, performance shares or restricted stock, or any combination of the foregoing.
In addition, stock appreciation rights may be granted in connection with all or part of any stock options granted under the 2000 Plan.
In December 2004, the 2000 Plan was amended to allow for grants of restricted stock units effective as of January 1, 2005.
The aggregate number of shares of stock, which may be awarded, is subject to a maximum limit of 17,211,837 shares applicable to all awards for the ten-year duration of the 2000 Plan.
All options granted have an exercise price equal to the market price of the Company’s common stock on the date of grant, and an option’s maximum term is ten years and two days.
Certain options become exercisable over a three year period commencing one year from the date of grant, while certain other options become exercisable upon the attainment of specified market price appreciation of the Company’s common shares.
For any year, no individual employee may receive an award of options for more than 1,000,000 shares.
As of December 31, 2004, The Hartford had not issued any incentive stock options under the 2000 Plan.
Performance awards of common stock granted under the 2000 Plan become payable upon the attainment of specific performance goals achieved over a period of not less than one nor more than five years, and the restricted stock granted is subject to a restriction period.
On a cumulative basis, no more than 20% of the aggregate number of shares which may be awarded under the 2000 Plan are available for performance shares and restricted stock awards.
Also, the maximum award of performance shares for any individual employee in any year is 200,000 shares.
In 2004, 2003 and 2002, the Company granted shares of common stock of 315,452, 333,712 and 40,852 with weighted average prices of $64.93, $38.13 and $62.28, respectively, related to performance share and restricted stock awards.
In 1996, the Company established The Hartford Employee Stock Purchase Plan (“ESPP”).
Under this plan, eligible employees of The Hartford may purchase common stock of the Company at a 15% discount from the lower of the closing market price at the beginning or end of the quarterly offering period.
The Company may sell up to 5,400,000 shares of stock to eligible employees under the ESPP.
In 2004, 2003 and 2002, 345,262, 443,467 and 408,304 shares were sold, respectively.
The per share weighted average fair value of the discount under the ESPP was $9.31, $11.96, and $11.70 in 2004, 2003 and 2002, respectively.
Additionally, during 1997, The Hartford established employee stock purchase plans for certain employees of the Company’s international subsidiaries.
Under these plans, participants may purchase common stock of The Hartford at a fixed price at the end of a three-year period.
The activity under these programs is not material.
THE HARTFORD FINANCIAL SERVICES GROUP, INC.  NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued) 5.
Fair Value Measurements (continued) At each valuation date, the Company assumes expected returns based on: ?
risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates; ?
market implied volatility assumptions for each underlying index based primarily on a blend of observed market “implied volatility” data; ?
correlations of historical returns across underlying well known market indices based on actual observed returns over the ten years preceding the valuation date; and ?
three years of history for fund indexes compared to separate account fund regression.
On a daily basis, the Company updates capital market assumptions used in the GMWB liability model such as interest rates, equity indices and the blend of implied equity index volatilities.
The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including living benefit lapses and withdrawal rates, if credible emerging data indicates that changes are warranted.
In addition, the Company will continue to evaluate policyholder behavior assumptions as we begin to implement initiatives to reduce the size of the variable annuity business.
At a minimum, all policyholder behavior assumptions are reviewed and updated, as appropriate, in conjunction with the completion of the Company’s comprehensive study to refine its estimate of future gross profits during the third quarter of each year.
Credit Standing Adjustment This assumption makes an adjustment that market participants would make, in determining fair value, to reflect the risk that guaranteed benefit obligations, or the GMWB reinsurance recoverables will not be fulfilled.
The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability.
The credit standing adjustment assumption, net of reinsurance, resulted in pre-tax realized gains (losses) of $3, $(13) and $(69), for the years ended December 31, 2014, 2013 and 2012, respectively.
As of December 31, 2014 and 2013, the credit standing adjustment was $1 and $(1), respectively.
Margins The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience.
The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions.
Assumption updates, including policyholder behavior assumptions, affected best estimates and margins for total pre-tax realized gains of $31, $75 and $274 for the years ended December 31, 2014, 2013 and 2012, respectively.
As of December 31, 2014 and 2013, the behavior risk margin was $74 and $108, respectively.
In addition to the non-market-based updates described above, the Company recognized non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices resulting in pre-tax realized gains (losses) of approximately $5, $33 and $106 for the years ended December 31, 2014, 2013 and 2012, respectively.
Significant unobservable inputs used in the fair value measurement of the GMWB embedded derivative and the GMWB reinsurance derivative are withdrawal utilization and withdrawal rates, lapse rates, reset elections and equity volatility.
The following table provides quantitative information about the significant unobservable inputs and is applicable to all of the GMWB embedded derivative and the GMWB reinsurance derivative.
Significant increases in any of the significant unobservable inputs, in isolation, will generally have an increase or decrease correlation with the fair value measurement, as shown in the table.
## Table 1 ##
[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
[2] Range represents assumed cumulative percentages of policyholders taking withdrawals.
[3] Range represents assumed cumulative annual amount withdrawn by policyholders.
[4] Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
[5] Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[6] Range represents implied market volatilities for equity indices based on multiple pricing sources.
THE HARTFORD FINANCIAL SERVICES GROUP, INC.  Notes to Consolidated Financial Statements (continued) 14.
Commitments and Contingencies (CONTINUED) Future minimum lease commitments as of December 31, 2016
## Table 2 ##
[1] Excludes expected future minimum sublease income of approximately $2, $2, $2, $2, $0 and $0 in 2017, 2018, 2019, 2020, 2021 and thereafter respectively.
The Company’s lease commitments consist primarily of lease agreements for office space, automobiles, and office equipment that expire at various dates.
Unfunded Commitments As of December 31, 2016, the Company has outstanding commitments totaling $1.6 billion, of which $1.2 billion is committed to fund limited partnership and other alternative investments, which may be called by the partnership during the commitment period to fund the purchase of new investments and partnership expenses.
Additionally, $313 of the outstanding commitments relate to various funding obligations associated with private placement securities.
The remaining outstanding commitments of $95 relate to mortgage loans the Company is expecting to fund in the first half of 2017.
Guaranty Funds and Other Insurance-Related Assessments In all states, insurers licensed to transact certain classes of insurance are required to become members of a guaranty fund.
In most states, in the event of the insolvency of an insurer writing any such class of insurance in the state, the guaranty funds may assess its members to pay covered claims of the insolvent insurers.
Assessments are based on each member’s proportionate share of written premiums in the state for the classes of insurance in which the insolvent insurer was engaged.
Assessments are generally limited for any year to one or two percent of the premiums written per year depending on the state.
Some states permit member insurers to recover assessments paid through surcharges on policyholders or through full or partial premium tax offsets, while other states permit recovery of assessments through the rate filing process.
Liabilities for guaranty fund and other insurance-related assessments are accrued when an assessment is probable, when it can be reasonably estimated, and when the event obligating the Company to pay an imposed or probable assessment has occurred.
Liabilities for guaranty funds and other insurancerelated assessments are not discounted and are included as part of other liabilities in the Consolidated Balance Sheets.
As of December 31, 2016 and 2015 the liability balance was $134 and $138, respectively.
As of December 31, 2016 and 2015 amounts related to premium tax offsets of $34 and $44, respectively, were included in other assets.
Derivative Commitments Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings, as set by nationally recognized statistical agencies, of the individual legal entity that entered into the derivative agreement.
If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances enable the counterparties to terminate the agreements and demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement.
The settlement amount is determined by netting the derivative positions transacted under each agreement.
If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity.
The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of December 31, 2016 was $1.4 billion.
Of this $1.4 billion, the legal entities have posted collateral of $1.7 billion in the normal course of business.
In addition, the Company has posted collateral of $31 associated with a customized GMWB derivative.
Based on derivative market values as of December 31, 2016, a downgrade of one level below the current financial strength ratings by either Moody’s or S&P would not require additional assets to be posted as collateral.
Based on derivative market values as of December 31, 2016, a downgrade of two levels below the current financial strength ratings by either Moody’s or S&P would require additional $10 of assets to be posted as collateral.
These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated.
The nature of the collateral that we post, when required, is primarily in the form of U. S.  Treasury bills, U. S.  Treasury notes and government agency securities.
Guarantees In the ordinary course of selling businesses or entities to third parties, the Company has agreed to indemnify purchasers for losses arising subsequent to the closing due to breaches of representations and warranties with respect to the business or entity being sold or with respect to covenants and obligations of the Company and/or its subsidiaries.
These obligations are typically subject to various time limitations, defined by the contract or by operation of law, such as statutes of limitation.
In some cases, the maximum potential obligation is subject to contractual limitations, while in other cases such limitations are not specified or applicable.
The Company does not expect to make any payments on these guarantees and is not carrying any liabilities associated with these guarantees.
THE HARTFORD FINANCIAL SERVICES GROUP, INC.  NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued) accident year, in 2018, there were no new methods or types of judgments introduced or changes in how those methods and judgments were applied.
The reserve selections incorporate input, as appropriate, from claims personnel, pricing actuaries and operating management about reported loss cost trends and other factors that could affect the reserve estimates.
For both short-tail and long-tail lines of business, an expected loss ratio is used to record initial reserves.
This expected loss ratio is determined by starting with the average loss ratio of recent prior accident years and adjusting that ratio for the effect of expected changes to earned pricing, loss frequency and severity, mix of business, ceded reinsurance and other factors.
