Table of Contents The following table shows the notional amounts of the Company’s outstanding derivative instruments and credit risk amounts associated with outstanding or unsettled derivative instruments as of September 27, 2014 and September 28, 2013 (in millions):
## Table 0 ##
The notional amounts for outstanding derivative instruments provide one measure of the transaction volume outstanding and do not represent the amount of the Company’s exposure to credit or market loss.
The credit risk amounts represent the Company’s gross exposure to potential accounting loss on derivative instruments that are outstanding or unsettled if all counterparties failed to perform according to the terms of the contract, based on then-current currency or interest rates at each respective date.
The Company’s gross exposure on these transactions may be further mitigated by collateral received from certain counterparties.
The Company’s exposure to credit loss and market risk will vary over time as currency and interest rates change.
Although the table above reflects the notional and credit risk amounts of the Company’s derivative instruments, it does not reflect the gains or losses associated with the exposures and transactions that the instruments are intended to hedge.
The amounts ultimately realized upon settlement of these financial instruments, together with the gains and losses on the underlying exposures, will depend on actual market conditions during the remaining life of the instruments.
The Company generally enters into master netting arrangements, which are designed to reduce credit risk by permitting net settlement of transactions with the same counterparty.
To further limit credit risk, the Company generally enters into collateral security arrangements that provide for collateral to be received or posted when the net fair value of certain financial instruments fluctuates from contractually established thresholds.
The Company presents its derivative assets and derivative liabilities at their gross fair values in its Consolidated Balance Sheets.
As of September 27, 2014, the Company received $2.1 billion of cash collateral related to the derivative instruments under its collateral security arrangements, which were recorded as accrued expenses in the Consolidated Balance Sheet.
As of September 28, 2013, the Company posted cash collateral related to the derivative instruments under its collateral security arrangements of $164 million, which were recorded as other current assets in the Consolidated Balance Sheet.
The Company did not have any derivative instruments with credit-risk related contingent features that would require it to post additional collateral as of September 27, 2014 or September 28, 2013.
Under master netting arrangements with the respective counterparties to the Company’s derivative contracts, the Company is allowed to net settle transactions with a single net amount payable by one party to the other.
As of September 27, 2014 and September 28, 2013, the potential effects of these rights of set-off associated with the Company’s derivative contracts, including the effects of collateral, would be a reduction to both derivative assets and derivative liabilities of $1.6 billion and $333 million, respectively, resulting in net derivative liabilities of $549 million and $57 million, respectively.
simulations assume that as assets and liabilities mature, they are replaced or repriced at then current market rates.
We also consider forward projections of purchase accounting accretion when forecasting net interest income.
The following graph presents the LIBOR/Swap yield curves for the base rate scenario and each of the alternate scenarios one year forward.
Table 52: Alternate Interest Rate Scenarios: One Year Forward
## Table 1 ##
The fourth quarter 2013 interest sensitivity analyses indicate that our Consolidated Balance Sheet is positioned to benefit from an increase in interest rates and an upward sloping interest rate yield curve.
We believe that we have the deposit funding base and balance sheet flexibility to adjust, where appropriate and permissible, to changing interest rates and market conditions.
MARKET RISK MANAGEMENT – CUSTOMER-RELATED TRADING RISK We engage in fixed income securities, derivatives and foreign exchange transactions to support our customers’ investing and hedging activities.
These transactions, related hedges and the credit valuation adjustment (CVA) related to our customer derivatives portfolio are marked-to-market on a daily basis and reported as customer-related trading activities.
We do not engage in proprietary trading of these products.
We use value-at-risk (VaR) as the primary means to measure and monitor market risk in customer-related trading activities.
We calculate a diversified VaR at a 95% confidence interval.
VaR is used to estimate the probability of portfolio losses based on the statistical analysis of historical market risk factors.
A diversified VaR reflects empirical correlations across different asset classes.
During 2013, our 95% VaR ranged between $1.7 million and $5.5 million, averaging $3.5 million.
