69 MetLife, Inc. December 31, 2012 Notional Amount Estimated Fair Value (1) Assuming a 10% Increase in the Yield Curve (In millions) Assets: Fixed maturity securities .............................................................. $374,266 $(5,110) Equity securities .................................................................... $ 2,891 — Fair value option and trading securities .................................................. $ 883 (5) Mortgage loans: .................................................................... Held-for-investment ............................................................... $ 57,381 (220) Held-for-sale ..................................................................... 414 — Mortgage loans, net ............................................................. $ 57,795 (220) Policy loans ....................................................................... $ 14,257 (112) Short-term investments .............................................................. $ 16,906 (1) Other invested assets ............................................................... $ 1,241 — Cash and cash equivalents ........................................................... $ 15,738 — Accrued investment income ........................................................... $ 4,374 — Premiums, reinsurance and other receivables ............................................. $ 3,705 (236) Other assets ....................................................................... $ 292 (6) Net embedded derivatives within asset host contracts (2) .................................... $ 506 (22) Total Assets .................................................................. $(5,712) Liabilities: (3) Policyholder account balances ........................................................ $150,497 $ 477 Payables for collateral under securities loaned and other transactions ........................... $ 33,687 — Bank deposits ..................................................................... $ 6,416 — Short-term debt .................................................................... $ 100 — Long-term debt .................................................................... $ 18,978 225 Collateral financing arrangements ...................................................... $ 3,839 — Junior subordinated debt securities ..................................................... $ 3,984 94 Other liabilities: ..................................................................... Trading liabilities .................................................................. $ 163 3 Other .......................................................................... $ 1,916 — Net embedded derivatives within liability host contracts (2) ................................. $ 3,684 518 Total Liabilities ............................................................... $ 1,317 Commitments: Mortgage loan commitments .......................................................... $ 2,969 $ 12 (20) Commitments to fund bank credit facilities, bridge loans and private corporate bond investments ..... $ 1,243 $ 22 — Total Commitments ........................................................... $ (20) Derivative Instruments: Interest rate swaps .................................................................. $92,289 $ 5,694 $(1,120) Interest rate floors ................................................................... $56,246 $ 337 (29) Interest rate caps ................................................................... $49,465 $ 74 17 Interest rate futures .................................................................. $11,684 $ (37) (92) Interest rate options ................................................................. $16,328 $ 580 (206) Interest rate forwards ................................................................ $ 675 $ 139 (44) Synthetic GICs ..................................................................... $ 4,162 $ — — Foreign currency swaps .............................................................. $20,433 $ (426) (9) Foreign currency forwards ............................................................ $11,754 $ (280) — Currency futures .................................................................... $ 1,408 $ 4 — Currency options ................................................................... $ 4,504 $ 41 (2) Credit default swaps ................................................................ $12,553 $ 51 — Equity futures ...................................................................... $ 7,008 $ (118) — Equity options ...................................................................... $22,920 $ 2,469 (101) Variance swaps .................................................................... $19,830 $ (188) — Total rate of return swaps ............................................................. $ 3,092 $ (99) — Total Derivative Instruments ................................................... $(1,586) Net Change ........................................................................ $(6,001) Sensitivity Analysis: Interest Rates. The table below provides additional detail regarding the potential loss in estimated fair value of our trading and non-trading interest sensitive financial instruments at December 31, 2012 by type of asset or liability: