The Company will continue to recognize interest and penalties related to unrecognized tax benefits as a component of its income tax provision.
As of December 31, 2014 and 2013, the Company has $9,409 and $13,890, respectively, accrued for the payment of interest and penalties, excluding the federal tax benefit of interest deductions where applicable.
During the years ending December 31, 2014, 2013 and 2012, the Company accrued interest and penalties through the consolidated statements of operations of $(3,579), $74 and $(1,585), respectively.
The Company believes that its unrecognized tax benefits could decrease by $14,746 within the next twelve months.
The Company has effectively settled all Federal income tax matters related to years prior to 2010.
Various other state and foreign income tax returns are open to examination for various years.
The Company will continue to recognize interest and penalties related to unrecognized tax benefits as a component of its income tax provision.
As of December 31, 2014 and 2013, the Company has $9,409 and $13,890, respectively, accrued for the payment of interest and penalties, excluding the federal tax benefit of interest deductions where applicable.
During the years ending December 31, 2014, 2013 and 2012, the Company accrued interest and penalties through the consolidated statements of operations of $(3,579), $74 and $(1,585), respectively.
The Company believes that its unrecognized tax benefits could decrease by $14,746 within the next twelve months.
The Company has effectively settled all Federal income tax matters related to years prior to 2010.
Various other state and foreign income tax returns are open to examination for various years.
In January 2012, the Company received a €23,789 assessment from the Belgian tax authority related to its year ended December 31, 2008, asserting that the Company had understated its Belgian taxable income for that year.
The Company filed a formal protest in the first quarter of 2012 refuting the Belgian tax authority¡¯s position.
The Belgian tax authority set aside the assessment in the third quarter of 2012 and refunded all related deposits, including interest income of €1,583 earned on such deposits.
However, on October 23, 2012, the Belgian tax authority notified the Company of its intent to increase the Company¡¯s taxable income for the year ended December 31, 2008 under a revised theory.
However, on December 28, 2012, the Belgian tax authority issued assessments for the years ended December 31, 2005 and December 31, 2009, in the amounts of €46,135 and €35,567, respectively, including penalties, but excluding interest.
The Company filed a formal protest during the first quarter of 2013 relating to the new assessments.
In September 2013, the Belgian tax authority denied the Company¡¯s protests, and the Company has brought these two years before the Court of First Instance in Bruges.
In December 2013, the Belgian tax authority issued additional assessments related to the years ended December 31, 2006, 2007, and 2010, in the amounts of €38,817, €39,635, and €43,117, respectively, including penalties, but excluding interest.
The Company filed formal protests during the first quarter of 2014, refuting the Belgian tax authority¡¯s position for each of the years assessed.
In the quarter ended June 28, 2014, the Company received a formal assessment for the year ended December 31, 2008, totaling €30,131, against which the Company also submitted its formal protest.
All 4 additional years have been brought before the Court of First Appeal in November 2014.
In January of 2015, the Company met with the Court of First Appeal in Bruges and agreed with the Belgium tax authorities to consolidate and argue the issues regarding the years 2005 and 2009, and apply the ruling to all of the open years (to the extent there are no additional facts/procedural arguments in the other years).
The Company continues to disagree with the views of the Belgian tax authority on this matter and will persist in its vigorous defense.
Although there can be no assurances, the Company believes the ultimate outcome of these actions will not have a material adverse effect on its financial condition but could have a material adverse effect on its results of operations, liquidity or cash flows in a given quarter or year.
NOTE 16 COMMITMENTS AND CONTINGENCIES The Company is obligated under various operating leases for office and manufacturing space, machinery, and equipment.
Future minimum lease payments under non-cancelable capital and operating leases (with initial or remaining lease terms in excess of one year) as of December 31:
## Table 0 ##
Rental expense under operating leases was $114,529, $116,541 and $97,587 in 2014, 2013 and 2012, respectively.
The Company had approximately $37,381 and $47,713 in standby letters of credit for various insurance contracts and commitments to foreign vendors as of December 31, 2014 and 2013, respectively that expire within two years.
The Company is involved in litigation from time to time in the regular course of its business.