During 2012, our 95% VaR ranged between $1.1 million and $5.3 million, averaging $3.2 million.
To help ensure the integrity of the models used to calculate VaR for each portfolio and enterprise-wide, we use a process known as backtesting.
The backtesting process consists of comparing actual observations of gains or losses against the VaR levels that were calculated at the close of the prior day.
This assumes that market exposures remain constant throughout the day and that recent historical market variability is a good predictor of future variability.
Our customer-related trading activity includes customer revenue and intraday hedging which helps to reduce losses, and may reduce the number of instances of actual losses exceeding the prior day VaR measure.
There was one such instance during 2013 under our diversified VaR measure where actual losses exceeded the prior day VaR measure.
In comparison, there were two such instances during 2012.
We use a 500 day look back period for backtesting and include customer-related revenue.
The following graph shows a comparison of enterprise-wide gains and losses against prior day diversified VaR for the period indicated.
Table 53: Enterprise-Wide Gains/Losses Versus Value-atRisk
Total customer-related trading revenue was as follows: Table 54: Customer-Related Trading Revenue
(a) Includes changes in fair value for certain loans accounted for at fair value.
Customer-related trading revenues for 2013 increased $7 million compared with 2012.
The increase primarily resulted from the impact of higher market interest rates on credit valuations for customer-related derivatives activities and improved debt underwriting results which were partially offset by reduced client sales revenue.
Credit Card and Other Consumer Loan Classes We monitor a variety of asset quality information in the management of the credit card and other consumer loan classes.
Other consumer loan classes include education, automobile, and other secured and unsecured lines and loans.
Along with the trending of delinquencies and losses for each class, FICO credit score updates are generally obtained monthly, as well as a variety of credit bureau attributes.
Loans with high FICO scores tend to have a lower likelihood of loss.
Conversely, loans with low FICO scores tend to have a higher likelihood of loss.
Table 60: Credit Card and Other Consumer Loan Classes Asset Quality Indicators
## Table 2 ##
(a) At December 31, 2015, we had $34 million of credit card loans that are higher risk (i. e. , loans with both updated FICO scores less than 660 and in late stage (90+ days) delinquency status).
The majority of the December 31, 2015 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Ohio 17%, Pennsylvania 15%, Michigan 8%, New Jersey 8%, Florida 7%, Illinois 6%, Indiana 6%, Maryland 4% and North Carolina 4%.
All other states had less than 4% individually and make up the remainder of the balance.
At December 31, 2014, we had $35 million of credit card loans that are higher risk.
The majority of the December 31, 2014 balance related to higher risk credit card loans was geographically distributed throughout the following areas: Ohio 17%, Pennsylvania 16%, Michigan 9%, Illinois 7%, New Jersey 7%, Indiana 6%, Florida 6% and North Carolina 4%.
All other states had less than 4% individually and make up the remainder of the balance.
(b) Other consumer loans for which updated FICO scores are used as an asset quality indicator include non-government guaranteed or insured education loans, automobile loans and other secured and unsecured lines and loans.
Other consumer loans for which other internal credit metrics are used as an asset quality indicator include primarily government guaranteed or insured education loans, as well as consumer loans to high net worth individuals.
Other internal credit metrics may include delinquency status, geography or other factors.
(c) Credit card loans and other consumer loans with no FICO score available or required generally refers to new accounts issued to borrowers with limited credit history, accounts for which we cannot obtain an updated FICO score (e. g. , recent profile changes), cards issued with a business name, and/or cards secured by collateral.
Management proactively assesses the risk and size of this loan portfolio and, when necessary, takes actions to mitigate the credit risk.
(d) Weighted-average updated FICO score excludes accounts with no FICO score available or required.

