Net Gain (Loss) Recognized in Other Income Relating to Balance Sheet Hedging:
## Table 0 ##
Interest Rate Hedging - Hedging of Interest Rate Sensitive Obligations We entered into interest rate swap agreements to manage our exposure to operating lease obligations that are tied to short-term interest rates (LIBOR).
The swaps allow us to exchange variable interest rate payments for fixed interest rate payments, thereby securing a fixed payment amount for a portion of the total obligation of $142.5 million.
As of November 28, 2003, we had entered into interest rate swaps to hedge the floating cash flow payments associated with $121.8 million of our outstanding lease obligations.
The swaps mature at various dates through the third quarter of 2004, consistent with the expiration of the underlying facility lease.
Under the swap agreements, we will receive a variable rate based on one month LIBOR and pay fixed rates ranging from 3.13% to 5.14%.
The impact of these swaps will cap a portion of our rent expense at these levels.
These swaps are designated as cash flow hedges under SFAS No.133 because they hedge against changes in the amount of future cash flows.
As of November 28, 2003, a $2.6 million unrealized loss was recorded in accumulated other comprehensive income (loss) as a result of the decrease in fair market value of these interest rate hedges.
There was no realized gain or loss due to ineffectiveness of the hedges.
Concentration of Risk Financial instruments that potentially subject us to concentrations of credit risk are short-term investments, primarily fixed-income securities, derivatives, hedging foreign currency and interest rate risk, and accounts receivable.
Our investment portfolio consists of investment-grade securities diversified among security types, industries, and issuers.
Our cash and investments are held and managed by recognized financial institutions that follow Adobe’s investment policy.
Our policy limits the amount of credit exposure to any one security issue or issuer, and we believe no significant concentration of credit risk exists with respect to these investments.
We mitigate concentration of risk related to foreign currency hedges as well as interest rate hedges through a policy that establishes counterparty limits.
We also have minimum rating requirements for all bank counterparties.
Credit risk in receivables is limited to OEM partners, dealers and distributors of hardware and software products to the retail market, and to customers whereby we license software directly.
Management believes that any risk of loss is reduced due to the diversity of our customers and geographic sales areas.
A credit review is completed for our new distributors, dealers, and OEM partners.
We also perform ongoing credit evaluations of our customers’ financial condition and require letters of credit or other guarantees, whenever deemed necessary.
The credit limit given to the customer is based on our risk assessment of their ability to pay, country risk, and other factors and is not contingent on the resale of the product or on the collection of payments from their customers.
We also purchase credit insurance to mitigate credit risk in some foreign markets where we believe it is warranted.
If we license our software to a customer where we have a reason
The table below represents unrealized losses related to derivative amounts included in “Accumulated other comprehensive loss” for the years ended December 31, (in thousands):
## Table 1 ##
NOTE 9 – FAIR VALUE MEASUREMENTS  The Company uses the fair value hierarchy, which prioritizes the inputs used to measure the fair value of certain of its financial instruments.
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (level 1 measurement) and the lowest priority to unobservable inputs (level 3 measurement).
The three levels of the fair value hierarchy are set forth below:  ?
Level 1 – Quoted prices are available in active markets for identical assets or liabilities as of the reporting date.
Active markets are those in which transactions for the asset or liability occur in sufficient frequency and volume to provide pricing information on an ongoing basis.  ?
Level 2 – Pricing inputs are other than quoted prices in active markets included in level 1, which are either directly or indirectly observable as of the reporting date.
Level 2 includes those financial instruments that are valued using models or other valuation methodologies.
These models are primarily industry-standard models that consider various assumptions, including time value, volatility factors, and current market and contractual prices for the underlying instruments, as well as other relevant economic measures.
Substantially all of these assumptions are observable in the marketplace throughout the full term of the instrument, can be derived from observable data or are supported by observable levels at which transactions are executed in the marketplace.  ?
Level 3 – Pricing inputs include significant inputs that are generally less observable from objective sources.
These inputs may be used with internally developed methodologies that result in management’s best estimate of fair value from the perspective of a market participant.
The fair value of the interest rate swap transactions are based on the discounted net present value of the swap using third party quotes (level 2).
Changes in fair market value are recorded in other comprehensive income (loss), and changes resulting from ineffectiveness are recorded in current earnings.
Assets and liabilities measured at fair value are based on one or more of three valuation techniques.
The three valuation techniques are identified in the table below and are as follows:  a) Market approach – prices and other relevant information generated by market transactions involving identical or comparable assets or liabilities b) Cost approach – amount that would be required to replace the service capacity of an asset (replacement cost) c) Income approach – techniques to convert future amounts to a single present amount based on market expectations (including present value techniques, option-pricing and excess earnings models)
## Table 2 ##
(a) In 2008 and 2012, the Company acquired CSK Auto Corporation ("CSK") and VIP Parts, Tires & Service ("VIP"), respectively.
The 2008 CSK acquisition added 1,342 stores and the 2012 VIP acquisition added 56 stores to the O'Reilly store count.
Financial results for these acquired companies have been included in the Company's consolidated financial statements from the dates of the acquisitions forward.
(b) Total square footage includes normal selling, office, stockroom and receiving space.
(c) Sales per weighted-average store are weighted to consider the approximate dates of store openings, acquisitions or closures.
(d) Sales per weighted-average square foot are weighted to consider the approximate dates of store openings, acquisitions, expansions or closures.
(e) Comparable store sales are calculated based on the change in sales of stores open at least one year and excludes sales of specialty machinery, sales to independent parts stores, sales to Team Members and sales during the one to two week period certain CSK branded stores were closed for conversion.
(f) Comparable store sales for 2008 include sales for stores acquired in the CSK acquisition.
Comparable store sales for stores operating on O'Reilly systems open at least one year increased 2.4% for the year ended December 31, 2008.
Comparable store sales for stores operating on the legacy CSK system open at least one year decreased 1.7% for the portion of CSK's sales in 2008 since the July 11, 2008, acquisition.
(g) Prior period amounts have been reclassified to conform to current period presentation, due to the Company's adoption of new accounting standards during the fourth quarter ended December 31, 2015.
See Note 1 "Summary of Significant Accounting Policies" to the Consolidated Financial Statements for more information.
(h) Inventory turnover is calculated as cost of goods sold for the last 12 months divided by average inventory.
Average inventory is calculated as the average of inventory for the trailing four quarters used in determining the denominator.
(i) Accounts payable to inventory is calculated as accounts payable divided by inventory.
(j) Free cash flow is calculated as net cash provided by operating activities less capital expenditures for the period.
considered to be the primary beneficiary of either entity and have therefore deconsolidated both entities.
At December 31, 2010, we held a 36% interest in Juniperus which is accounted for using the equity method of accounting.
Our potential loss at December 31, 2010 is limited to our investment of $73 million in Juniperus, which is recorded in Investments in the Consolidated Statements of Financial Position.
We have not provided any financing to Juniperus other than previously contractually required amounts.
Juniperus and JCHL had combined assets and liabilities of $121 million and $22 million, respectively, at December 31, 2008.
For the year ended December 31, 2009, we recognized $36 million of pretax income from Juniperus and JCHL.
We recognized $16 million of after-tax income, after allocating the appropriate share of net income to the non-controlling interests.
We previously owned an 85% economic equity interest in Globe Re Limited (‘‘Globe Re’’), a VIE, which provided reinsurance coverage for a defined portfolio of property catastrophe reinsurance contracts underwritten by a third party for a limited period which ended June 1, 2009.
We consolidated Globe Re as we were deemed to be the primary beneficiary.
In connection with the winding up of its operations, Globe Re repaid its $100 million of short-term debt and our equity investment from available cash in 2009.
We recognized $2 million of after-tax income from Globe Re in 2009, taking into account the share of net income attributable to non-controlling interests.
Globe Re was fully liquidated in the third quarter of 2009.  REVIEW BY SEGMENT General We serve clients through the following segments: ?
Risk Solutions (formerly Risk and Insurance Brokerage Services) acts as an advisor and insurance and reinsurance broker, helping clients manage their risks, via consultation, as well as negotiation and placement of insurance risk with insurance carriers through our global distribution network.  ?
HR Solutions (formerly Consulting) partners with organizations to solve their most complex benefits, talent and related financial challenges, and improve business performance by designing, implementing, communicating and administering a wide range of human capital, retirement, investment management, health care, compensation and talent management strategies.
## Table 3 ##
The demand for property and casualty insurance generally rises as the overall level of economic activity increases and generally falls as such activity decreases, affecting both the commissions and fees generated by our brokerage business.
The economic activity that impacts property and casualty insurance is described as exposure units, and is most closely correlated with employment levels, corporate revenue and asset values.
During 2010 we continued to see a ‘‘soft market’’, which began in 2007, in our retail brokerage product line.
In a soft market, premium rates flatten or decrease, along with commission revenues, due to increased competition for market share among insurance carriers or increased underwriting capacity.
Changes in premiums have a direct and potentially material impact on the insurance brokerage industry, as commission revenues are generally based on a percentage of the
GE Capital cash used for financing activities increased $7.0 billion primarily due to the following: x Higher net repayments of borrowings, consisting primarily of lower issuances, of $9.2 billion.
x Lower dividends paid to GE totaling $3.0 billion and $6.0 billion, including special dividends of $1.0 billion and $4.1 billion in 2014 and 2013, respectively.
INTERCOMPANY TRANSACTIONS AND ELIMINATIONS Effects of transactions between related companies are made on an arms-length basis, are eliminated and consist primarily of GE Capital dividends to GE; GE customer receivables sold to GE Capital; GE Capital services for trade receivables management and material procurement; buildings and equipment leased between GE and GE Capital; information technology (IT) and other services sold to GE Capital by GE; aircraft engines manufactured by GE that are installed on aircraft purchased by GE Capital from third-party producers for lease to others; expenses related to parent-subsidiary pension plans, and various investments, loans and allocations of GE corporate overhead costs.
GE sells customer receivables to GE Capital in part to fund the growth of our industrial businesses.
These transactions can result in cash generation or cash use.
During any given period, GE receives cash from the sale of receivables to GE Capital.
It also foregoes collection of cash on receivables sold.
The incremental amount of cash received from sales of receivables in excess of the cash GE would have otherwise collected had those receivables not been sold, represents the cash generated or used in the period relating to this activity.
The incremental cash generated in GE CFOA from selling these receivables to GE Capital increased *(?V CFOA by $1.6 billion, $2.2 billion and $0.1 billion in 2015, 2014 and 2013, respectively.
See Note 23 to the consolidated financial statements for additional information about the eliminations of intercompany transactions between GE and GE Capital.

