Commercial Paper and Revolving Credit Facility The table below details the Company’s short-term debt programs and the applicable balances outstanding
## Table 0 ##
[1] Terminated in January 2012, see discussion that follows.
While The Hartford’s maximum borrowings available under its commercial paper program are $2.0 billion, the Company is dependent upon market conditions to access short-term financing through the issuance of commercial paper to investors.
As of December 31, 2011, the Company has no commercial paper outstanding.
In January 2012, the Company entered into a senior unsecured revolving credit facility (the “Credit Facility”) that provides for borrowing capacity up to $1.75 billion (which is available in U. S.  dollars, and in Euro, Sterling, Canadian dollars and Japanese Yen) through January 6, 2016 and terminated its $1.9 billion unsecured revolving credit facility due August 9, 2012.
As of December 31, 2011, the Company was in compliance with all financial covenants under the terminated credit facility.
Of the total availability under the Credit Facility, up to $250 is available to support letters of credit issued on behalf of the Company or subsidiaries of the Company.
Under the Credit Facility, the Company must maintain a minimum level of consolidated net worth of $16 billion.
The minimum level of consolidated net worth, as defined, will be adjusted in the first quarter of 2012 upon the adoption of a new DAC accounting standard, see Note 1 of the Notes to Consolidated Financial Statements, by the lesser of approximately $1.0 billion, after-tax representing 70% of the adoption-related estimated DAC charge, or $1.7 billion.
The definition of consolidated net worth under the terms of the credit facility excludes AOCI and includes the Company’s outstanding junior subordinated debentures and perpetual preferred securities, net of discount.
In addition, the Company’s maximum ratio of consolidated total debt to consolidated total capitalization is 35%, and the ratio of consolidated total debt of subsidiaries to consolidated total capitalization is limited to 10%.
The Company will certify compliance with the financial covenants for the syndicate of participating financial institutions on a quarterly basis.
The Hartford’s Japan operations also maintain two lines of credit in support of operations.
Both lines of credit are in the amount of $65, or ￥5 billion, and individually have expiration dates of September 30, 2012 and January 3, 2013.
Derivative Commitments Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings of the individual legal entity that entered into the derivative agreement as set by nationally recognized statistical rating agencies.
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 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, 2011, is $725.
Of this $725 the legal entities have posted collateral of $716 in the normal course of business.
Based on derivative market values as of December 31, 2011, a downgrade of one level below the current financial strength ratings by either Moody’s or S&P could require approximately an additional $37 to be posted as collateral.
Based on derivative market values as of December 31, 2011, a downgrade by either Moody’s or S&P of two levels below the legal entities’ current financial strength ratings could require approximately an additional $48 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 would post, if required, would be primarily in the form of U. S.  Treasury bills and U. S.  Treasury notes.
The aggregate notional amount of derivative relationships that could be subject to immediate termination in the event of rating agency downgrades to either BBB+ or Baa1 as of December 31, 2011 was $14.5 billion with a corresponding fair value of $418.
The notional and fair value amounts include a customized GMWB derivative with a notional amount of $4.2 billion and a fair value of $207, for which the Company has a contractual right to make a collateral payment in the amount of approximately $45 to prevent its termination.
This customized GMWB derivative contains an early termination trigger such that if the unsecured, unsubordinated debt of the counterparty’s related party guarantor is downgraded two levels or more below the current ratings by Moody’s and one or more levels by S&P, the counterparty could terminate all transactions under the applicable International Swaps and Derivatives Association Master Agreement.
As of December 31, 2011, the gross fair value of the affected derivative contracts is $223, which would approximate the settlement value.
THE HARTFORD FINANCIAL SERVICES GROUP, INC.  NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued) 5.
Investments and Derivative Instruments (continued) Security Unrealized Loss Aging The following tables present the Company’s unrealized loss aging for AFS securities by type and length of time the security was in a continuous unrealized loss position.
## Table 1 ##
December 31, 2010
## Table 2 ##
[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities.
Subsequent changes in fair value are recorded in net realized capital gains (losses).
As of December 31, 2011, AFS securities in an unrealized loss position, comprised of 2,549 securities, primarily related to corporate securities within the financial services sector, CMBS, and RMBS which have experienced significant price deterioration.
As of December 31, 2011, 75% of these securities were depressed less than 20% of cost or amortized cost.
The decline in unrealized losses during 2011 was primarily attributable to a decline in interest rates, partially offset by credit spread widening.
Most of the securities depressed for twelve months or more relate to structured securities with exposure to commercial and residential real estate, as well as certain floating rate corporate securities or those securities with greater than 10 years to maturity, concentrated in the financial services sector.
Current market spreads continue to be significantly wider for structured securities with exposure to commercial and residential real estate, as compared to spreads at the security’s respective purchase date, largely due to the economic and market uncertainties regarding future performance of commercial and residential real estate.
