We had product sales to three large wholesaler customers each accounting for more than 10% of total revenues for the years ended December 31, 2008, 2007 and 2006.
On a combined basis, these distributors accounted for 71% and 87% of worldwide gross revenues and U. S.  gross product sales, respectively, for 2008, as noted in the following table (dollar amounts in millions):
## Table 0 ##
We have granted J&J a license to commercialize recombinant human erythropoietin as a human therapeutic in the United States in all markets other than dialysis (see “Joint Ventures and Business Relationships — Johnson & Johnson”).
Under a co-promotion agreement with Wyeth, we and Wyeth market ENBREL in the United States and Canada for all approved indications.
Additionally, we have entered into agreements with thirdparties to market certain of our products including Aranesp?, Neulasta?
and NEUPOGEN?
in certain geographic areas outside of the United States.
Reimbursement Sales of all of our principal products are dependent, in part, on the availability and extent of reimbursement from third-party payors, including governments and private insurance plans.
Most patients receiving our products are covered by government and/or private payor healthcare programs.
Governments may regulate access to, prices or reimbursement levels of our products to control costs or to affect levels of use of our products, and private insurers may be influenced by government reimbursement methodologies.
Worldwide use of our products may be affected by these cost containment pressures and cost shifting from governments and private insurers to healthcare providers or patients in response to ongoing initiatives to reduce or reallocate healthcare expenditures.
An increasing focus on patient access controls and cost containment by public and private insurers has resulted, and may continue to result, in reduced reimbursement rates for our products.
In addition, we believe the new U. S.  presidential administration, together with Congress, will shape U. S.  healthcare policy in the coming months and years, and we expect that healthcare reform efforts could include long-term changes to coverage and reimbursement that may have a significant impact on our business.
U. S.  Reimbursement System In the United States, healthcare providers, including doctors, hospitals and other healthcare professionals and facilities, are reimbursed for their services by the government through Medicare and other forms of public health insurance and private insurers, which are funded primarily through the payment of premiums from individuals, businesses and the government and taxes from individuals and businesses.
The public and private components of this multi-payor system are described below.
Medicare and Other Forms of Public Health Insurance Medicare is a federal program administered and reimbursed by the federal government that covers individuals age 65 and over as well as those with certain disabilities and chronic illnesses.
The CMS administer
Notes to Consolidated Financial Statements Hedge Accounting The firm applies hedge accounting for (i) certain interest rate swaps used to manage the interest rate exposure of certain fixed-rate unsecured long-term and short-term borrowings and certain fixed-rate certificates of deposit, (ii) certain foreign currency forward contracts and foreign currency-denominated debt used to manage foreign currency exposures on the firm’s net investment in certain non-U.
S.  operations and (iii) certain commodities-related swap and forward contracts used to manage the exposure to the variability in cash flows associated with the forecasted sales of certain energy commodities by one of the firm’s consolidated investments.
To qualify for hedge accounting, the derivative hedge must be highly effective at reducing the risk from the exposure being hedged.
Additionally, the firm must formally document the hedging relationship at inception and test the hedging relationship at least on a quarterly basis to ensure the derivative hedge continues to be highly effective over the life of the hedging relationship.
Fair Value Hedges The firm designates certain interest rate swaps as fair value hedges.
These interest rate swaps hedge changes in fair value attributable to the designated benchmark interest rate (e. g. , London Interbank Offered Rate (LIBOR) or OIS), effectively converting a substantial portion of fixed-rate obligations into floating-rate obligations.
The firm applies a statistical method that utilizes regression analysis when assessing the effectiveness of its fair value hedging relationships in achieving offsetting changes in the fair values of the hedging instrument and the risk being hedged (i. e. , interest rate risk).
An interest rate swap is considered highly effective in offsetting changes in fair value attributable to changes in the hedged risk when the regression analysis results in a coefficient of determination of 80% or greater and a slope between 80% and 125%.
For qualifying fair value hedges, gains or losses on derivatives are included in “Interest expense.
” The change in fair value of the hedged item attributable to the risk being hedged is reported as an adjustment to its carrying value and is subsequently amortized into interest expense over its remaining life.
Gains or losses resulting from hedge ineffectiveness are included in “Interest expense.
” When a derivative is no longer designated as a hedge, any remaining difference between the carrying value and par value of the hedged item is amortized to interest expense over the remaining life of the hedged item using the effective interest method.
See Note 23 for further information about interest income and interest expense.
The table below presents the gains/(losses) from interest rate derivatives accounted for as hedges, the related hedged borrowings and bank deposits, and the hedge ineffectiveness on these derivatives, which primarily consists of amortization of prepaid credit spreads resulting from the passage of time.
## Table 1 ##
MASTERCARD INCORPORATED NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued) (In thousands, except percent and per share data) The table below includes a roll-forward of the Company’s ARS investments from January 1, 2008 to December 31, 2009.