For short-tail lines, IBNR for the current accident year is initially recorded as the product of the expected loss ratio for the period, earned premium for the period and the proportion of losses expected to be reported in future calendar periods for the current accident period.
For long-tailed lines, IBNR reserves for the current accident year are initially recorded as the product of the expected loss ratio for the period and the earned premium for the period, less reported losses for the period.
For certain short-tailed lines of business, IBNR amounts in the above loss development triangles are negative due to anticipated salvage and subrogation recoveries on paid losses.
As losses for a given accident year emerge or develop in subsequent periods, reserving actuaries use other methods to estimate ultimate unpaid losses in addition to the expected loss ratio method.
These primarily include paid and reported loss development methods, frequency/severity techniques and the Bornhuetter-Ferguson method (a combination of the expected loss ratio and paid development or reported development method).
Within any one line of business, the methods that are given more weight vary based primarily on the maturity of the accident year, the mix of business and the particular internal and external influences impacting the claims experience or the methods.
The output of the reserve reviews are reserve estimates that are referred to as the “actuarial indication”.
Paid development and reported development techniques are used for most lines of business though more weight is given to the reported development method for some of the long-tailed lines like general liability.
?In addition, for long-tailed lines of business, the Company relies on the expected loss ratio method for immature accident years.
?Frequency/severity techniques are used predominantly for professional liability and are also used for automobile liability.
For most lines, reserves for allocated loss adjustment expenses ("ALAE", or those expenses related to specific claims) are analyzed using paid development techniques and an analysis of the relationship between ALAE and loss payments.
Reserves for unallocated loss adjustment expenses ("ULAE") are determined using the expected cost per claim year and the anticipated claim closure pattern as well as the ratio of paid ULAE to paid losses.
In the final step of the reserve review process, senior reserving actuaries and senior management apply their judgment to determine the appropriate level of reserves considering the actuarial indications and other factors not contemplated in the actuarial indications.
Those factors include, but are not limited to, the assessed reliability of key loss trends and assumptions used in the current actuarial indications, the maturity of the accident year, pertinent trends observed over the recent past, the level of volatility within a particular line of business, and the improvement or deterioration of actuarial indications.
Cumulative number of reported claims For property and casualty, claim counts represent the number of claim features on a reported claim where a claim feature is each separate coverage for each claimant affected by the claim event.
For example, one car accident that results in two bodily injury claims and one automobile damage liability claim would be counted as three claims within the personal automobile liability triangle.
Similarly, a fire that impacts one commercial building may result in multiple claim features due to the potential for claims related to business interruption, structural damage, and loss of the physical contents of the building.
Claim features that result in no paid losses are included in the reported claim counts.
Average Annual Percentage Payout of Incurred Claims by Age, Net of Reinsurance

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>Pension Benefits</td><td>Other Postretirement Benefits</td></tr><tr><td>2005</td><td>$125</td><td>$30</td></tr><tr><td>2006</td><td>132</td><td>31</td></tr><tr><td>2007</td><td>143</td><td>31</td></tr><tr><td>2008</td><td>154</td><td>33</td></tr><tr><td>2009</td><td>166</td><td>34</td></tr><tr><td>2010-2014</td><td>1,052</td><td>193</td></tr><tr><td>Total</td><td>$1,772</td><td>$352</td></tr></table>
<table><tr><td>Significant Unobservable Input</td><td>Unobservable Inputs (Minimum)</td><td>Unobservable Inputs (Maximum)</td><td>Impact of Increase in Inputon Fair Value Measurement [1]</td></tr><tr><td>Withdrawal Utilization [2]</td><td>20%</td><td>100%</td><td>Increase</td></tr><tr><td>Withdrawal Rates [3]</td><td>—%</td><td>8%</td><td>Increase</td></tr><tr><td>Lapse Rates [4]</td><td>—%</td><td>75%</td><td>Decrease</td></tr><tr><td>Reset Elections [5]</td><td>20%</td><td>75%</td><td>Increase</td></tr><tr><td>Equity Volatility [6]</td><td>10%</td><td>40%</td><td>Increase</td></tr></table>
<table><tr><td></td><td>Operating Leases</td></tr><tr><td>2017</td><td>$42</td></tr><tr><td>2018</td><td>35</td></tr><tr><td>2019</td><td>28</td></tr><tr><td>2020</td><td>20</td></tr><tr><td>2021</td><td>10</td></tr><tr><td>Thereafter</td><td>28</td></tr><tr><td>Total minimum lease payments [1]</td><td>$163</td></tr></table>

Question: what is the total future expected income from subleases?
Answer: 8
Reasoning program: add(2,2), add(#0,2), add(#1,2)