Except as noted below, there are no material legal proceedings pending or known by the Company to be contemplated to which the Company is a party or to which any of its property is subject.
Beginning in August 2010, a series of civil lawsuits were initiated in several U. S.  federal courts alleging that certain manufacturers of polyurethane foam products and competitors of the Company¡¯s carpet underlay division had engaged in price fixing in violation of U. S.  antitrust laws.
The Company has been named as a defendant in a number of the individual cases (the first filed on August 26, 2010), as well as in two consolidated amended class action complaints the first filed on February 28, 2011, on behalf of a class of all direct purchasers of polyurethane foam products, and the second filed on March 21, 2011, on behalf of a class of indirect purchasers.
All pending cases in which the Company has been named as a defendant have been filed in or transferred to the U. S.  District Court for the Northern District of Ohio for consolidated pre-trial proceedings under the name In re: Polyurethane Foam Antitrust Litigation, Case No.1:10-MDL-02196.
In these actions, the plaintiffs, on behalf of themselves and/or a class of purchasers, seek damages allegedly suffered as a result of alleged overcharges in the price of polyurethane foam products from at least 1999 to the present.
The direct purchaser class currently claims damages from all of the defendants named in the lawsuit of up to approximately $867,400 which amount will be reduced by the value of claims made by plaintiffs that opt out of the class.
Any damages actually awarded at trial are subject to being tripled under US antitrust laws.
The amount of damages in the remaining cases varies or has not yet been specified by the plaintiffs.
Each plaintiff also seeks attorney fees, pre-judgment and post-judgment interest, court costs and injunctive relief against future violations.
Item 1B.
Unresolved Staff Comments.
None.
Item 2.
Properties.3M’s general offices, corporate research laboratories, and certain division laboratories are located in St.  Paul, Minnesota.
In the United States, 3M has nine sales offices in eight states and operates 74 manufacturing facilities in 27 states.
Internationally, 3M has 148 sales offices.
The Company operates 93 manufacturing and converting facilities in 32 countries outside the United States.3M owns substantially all of its physical properties.3M’s physical facilities are highly suitable for the purposes for which they were designed.
Because 3M is a global enterprise characterized by substantial intersegment cooperation, properties are often used by multiple business segments.
Item 3.
Legal Proceedings.
Discussion of legal matters is incorporated by reference from Part II, Item 8, Note 13, “Commitments and Contingencies,” of this document, and should be considered an integral part of Part I, Item 3, “Legal Proceedings.
” Item 4.
Submission of Matters to a Vote of Security Holders.
None in the quarter ended December 31, 2007.
PART II Item 5.
Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities.
Equity compensation plans’ information is incorporated by reference from Part III, Item 12, “Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters,” of this document, and should be considered an integral part of Item 5.
At January 31, 2008, there were approximately 121,302 shareholders of record.3M’s stock is listed on the New York Stock Exchange, Inc.  (NYSE), the Chicago Stock Exchange, Inc. , and the SWX Swiss Exchange.
Cash dividends declared and paid totaled $.48 per share for each quarter of 2007, and $.46 per share for each quarter of 2006.
Stock price comparisons follow:
## Table 1 ##
Issuer Purchases of Equity Securities Repurchases of common stock are made to support the Company’s stock-based employee compensation plans and for other corporate purposes.
On February 13, 2006, the Board of Directors authorized the purchase of $2.0 billion of the Company’s common stock between February 13, 2006 and February 28, 2007.
In August 2006, 3M’s Board of Directors authorized the repurchase of an additional $1.0 billion in share repurchases, raising the total authorization to $3.0 billion for the period from February 13, 2006 to February 28, 2007.
In February 2007, 3M’s Board of Directors authorized a twoyear share repurchase of up to $7.0 billion for the period from February 12, 2007 to February 28, 2009.
he fair value of a financial instrument to changes in interest rates.
Convexity measures the rate of change of duration with respect to changes in interest rates.
We seek to manage our interest rate exposure by legal entity by matching the relative sensitivity of asset and liability values to interest rate changes, or controlling “duration mismatch” of assets and liabilities.