<table><tr><td></td><td colspan="2"> 2014</td><td colspan="2"> 2013</td></tr><tr><td></td><td> Notional Amount</td><td> Credit Risk Amounts</td><td> Notional Amount</td><td> Credit Risk Amounts</td></tr><tr><td>Instruments designated as accounting hedges:</td><td></td><td></td><td></td><td></td></tr><tr><td>Foreign exchange contracts</td><td>$42,945</td><td>$1,333</td><td>$35,013</td><td>$159</td></tr><tr><td>Interest rate contracts</td><td>$12,000</td><td>$89</td><td>$3,000</td><td>$44</td></tr><tr><td>Instruments not designated as accounting hedges:</td><td></td><td></td><td></td><td></td></tr><tr><td>Foreign exchange contracts</td><td>$38,510</td><td>$222</td><td>$16,131</td><td>$25</td></tr></table>
<table><tr><td>Year ended December 31In millions</td><td>2013</td><td>2012</td></tr><tr><td>Net interest income</td><td>$31</td><td>$38</td></tr><tr><td>Noninterest income</td><td>286</td><td>272</td></tr><tr><td>Total customer-related trading revenue</td><td>$317</td><td>$310</td></tr><tr><td>Securities underwriting and trading (a)</td><td>$78</td><td>$100</td></tr><tr><td>Foreign exchange</td><td>94</td><td>92</td></tr><tr><td>Financial derivatives and other</td><td>145</td><td>118</td></tr><tr><td>Total customer-related trading revenue</td><td>$317</td><td>$310</td></tr></table>
<table><tr><td></td><td colspan="2">Credit Card (a)</td><td colspan="2">Other Consumer (b)</td></tr><tr><td>Dollars in millions</td><td>Amount</td><td>% of Total Loans Using FICO Credit Metric</td><td>Amount</td><td>% of Total Loans Using FICO Credit Metric</td></tr><tr><td> December 31, 2015</td><td></td><td></td><td></td><td></td></tr><tr><td>FICO score greater than 719</td><td>$2,936</td><td>60%</td><td>$9,371</td><td>65%</td></tr><tr><td>650 to 719</td><td>1,346</td><td>28</td><td>3,534</td><td>24</td></tr><tr><td>620 to 649</td><td>202</td><td>4</td><td>523</td><td>4</td></tr><tr><td>Less than 620</td><td>227</td><td>5</td><td>604</td><td>4</td></tr><tr><td>No FICO score available or required (c)</td><td>151</td><td>3</td><td>501</td><td>3</td></tr><tr><td>Total loans using FICO credit metric</td><td>4,862</td><td>100%</td><td>14,533</td><td>100%</td></tr><tr><td>Consumer loans using other internal credit metrics (b)</td><td></td><td></td><td>7,213</td><td></td></tr><tr><td>Total loan balance</td><td>$4,862</td><td></td><td>$21,746</td><td></td></tr><tr><td>Weighted-average updated FICO score (d)</td><td></td><td>734</td><td></td><td>744</td></tr><tr><td>December 31, 2014</td><td></td><td></td><td></td><td></td></tr><tr><td>FICO score greater than 719</td><td>$2,717</td><td>59%</td><td>$9,156</td><td>64%</td></tr><tr><td>650 to 719</td><td>1,288</td><td>28</td><td>3,459</td><td>24</td></tr><tr><td>620 to 649</td><td>203</td><td>4</td><td>528</td><td>4</td></tr><tr><td>Less than 620</td><td>239</td><td>5</td><td>619</td><td>4</td></tr><tr><td>No FICO score available or required (c)</td><td>165</td><td>4</td><td>557</td><td>4</td></tr><tr><td>Total loans using FICO credit metric</td><td>4,612</td><td>100%</td><td>14,319</td><td>100%</td></tr><tr><td>Consumer loans using other internal credit metrics (b)</td><td></td><td></td><td>8,434</td><td></td></tr><tr><td>Total loan balance</td><td>$4,612</td><td></td><td>$22,753</td><td></td></tr><tr><td>Weighted-average updated FICO score (d)</td><td></td><td>732</td><td></td><td>744</td></tr></table>

Question: In which year is FICO score in 620 to 719 for credit card greater than 1300?