## Table 2 ##
The Company evaluated the estimated impairment of its ARS portfolio to determine if it was other-thantemporary.
The Company considered several factors including, but not limited to, the following: (1) the reasons for the decline in value (changes in interest rates, credit event, or market fluctuations); (2) assessments as to whether it is more likely than not that it will hold and not be required to sell the investments for a sufficient period of time to allow for recovery of the cost basis; (3) whether the decline is substantial; and (4) the historical and anticipated duration of the events causing the decline in value.
The evaluation for other-than-temporary impairments is a quantitative and qualitative process, which is subject to various risks and uncertainties.
The risks and uncertainties include changes in credit quality, market liquidity, timing and amounts of issuer calls, and interest rates.
As of December 31, 2009, the Company believes that the unrealized losses on the ARS were not related to credit quality but rather due to the lack of liquidity in the market.
The Company believes that it is more likely than not that the Company will hold and not be required to sell its ARS investments until recovery of their cost bases which may be at maturity or earlier if called.
Therefore MasterCard does not consider the unrealized losses to be other-thantemporary.
The Company estimated 15% and 20% discounts to the par value of the ARS portfolio at December 31, 2009 and 2008, respectively.
The pre-tax impairment included in accumulated other comprehensive income related to the Company’s ARS was $31,762 and $47,940 as of December 31, 2009 and 2008, respectively.
A hypothetical increase of 100 basis points in the discount rate used in the discounted cash flow analysis would have increased the impairment by $23,293 and $24,000 as of December 31, 2009 and 2008, respectively.
Carrying and Fair Values—Held-to-Maturity Investment Securities: As of December 31, 2009, the Company also owned held-to-maturity investment securities, which consisted of U. S.  Treasury notes and a municipal bond yielding interest at 5.0% per annum.
The municipal bond relates to the Company’s back-up processing center in Kansas City, Missouri.
The Company cancelled $154,000 of shortterm municipal bonds related to its global technology and operations center located in O’Fallon, Missouri, called Winghaven, on March 1, 2009, as further discussed in Note 15 (Consolidation of Variable Interest Entity).
The carrying value, gross unrecorded gains and fair value of these held-to-maturity investment securities were as follows at December 31:
## Table 3 ##
## Table 4 ##
(i) Represents the difference between the contract amount and the cash flow in U. S.  dollars which would have been receivable had the foreign currency forward exchange contracts been entered into on December 31, 2015 at the forward exchange rates prevailing at that date.
Income earned within foreign subsidiaries outside of the United Kingdom is generally offset by expenses in the same local currency but the Company does have exposure to foreign exchange movements on the net income of these entities.
Interest Rate Risk The Company has access to (i) $800 million under a revolving credit facility expiring July 23, 2018, (ii) $400 million under a revolving credit facility expiring April 28, 2017, with a repayment date of April 28, 2018, which will be available for regulatory capital purposes related to securities underwriting only, and (iii) $20 million available under another revolving credit facility which is only available for specific regulatory purposes.
As of December 31, 2016, $238 million was drawn on these facilities.
We are also subject to market risk from exposure to changes in interest rates based on our investing activities where our primary interest rate risk arises from changes in short-term interest rates in both U. S.  dollars and Pounds sterling.
As a result of our operating activities, we receive cash for premiums and claims which we deposit in short-term investments denominated in U. S.  dollars and other currencies.
We earn interest on these funds, which is included in our consolidated financial statements as interest income.
These funds are regulated in terms of access and the instruments in which they may be invested, most of which are short-term in maturity.
During the year ended December 31, 2015, the Company, in order to manage interest rate risk arising from these financial assets, entered into interest rate swaps to receive a fixed rate of interest and pay a variable rate of interest.
The use of interest rate contracts essentially converted groups of short-term variable rate investments to fixed rates.
These derivatives were designated as hedging instruments and were for a total notional amount of $300 million.
The table below provides information about our derivative instruments and other financial instruments that are sensitive to changes in interest rates.
For interest rate swaps, the table presents notional principal amounts and average interest rates analyzed by expected maturity dates.
Notional principal amounts are used to calculate the contractual payments to be exchanged under the contracts.
The duration of the interest rate swaps was three years, with re-fixing periods of three months.
Average fixed and variable rates are, respectively, the weighted-average actual and market rates for the interest rate hedges in place.
Market rates are the rates prevailing at December 31, 2016 or 2015, as appropriate.
We have evaluated the need for a sensitivity analysis, and based on the Company's debt, we believe this to be immaterial.