<table><tr><td></td><td colspan="3">Years Ended</td></tr><tr><td></td><td>November 28, 2003</td><td>November 29, 2002</td><td>November 30, 2001</td></tr><tr><td>Gain (loss) on foreign currency assets and liabilities:</td><td></td><td></td><td></td></tr><tr><td>Realized net gain (loss) recognized in other income (loss)</td><td>$13,535</td><td>$6,500</td><td>$-3,288</td></tr><tr><td>Unrealized net gain recognized in other income (loss)</td><td>132</td><td>2,549</td><td>109</td></tr><tr><td></td><td>13,667</td><td>9,049</td><td>-3,179</td></tr><tr><td>Gain (loss) on hedges of foreign currency assets and liabilities:</td><td></td><td></td><td></td></tr><tr><td>Realized net gain (loss) recognized in other income (loss)</td><td>-8,726</td><td>-8,587</td><td>3,834</td></tr><tr><td>Unrealized net gain (loss) recognized in other income (loss)</td><td>-3,483</td><td>444</td><td>-622</td></tr><tr><td></td><td>-12,209</td><td>-8,143</td><td>3,212</td></tr><tr><td>Net gain recognized in other income</td><td>$1,458</td><td>$906</td><td>$33</td></tr></table>
<table><tr><td></td><td>Balance in Accumulated Other Comprehensive Loss</td></tr><tr><td>Contract Type</td><td>2009</td><td>2008</td></tr><tr><td>Interest Rate Swaps</td><td>$13,053</td><td>$18,874</td></tr></table>
<table><tr><td>Years ended December 31,</td><td>2015</td><td>2014</td><td>2013</td><td>2012</td><td>2011</td><td>2010</td><td>2009</td><td>2008</td><td>2007</td><td>2006</td></tr><tr><td>(In thousands, except per share, Team Members, stores and ratio data)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>BALANCE SHEET DATA:</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Working capital (g)($)</td><td>-36,372</td><td>252,082</td><td>430,832</td><td>478,093</td><td>1,028,330</td><td>1,029,861</td><td>900,857</td><td>749,276</td><td>573,328</td><td>566,892</td></tr><tr><td>Total assets (g)($)</td><td>6,676,684</td><td>6,532,083</td><td>6,057,895</td><td>5,741,241</td><td>5,494,174</td><td>5,031,950</td><td>4,695,536</td><td>4,551,586</td><td>2,279,737</td><td>1,977,496</td></tr><tr><td>Inventory turnover (h)</td><td>1.5</td><td>1.4</td><td>1.4</td><td>1.4</td><td>1.5</td><td>1.4</td><td>1.4</td><td>1.6</td><td>1.6</td><td>1.6</td></tr><tr><td>Accounts payable to inventory (i)</td><td>99.1%</td><td>94.6%</td><td>86.6%</td><td>84.7%</td><td>64.4%</td><td>44.3%</td><td>42.8%</td><td>46.9%</td><td>43.2%</td><td>39.2%</td></tr><tr><td>Current portion of long-term debt and short-term debt ($)</td><td>—</td><td>25</td><td>67</td><td>222</td><td>662</td><td>1,431</td><td>106,708</td><td>8,131</td><td>25,320</td><td>309</td></tr><tr><td>Long-term debt, less current portion (g)($)</td><td>1,390,018</td><td>1,388,397</td><td>1,386,828</td><td>1,087,789</td><td>790,585</td><td>357,273</td><td>684,040</td><td>724,564</td><td>75,149</td><td>110,170</td></tr><tr><td>Shareholders' equity ($)</td><td>1,961,314</td><td>2,018,418</td><td>1,966,321</td><td>2,108,307</td><td>2,844,851</td><td>3,209,685</td><td>2,685,865</td><td>2,282,218</td><td>1,592,477</td><td>1,364,096</td></tr><tr><td>CASH FLOW DATA:</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Cash provided by operating activities ($)</td><td>1,281,476</td><td>1,190,430</td><td>908,026</td><td>1,251,555</td><td>1,118,991</td><td>703,687</td><td>285,200</td><td>298,542</td><td>299,418</td><td>185,928</td></tr><tr><td>Capital expenditures ($)</td><td>414,020</td><td>429,987</td><td>395,881</td><td>300,719</td><td>328,319</td><td>365,419</td><td>414,779</td><td>341,679</td><td>282,655</td><td>228,871</td></tr><tr><td>Free cash flow (j)($)</td><td>867,456</td><td>760,443</td><td>512,145</td><td>950,836</td><td>790,672</td><td>338,268</td><td>-129,579</td><td>-43,137</td><td>16,763</td><td>-42,943</td></tr></table>
<table><tr><td>Years ended December 31,</td><td>2010</td><td>2009</td><td>2008</td></tr><tr><td>Revenue</td><td>$6,423</td><td>$6,305</td><td>$6,197</td></tr><tr><td>Operating income</td><td>1,194</td><td>900</td><td>846</td></tr><tr><td>Operating margin</td><td>18.6%</td><td>14.3%</td><td>13.7%</td></tr></table>

Question: What was the average value of Current portion of long-term debt and short-term debt ($), Long-term debt, less current portion (g)($), Shareholders' equity ($) in 2012? (in thousand)