The Virginia-class program includes 30 submarines, which the customer is procuring in multi-ship blocks.
The group, in conjunction with an industry partner that shares in the construction of these vessels, has delivered the first six of 18 boats under contract.
The remaining 12 boats extend deliveries through 2018.
As a result of U. S.  combatant-commander requirements, strong congressional support, innovative cost-saving design and production efforts, and successful program execution, the group is scheduled to build two submarines per year starting in 2011, which will double the current submarine workload.
Marine Systems also is the lead designer and producer of Arleigh Burke destroyers, a sophisticated class of surface combatants and the only active destroyer in the Navy’s global surface fleet.
During 2009, we delivered USS Wayne E.  Meyer, the 31st of 34 DDG-51 ships the Navy has contracted with us to build.
The three remaining ships are scheduled for delivery in 2010 and 2011.
The group’s T-AKE combat-logistics ship supports multiple missions for the Navy, including replenishment at sea for U. S.  and NATO operating forces around the world.
T-AKE is the first Navy ship to incorporate proven commercial marine technologies such as integrated electric-drive propulsion.
These technologies are designed to minimize T-AKE operations and maintenance costs over an expected 40-year life.
The group has delivered the first eight of these ships, including two in 2009.
Work is underway on the remaining four ships currently under contract, with deliveries scheduled through 2011.
The Navy funded long-lead material procurement in 2009 for two additional ships under the contract, and we expect to receive construction contracts for these two ships in 2010.
The Marine Systems group participates in the development of technologies and naval platforms for the future.
The group continues to apply its design and engineering expertise to advance next-generation submarine capabilities.
These efforts include initial concept studies for the development of the next-generation ballistic missile submarine (SSBN).
This new class of SSBN is expected to replace the current Ohio Class of ballistic missile submarines.
Marine Systems also leads a joint Navy-Defense Advanced Research Projects Agency (DARPA) initiative to reduce the cost of future submarines by identifying and overcoming technological barriers.
Under this initiative, the group is developing technologies to propel submarines with external electric motors, reduce the ship’s infrastructure and improve its sensors.
Marine Systems also is participating in a number of programs in support of the Navy’s efforts to renew its surface combatant fleet.
The group is completing the design and has started construction of the next-generation guided-missile destroyer, the DDG-1000 Zumwalt Class.
The group is building the first DDG-1000 destroyer at its Bath, Maine, shipyard and is negotiating contracts with the Navy for construction of the second and third ships, both of which have been fully funded.
Marine Systems leads one of two industry teams awarded contracts for the design and construction of the Littoral Combat Ship (LCS), a new high-speed surface warship designed to address emerging coastal-water threats.
Marine Systems’ LCS is well-suited to accommodate the speed, draft and cargo capacity requirements of this new class of warship.
The group delivered its first ship in the fourth quarter of 2009.
We are currently working on the remaining ship in backlog, which is scheduled to be delivered in 2012.
In addition to these design and construction programs, the Marine Systems group provides comprehensive ship and submarine overhaul, repair and lifecycle support services to extend the service life of these vessels and maximize the value of these ships to the customer.
The group operates the only full-service maintenance and repair shipyard on the West Coast, positioning us to support the Navy’s rebalancing of its surface force toward the Pacific Fleet.
The group also provides international allies with program management, planning and engineering design support for submarine and surface-ship construction programs.
Beyond its Navy programs, Marine Systems designs and produces ships for commercial customers to meet the Jones Act requirement that ships carrying cargo between U. S.  ports be built in U. S.  shipyards.
Marine Systems currently has a contract to build five product-carrier ships.
These product carriers are based on a design the group obtained through a strategic partnership with an experienced international commercial shipyard.
The partnership allows Marine Systems to offer proven commercial ship designs to customers, to share best practices that improve efficiency and throughput, and to achieve cost savings on materials procured through the partnership.
The group has delivered the first three ships and expects to deliver the remaining ships by the end of 2010.
With the existing fleet of Jones Act ships in need of replacement due to age and environmental regulations, we are marketing this proven product to new customers.
To further the group’s goals of efficiency and continuous process improvement, we are committed to strategic investments in our shipyards in partnership with the Navy and local governments.
In addition, the Marine Systems group continues to leverage its design and engineering expertise across its shipyards to improve program execution and generate cost savings.
This knowledge sharing enables the group to use resources more efficiently and drive process improvements throughout the business.
The group is well-positioned to effectively fulfill the long-term ship-construction and support requirements of its Navy and commercial customers.