We have target duration mismatch constraints for each entity.
In certain markets, primarily outside the U. S. , capital market limitations that hinder our ability to closely approximate the duration of some of our liabilities are considered in setting the constraint limits.
As of December 31, 2007 and 2006, the difference between the pre-tax duration of assets and the target duration of liabilities in our duration managed portfolios was within our constraint limits.
We consider risk-based capital implications in our asset/liability management strategies.
We also perform portfolio stress testing as part of our U. S.  regulatory cash flow testing for major product lines that are subject to risk from changes in interest rates.
In this testing, we evaluate the impact of altering our interest-sensitive assumptions under various moderately adverse interest rate environments.
These interest-sensitive assumptions relate to the timing and amount of redemptions and prepayments of fixed-income securities and lapses and surrenders of insurance products and the potential impact of any guaranteed minimum interest rates.
We evaluate any shortfalls that this cash flow testing reveals to determine if we need to increase statutory reserves or adjust portfolio management strategies.
Market Risk Related to Interest Rates Our “other than trading” assets that subject us to interest rate risk include primarily fixed maturity securities, commercial loans and policy loans.
In the aggregate, the carrying value of these assets represented 76% of our consolidated assets, other than assets that we held in separate accounts, as of December 31, 2007 and 77% as of December 31, 2006.
With respect to “other than trading” liabilities, we are exposed to interest rate risk through policyholder account balances relating to interest-sensitive life insurance, annuity and other investment-type contracts, collectively referred to as investment contracts, and through outstanding short-term and long-term debt.
We assess interest rate sensitivity for “other than trading” financial assets, financial liabilities and derivatives using hypothetical test scenarios that assume either upward or downward 100 basis point parallel shifts in the yield curve from prevailing interest rates.
The following tables set forth the net estimated potential loss in fair value from a hypothetical 100 basis point upward shift as of December 31, 2007 and 2006, because this scenario results in the greatest net exposure to interest rate risk of the hypothetical scenarios tested at those dates.
While the test scenario is for illustrative purposes only and does not reflect our expectations regarding future interest rates or the performance of fixed-income markets, it is a near-term, reasonably possible hypothetical change that illustrates the potential impact of such events.
These test scenarios do not measure the changes in value that could result from non-parallel shifts in the yield curve, which we would expect to produce different changes in discount rates for different maturities.
As a result, the actual loss in fair value from a 100 basis point change in interest rates could be different from that indicated by these calculations.
## Table 2 ##
respect to foreign exchange) and the acquired Currenex business (with respect to brokerage and other) for a full year.
Brokerage and other trading revenue increased 10% from 2007 to 2008, due to higher revenues from electronic trading, both from the acquired Currenex business and from our Global Link product, as well as an increase in brokerage revenue, principally transition management and equity trading.
Securities finance revenue for 2008 was up 81% compared to 2007, primarily as a result of wider credit spreads across all lending programs.
Spreads benefited from the Federal Reserve’s aggregate 400-basis-point reduction in the federal funds rate during 2008, as well as from the continued disruption of the global fixedincome securities markets.
The increases were offset partially by a decline in lending volumes.
The 11% increase in servicing fees was the result of the inclusion of servicing fee revenue from the acquired Investor Financial business for a full year, the impact of new business on 2008 revenue and higher transaction volumes.
Approximately 41% of our servicing fees were derived from non-U.
S.  customers in each of 2008 and 2007.
Management fees decreased 10% from 2007 to 2008, $1.14 billion to $1.03 billion respectively, primarily from the impact of declines in average month-end equity market valuations and performance fees.
Approximately 40% of our management fees were derived from customers outside the U. S.  in 2008, down from 41% for 2007.
Assets under management decreased to $1.44 trillion at December 31, 2008, down $535 billion from $1.98 trillion a year earlier, as we experienced a net loss of business and, more significantly, market depreciation.
The increase in net interest revenue was the result of several favorable trends.
Interest-earning assets and related net interest revenue from the acquired Investors Financial business and widening spreads on fixed-rate and tax-exempt investment securities were the primary reasons for the growth.
In addition, transaction deposit volume increased, particularly with respect to non-U.