In addition, the majority of securities have a floating-rate coupon referenced to a market index where rates have declined substantially.
The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined above.
THE HARTFORD FINANCIAL SERVICES GROUP, INC.  NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued) F-40 5.
Investments and Derivative Instruments (continued) Variable Interest Entities The Company is involved with various special purpose entities and other entities that are deemed to be VIEs primarily as a collateral manager and as an investor through normal investment activities, as well as a means of accessing capital.
A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest or lacks sufficient funds to finance its own activities without financial support provided by other entities.
The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary.
The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE.
Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Consolidated Financial Statements.
Consolidated VIEs The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary.
Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs.
The Company’s financial or other support provided to these VIEs is limited to its investment management services and original investment.
## Table 3 ##
[1] Included in other liabilities in the Company’s Consolidated Balance Sheets.
[2] The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.
[3] Total assets included in fixed maturities, AFS, and fixed maturities, FVO, in the Company’s Consolidated Balance Sheets.
CDOs represent structured investment vehicles for which the Company has a controlling financial interest as it provides collateral management services, earns a fee for those services and also holds investments in the securities issued by these vehicles.
Limited partnerships represent one hedge fund for which the Company holds a majority interest in the fund as an investment.
Non-Consolidated VIEs The Company holds a significant variable interest for one VIE for which it is not the primary beneficiary and, therefore, was not consolidated on the Company’s Consolidated Balance Sheets.
This VIE represents a contingent capital facility (“facility”) that has been held by the Company since February 2007 for which the Company has no implied or unfunded commitments.
Assets and liabilities recorded for the facility were $28 as of December 31, 2011 and $32 as of December 31, 2010.
Additionally, the Company has a maximum exposure to loss of $3 as of December 31, 2011 and $4 as of December 31, 2010, which represents the issuance costs that were incurred to establish the facility.
The Company does not have a controlling financial interest as it does not manage the assets of the facility nor does it have the obligation to absorb losses or the right to receive benefits that could potentially be significant to the facility, as the asset manager has significant variable interest in the vehicle.
The Company’s financial or other support provided to the facility is limited to providing ongoing support to cover the facility’s operating expenses.
For further information on the facility, see Note 14.
In addition, the Company, through normal investment activities, makes passive investments in structured securities issued by VIEs for which the Company is not the manager which are included in ABS, CDOs, CMBS and RMBS in the Available-for-Sale Securities table and fixed maturities, FVO, in the Company’s Consolidated Balance Sheets.
The Company has not provided financial or other support with respect to these investments other than its original investment.
For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs.
The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment.
In reporting environmental results, the Company classifies its gross exposure into Direct, Assumed Reinsurance, and London Market.
The following table displays gross environmental reserves and other statistics by category as of December 31, 2011.
Summary of Environmental Reserves As of December 31, 2011
## Table 4 ##
[1] The one year gross paid amount for total environmental claims is $58, resulting in a one year gross survival ratio of 6.4.
[2] The three year average gross paid amount for total environmental claims is $58, resulting in a three year gross survival ratio of 6.4.
During the second quarters of 2011, 2010 and 2009, the Company completed its annual ground-up asbestos reserve evaluations.
As part of these evaluations, the Company reviewed all of its open direct domestic insurance accounts exposed to asbestos liability, as well as assumed reinsurance accounts and its London Market exposures for both direct insurance and assumed reinsurance.
Based on this evaluation, the Company strengthened its net asbestos reserves by $290 in second quarter 2011.
During 2011, for certain direct policyholders, the Company experienced increases in claim frequency, severity and expense which were driven by mesothelioma claims, particularly against certain smaller, more peripheral insureds.
The Company also experienced unfavorable development on its assumed reinsurance accounts driven largely by the same factors experienced by the direct policyholders.
During 2010 and 2009, for certain direct policyholders, the Company experienced increases in claim severity and expense.
Increases in severity and expense were driven by litigation in certain jurisdictions and, to a lesser extent, development on primarily peripheral accounts.
The Company also experienced unfavorable development on its assumed reinsurance accounts driven largely by the same factors experienced by the direct policyholders.
The net effect of these changes in 2010 and 2009 resulted in $169 and $138 increases in net asbestos reserves, respectively.
The Company currently expects to continue to perform an evaluation of its asbestos liabilities annually.
The Company divides its gross asbestos exposures into Direct, Assumed Reinsurance and London Market.
The Company further divides its direct asbestos exposures into the following categories: Major Asbestos Defendants (the “Top 70” accounts in Tillinghast’s published Tiers 1 and 2 and Wellington accounts), which are subdivided further as: Structured Settlements, Wellington, Other Major Asbestos Defendants, Accounts with Future Expected Exposures greater than $2.5, Accounts with Future Expected Exposures less than $2.5, and Unallocated.  ?