Revenues for the Marine Systems group were 20 percent of our consolidated revenues in 2009, 19 percent in 2008 and 18 percent in 2007.
Revenues by major products and services were as follows:
## Table 0 ##
These 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 51: Alternate Interest Rate Scenarios: One Year Forward
## Table 1 ##
The fourth quarter 2014 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 daily 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 2014, our 95% VaR ranged between $.8 million and $3.9 million, averaging $2.1 million.
During 2013, our 95% VaR ranged between $1.7 million and $5.5 million, averaging $3.5 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 were two instances during 2014 under our diversified VaR measure where actual losses exceeded the prior day VaR measure.
In comparison, there was one such instance during 2013.
We use a 500 day look back period for backtesting and include customer-related trading revenue.
The following graph shows a comparison of enterprise-wide gains and losses against prior day diversified VaR for the period indicated.
Table 52: Enterprise – Wide Gains/Losses Versus Value-atRisk
Total customer-related trading revenue was as follows: Table 53: Customer-Related Trading Revenue (a)
(a) Customer-related trading revenues exclude underwriting fees for both periods presented.
(b) Includes changes in fair value for certain loans accounted for at fair value.
Customer-related trading revenues for 2014 decreased $86 million compared with 2013.
The decrease was primarily due to market interest rate changes impacting credit valuations for customer-related derivatives activities and reduced derivatives client sales revenues, which were partially offset by improved securities and foreign exchange client sales results.
Consumer Purchased Impaired Loan Class Estimates of the expected cash flows primarily determine the valuation of consumer purchased impaired loans.
Consumer cash flow estimates are influenced by a number of credit related items, which include, but are not limited to: estimated real estate values, payment patterns, updated FICO scores, the current economic environment, updated LTV ratios and the date of origination.
These key factors are monitored to help ensure that concentrations of risk are managed and cash flows are maximized.
See Note 4 Purchased Loans for additional information.
Table 57: Home Equity and Residential Real Estate Balances
## Table 2 ##
(a) Represents recorded investment.
(b) Represents outstanding balance.
(c) The December 31, 2015 amount was impacted by the change in derecognition policy for purchased impaired pooled consumer and residential real estate loans.
See Note 4 Purchased Loans for additional information.
Table 58: Home Equity and Residential Real Estate Asset Quality Indicators – Excluding Purchased Impaired Loans (a) (b)

<table><tr><td> Year Ended December 31</td><td> 2009</td><td> 2008</td><td> 2007</td></tr><tr><td>Nuclear-powered submarines</td><td>$3,173</td><td>$2,579</td><td>$2,355</td></tr><tr><td>Surface combatants</td><td>1,278</td><td>1,195</td><td>1,112</td></tr><tr><td>Auxiliary and commercial ships</td><td>1,179</td><td>1,192</td><td>953</td></tr><tr><td>Repair and other services</td><td>733</td><td>590</td><td>573</td></tr><tr><td>Total Marine Systems</td><td>$6,363</td><td>$5,556</td><td>$4,993</td></tr></table>
<table><tr><td>Year ended December 31In millions</td><td>2014</td><td>2013</td></tr><tr><td>Net interest income</td><td>$31</td><td>$30</td></tr><tr><td>Noninterest income</td><td>147</td><td>234</td></tr><tr><td>Total customer-related trading revenue</td><td>$178</td><td>$264</td></tr><tr><td>Securities trading (b)</td><td>$33</td><td>$21</td></tr><tr><td>Foreign exchange</td><td>96</td><td>98</td></tr><tr><td>Financial derivatives and other</td><td>49</td><td>145</td></tr><tr><td>Total customer-related trading revenue</td><td>$178</td><td>$264</td></tr></table>
<table><tr><td>In millions</td><td>December 31 2015</td><td>December 312014</td></tr><tr><td>Home equity and residential real estate loans – excluding purchased impaired loans (a)</td><td>$42,268</td><td>$43,348</td></tr><tr><td>Home equity and residential real estate loans – purchased impaired loans (b)</td><td>3,684</td><td>4,541</td></tr><tr><td>Government insured or guaranteed residential real estate mortgages (a)</td><td>923</td><td>1,188</td></tr><tr><td>Difference between outstanding balance and recorded investment in purchased impairedloans (c)</td><td>-331</td><td>7</td></tr><tr><td>Total home equity and residential real estate loans (a)</td><td>$46,544</td><td>$49,084</td></tr></table>

Question: Which year is Total home equity and residential real estate loans (a) the least?
Answer: December 31 2015