S.  deposits.
EXPENSES

<table><tr><td></td><td>Capital</td><td>Operating</td><td>Total FuturePayments</td></tr><tr><td>2015</td><td>$441</td><td>96,873</td><td>97,314</td></tr><tr><td>2016</td><td>448</td><td>69,875</td><td>70,323</td></tr><tr><td>2017</td><td>323</td><td>51,811</td><td>52,134</td></tr><tr><td>2018</td><td>26</td><td>32,985</td><td>33,011</td></tr><tr><td>2019</td><td>10</td><td>21,164</td><td>21,174</td></tr><tr><td>Thereafter</td><td>—</td><td>24,404</td><td>24,404</td></tr><tr><td>Total payments</td><td>1,248</td><td>297,112</td><td>298,360</td></tr><tr><td>Less amount representing interest</td><td>103</td><td></td><td></td></tr><tr><td>Present value of capitalized lease payments</td><td>$1,145</td><td></td><td></td></tr></table>
<table><tr><td>(Per share amounts)</td><td>First Quarter</td><td>Second Quarter</td><td>Third Quarter</td><td>Fourth Quarter</td><td>Year</td></tr><tr><td>2007 High</td><td>$79.88</td><td>$89.03</td><td>$93.98</td><td>$97.00</td><td>$97.00</td></tr><tr><td>2007 Low</td><td>72.90</td><td>75.91</td><td>83.21</td><td>78.98</td><td>72.90</td></tr><tr><td>2006 High</td><td>$79.83</td><td>$88.35</td><td>$81.60</td><td>$81.95</td><td>$88.35</td></tr><tr><td>2006 Low</td><td>70.30</td><td>75.76</td><td>67.05</td><td>73.00</td><td>67.05</td></tr></table>
<table><tr><td></td><td colspan="4">As of December 31, 2007</td></tr><tr><td></td><td> Notional  Amount of Derivatives</td><td>Fair Value</td><td>Hypothetical Fair Value After + 100 Basis Point Parallel Yield Curve Shift</td><td>Hypothetical Change in Fair Value</td></tr><tr><td></td><td colspan="4">(in millions)</td></tr><tr><td>Financial assets with interest rate risk:</td><td></td><td></td><td></td><td></td></tr><tr><td>Fixed maturities</td><td></td><td>$179,940</td><td>$169,374</td><td>$-10,566</td></tr><tr><td>Commercial loans</td><td></td><td>28,323</td><td>27,123</td><td>-1,200</td></tr><tr><td>Mortgage bank-loan inventory-1</td><td></td><td>2,298</td><td>2,248</td><td>-50</td></tr><tr><td>Policy loans</td><td></td><td>10,751</td><td>10,055</td><td>-696</td></tr><tr><td>Derivatives:</td><td></td><td></td><td></td><td></td></tr><tr><td>Swaps</td><td>$59,266</td><td>-525</td><td>-944</td><td>-419</td></tr><tr><td>Futures</td><td>4,812</td><td>-7</td><td>19</td><td>26</td></tr><tr><td>Options</td><td>4,759</td><td>627</td><td>557</td><td>-70</td></tr><tr><td>Forwards</td><td>8,851</td><td>72</td><td>71</td><td>-1</td></tr><tr><td>Variable Annuity Living Benefit Feature Embedded Derivatives</td><td></td><td>-168</td><td>17</td><td>185</td></tr><tr><td>Financial liabilities with interest rate risk:</td><td></td><td></td><td></td><td></td></tr><tr><td>Short-term and long-term debt</td><td></td><td>-29,737</td><td>-28,597</td><td>1,140</td></tr><tr><td>Investment contracts</td><td></td><td>-66,574</td><td>-65,330</td><td>1,244</td></tr><tr><td>Bank customer liabilities</td><td></td><td>-1,334</td><td>-1,329</td><td>5</td></tr><tr><td>Net estimated potential loss</td><td></td><td></td><td></td><td>$-10,402</td></tr></table>

Question: In the section with largest amount of Fixed maturities, what's the sum of Policy loans and Swaps ? (in million)
Answer: 10226.0