Structured Settlements are those accounts where the Company has reached an agreement with the insured as to the amount and timing of the claim payments to be made to the insured.  ?
The Wellington subcategory includes insureds that entered into the “Wellington Agreement” dated June 19, 1985.
The Wellington Agreement provided terms and conditions for how the signatory asbestos producers would access their coverage from the signatory insurers.  ?
The Other Major Asbestos Defendants subcategory represents insureds included in Tiers 1 and 2, as defined by Tillinghast that are not Wellington signatories and have not entered into structured settlements with The Hartford.
The Tier 1 and 2 classifications are meant to capture the insureds for which there is expected to be significant exposure to asbestos claims.  ?
Accounts with future expected exposures greater or less than $2.5 include accounts that are not major asbestos defendants.  ?
The Unallocated category includes an estimate of the reserves necessary for asbestos claims related to direct insureds that have not previously tendered asbestos claims to the Company and exposures related to liability claims that may not be subject to an aggregate limit under the applicable policies.
An account may move between categories from one evaluation to the next.
For example, an account with future expected exposure of greater than $2.5 in one evaluation may be reevaluated due to changing conditions and recategorized as less than $2.5 in a subsequent evaluation or vice versa.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td> Effective</td><td> Expiration</td><td colspan="2"> Maximum Available As of  December 31,</td><td colspan="4"> Outstanding As of  December 31,</td></tr><tr><td> Description</td><td> Date</td><td> Date</td><td> 2011</td><td> 2010</td><td colspan="2"> 2011</td><td colspan="2"> 2010</td></tr><tr><td> Commercial Paper</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>The Hartford</td><td>11/10/86</td><td>N/A</td><td>$2,000</td><td>$2,000</td><td></td><td>$—</td><td></td><td>$—</td></tr><tr><td> Revolving Credit Facility</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>5-year revolving credit facility [1]</td><td>8/9/07</td><td>8/9/12</td><td>1,900</td><td>1,900</td><td></td><td>—</td><td></td><td>—</td></tr><tr><td> Total Commercial Paper and RevolvingCredit Facility</td><td></td><td></td><td>$3,900</td><td>$3,900</td><td> $</td><td> —</td><td> $</td><td>—</td></tr></table>
<table><tr><td></td><td colspan="9">December 31, 2011</td></tr><tr><td></td><td colspan="3">Less Than 12 Months</td><td colspan="3">12 Months or More</td><td colspan="3">Total</td></tr><tr><td></td><td> Amortized</td><td> Fair</td><td>Unrealized</td><td> Amortized</td><td> Fair</td><td>Unrealized</td><td> Amortized</td><td> Fair</td><td>Unrealized</td></tr><tr><td></td><td> Cost</td><td> Value</td><td>Losses</td><td> Cost</td><td> Value</td><td>Losses</td><td> Cost</td><td> Value</td><td>Losses</td></tr><tr><td>ABS</td><td>$629</td><td>$594</td><td>$-35</td><td>$1,169</td><td>$872</td><td>$-297</td><td>$1,798</td><td>$1,466</td><td>$-332</td></tr><tr><td>CDOs</td><td>81</td><td>59</td><td>-22</td><td>2,709</td><td>2,383</td><td>-326</td><td>2,790</td><td>2,442</td><td>-348</td></tr><tr><td>CMBS</td><td>1,297</td><td>1,194</td><td>-103</td><td>2,144</td><td>1,735</td><td>-409</td><td>3,441</td><td>2,929</td><td>-512</td></tr><tr><td>Corporate [1]</td><td>4,388</td><td>4,219</td><td>-169</td><td>3,268</td><td>2,627</td><td>-570</td><td>7,656</td><td>6,846</td><td>-739</td></tr><tr><td>Foreign govt./govt. agencies</td><td>218</td><td>212</td><td>-6</td><td>51</td><td>47</td><td>-4</td><td>269</td><td>259</td><td>-10</td></tr><tr><td>Municipal</td><td>299</td><td>294</td><td>-5</td><td>627</td><td>560</td><td>-67</td><td>926</td><td>854</td><td>-72</td></tr><tr><td>RMBS</td><td>415</td><td>330</td><td>-85</td><td>1,206</td><td>835</td><td>-371</td><td>1,621</td><td>1,165</td><td>-456</td></tr><tr><td>U.S. Treasuries</td><td>343</td><td>341</td><td>-2</td><td>—</td><td>—</td><td>—</td><td>343</td><td>341</td><td>-2</td></tr><tr><td> Total fixed maturities</td><td>7,670</td><td>7,243</td><td>-427</td><td>11,174</td><td>9,059</td><td>-2,044</td><td>18,844</td><td>16,302</td><td>-2,471</td></tr><tr><td>Equity securities</td><td>167</td><td>138</td><td>-29</td><td>439</td><td>265</td><td>-174</td><td>606</td><td>403</td><td>-203</td></tr><tr><td> Total securities in an unrealized loss</td><td>$7,837</td><td>$7,381</td><td>$-456</td><td>$11,613</td><td>$9,324</td><td>$-2,218</td><td>$19,450</td><td>$16,705</td><td>$-2,674</td></tr></table>
<table><tr><td></td><td colspan="9">December 31, 2010</td></tr><tr><td></td><td colspan="3">Less Than 12 Months</td><td colspan="3">12 Months or More</td><td colspan="3">Total</td></tr><tr><td></td><td> Amortized</td><td> Fair</td><td>Unrealized</td><td> Amortized</td><td> Fair</td><td>Unrealized</td><td> Amortized</td><td> Fair</td><td>Unrealized</td></tr><tr><td></td><td> Cost</td><td> Value</td><td>Losses</td><td> Cost</td><td> Value</td><td>Losses</td><td> Cost</td><td> Value</td><td>Losses</td></tr><tr><td>ABS</td><td>$302</td><td>$290</td><td>$-12</td><td>$1,410</td><td>$1,026</td><td>$-384</td><td>$1,712</td><td>$1,316</td><td>$-396</td></tr><tr><td>CDOs</td><td>321</td><td>293</td><td>-28</td><td>2,724</td><td>2,274</td><td>-450</td><td>3,045</td><td>2,567</td><td>-478</td></tr><tr><td>CMBS</td><td>556</td><td>530</td><td>-26</td><td>3,962</td><td>3,373</td><td>-589</td><td>4,518</td><td>3,903</td><td>-615</td></tr><tr><td>Corporate</td><td>5,533</td><td>5,329</td><td>-199</td><td>4,017</td><td>3,435</td><td>-548</td><td>9,550</td><td>8,764</td><td>-747</td></tr><tr><td>Foreign govt./govt. agencies</td><td>356</td><td>349</td><td>-7</td><td>78</td><td>68</td><td>-10</td><td>434</td><td>417</td><td>-17</td></tr><tr><td>Municipal</td><td>7,485</td><td>7,173</td><td>-312</td><td>1,046</td><td>863</td><td>-183</td><td>8,531</td><td>8,036</td><td>-495</td></tr><tr><td>RMBS</td><td>1,744</td><td>1,702</td><td>-42</td><td>1,567</td><td>1,147</td><td>-420</td><td>3,311</td><td>2,849</td><td>-462</td></tr><tr><td>U.S. Treasuries</td><td>2,436</td><td>2,321</td><td>-115</td><td>158</td><td>119</td><td>-39</td><td>2,594</td><td>2,440</td><td>-154</td></tr><tr><td> Total fixed maturities</td><td>18,733</td><td>17,987</td><td>-741</td><td>14,962</td><td>12,305</td><td>-2,623</td><td>33,695</td><td>30,292</td><td>-3,364</td></tr><tr><td>Equity securities</td><td>53</td><td>52</td><td>-1</td><td>637</td><td>506</td><td>-131</td><td>690</td><td>558</td><td>-132</td></tr><tr><td> Total securities in an unrealized loss</td><td>$18,786</td><td>$18,039</td><td>$-742</td><td>$15,599</td><td>$12,811</td><td>$-2,754</td><td>$34,385</td><td>$30,850</td><td>$-3,496</td></tr></table>
<table><tr><td></td><td colspan="3"> December 31, 2011</td><td colspan="3"> December 31, 2010</td></tr><tr><td></td><td> Total  Assets</td><td> Total  Liabilities [1]</td><td> Maximum  Exposure  to Loss [2]</td><td> Total  Assets</td><td> Total  Liabilities [1]</td><td> Maximum  Exposure  to Loss [2]</td></tr><tr><td>CDOs [3]</td><td>$491</td><td>$471</td><td>$29</td><td>$729</td><td>$393</td><td>$289</td></tr><tr><td>Limited partnerships</td><td>7</td><td>—</td><td>7</td><td>14</td><td>1</td><td>13</td></tr><tr><td> Total</td><td>$498</td><td>$471</td><td>$36</td><td>$743</td><td>$394</td><td>$302</td></tr></table>
<table><tr><td></td><td>Total Reserves</td></tr><tr><td>Gross [1] [2]</td><td></td></tr><tr><td>Direct</td><td>$271</td></tr><tr><td>Assumed Reinsurance</td><td>39</td></tr><tr><td>London Market</td><td>57</td></tr><tr><td>Total</td><td>367</td></tr><tr><td>Ceded</td><td>-47</td></tr><tr><td>Net</td><td>$320</td></tr></table>

Question: what was the percentage change in the reinsurance accounts from 2009 to 2010
Answer: 0.22464
Reasoning program: subtract(169,138), divide(#0,138)