<table><tr><td></td><td colspan="3"> Years ended December 31,</td></tr><tr><td></td><td> 2008</td><td> 2007</td><td> 2006</td></tr><tr><td>AmerisourceBergen Corporation</td><td></td><td></td><td></td></tr><tr><td>Gross product sales</td><td>$7,099</td><td>$6,124</td><td>$6,523</td></tr><tr><td>% of total gross revenues</td><td>37%</td><td>31%</td><td>35%</td></tr><tr><td>% of U.S. gross product sales</td><td>46%</td><td>39%</td><td>42%</td></tr><tr><td>McKesson Corporation</td><td></td><td></td><td></td></tr><tr><td>Gross product sales</td><td>$3,594</td><td>$2,398</td><td>$2,427</td></tr><tr><td>% of total gross revenues</td><td>19%</td><td>12%</td><td>13%</td></tr><tr><td>% of U.S. gross product sales</td><td>23%</td><td>15%</td><td>15%</td></tr><tr><td>Cardinal Health, Inc.</td><td></td><td></td><td></td></tr><tr><td>Gross product sales</td><td>$2,823</td><td>$2,715</td><td>$2,490</td></tr><tr><td>% of total gross revenues</td><td>15%</td><td>14%</td><td>13%</td></tr><tr><td>% of U.S. gross product sales</td><td>18%</td><td>17%</td><td>16%</td></tr></table>
<table><tr><td></td><td>Year Ended December</td></tr><tr><td><i>$ in millions</i></td><td>2014</td><td>2013</td><td>2012</td></tr><tr><td>Interest rate hedges</td><td>$ 1,936</td><td>$-8,683</td><td>$-2,383</td></tr><tr><td>Hedged borrowings and bank deposits</td><td>-2,451</td><td>6,999</td><td>665</td></tr><tr><td>Hedge ineffectiveness</td><td>$ -515</td><td>$-1,684</td><td>$-1,718</td></tr></table>
<table><tr><td></td><td>Significant Other Inputs (Level 2)</td><td>Significant Unobservable Inputs (Level 3)</td></tr><tr><td>Fair value, January 1, 2008</td><td>$348,000</td><td>$—</td></tr><tr><td>Purchases, January 1—March 31, 2008</td><td>321,550</td><td>—</td></tr><tr><td>Sales, January 1—March 31, 2008</td><td>-420,400</td><td>—</td></tr><tr><td>Transfers in (out)</td><td>-249,150</td><td>249,150</td></tr><tr><td>Sales, April 1—December 31, 2008</td><td>—</td><td>-50</td></tr><tr><td>Calls, July 1—December 31, 2008</td><td>—</td><td>-9,400</td></tr><tr><td>Unrealized losses</td><td>—</td><td>-47,940</td></tr><tr><td>Fair value, December 31, 2008</td><td>—</td><td>191,760</td></tr><tr><td>Calls, at par</td><td>—</td><td>-27,950</td></tr><tr><td>Recovery of unrealized losses due to issuer calls</td><td>—</td><td>4,627</td></tr><tr><td>Increase in fair value</td><td>—</td><td>11,550</td></tr><tr><td>Fair value, December 31, 2009</td><td>$—</td><td>$179,987</td></tr></table>
<table><tr><td></td><td> 2009</td><td> 2008</td></tr><tr><td>Carrying value</td><td>$337,797</td><td>$191,450</td></tr><tr><td>Gross unrecorded gains</td><td>1,892</td><td>1,913</td></tr><tr><td>Fair value</td><td>$339,689</td><td>$193,363</td></tr></table>
<table><tr><td></td><td colspan="6">Settlement date before December 31,</td></tr><tr><td></td><td colspan="2">2016</td><td colspan="2">2017</td><td colspan="2">2018</td></tr><tr><td>December 31, 2015</td><td>Contract amount</td><td>Average contractual exchange rate</td><td>Contract amount</td><td>Average contractual exchange rate</td><td>Contract amount</td><td>Average contractual exchange rate</td></tr><tr><td></td><td>(millions)</td><td></td><td>(millions)</td><td></td><td>(millions)</td><td></td></tr><tr><td>Foreign currency sold</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>U.S. dollars sold for Pounds sterling</td><td>$485</td><td>$1.57 = £1</td><td>$363</td><td>$1.54 = £1</td><td>$175</td><td>$1.55 = £1</td></tr><tr><td>Euro sold for U.S. dollars</td><td>87</td><td>€1 = $1.26</td><td>63</td><td>€1 = $1.30</td><td>29</td><td>€1 = $1.15</td></tr><tr><td>Japanese yen sold for U.S. dollars</td><td>26</td><td>¥111.41= $1</td><td>18</td><td>¥113.49 = $1</td><td>7</td><td>¥116.17 = $1</td></tr><tr><td>Euro sold for Pounds sterling</td><td>15</td><td>€1 = £1.22</td><td>5</td><td>€1 = £1.24</td><td>3</td><td>€1 = £1.38</td></tr><tr><td>Total</td><td>$613</td><td></td><td>$449</td><td></td><td>$214</td><td></td></tr><tr><td>Fair value<sup>(i)</sup></td><td>$-13</td><td></td><td>$-11</td><td></td><td>$-7</td><td></td></tr></table>

Question: What's the average of Contract amount in 2017 for Settlement date before December 31,? (in million)