appropriate statistical bases .total expense for repairs and maintenance incurred was $ 2.5 billion for 2015 , $ 2.4 billion for 2014 , and $ 2.3 billion for 2013 .assets held under capital leases are recorded at the lower of the net present value of the minimum lease payments or the fair value of the leased asset at the inception of the lease .amortization expense is computed using the straight-line method over the shorter of the estimated useful lives of the assets or the period of the related lease .13 .accounts payable and other current liabilities dec .31 , dec .31 , millions 2015 2014 .
[['millions', 'dec . 31 2015', 'dec . 31 2014'], ['accounts payable', '$ 743', '$ 877'], ['income and other taxes payable', '434', '412'], ['accrued wages and vacation', '391', '409'], ['interest payable', '208', '178'], ['accrued casualty costs', '181', '249'], ['equipment rents payable', '105', '100'], ['dividends payable [a]', '-', '438'], ['other', '550', '640'], ['total accounts payable and other current liabilities', '$ 2612', '$ 3303']]
[a] beginning in 2015 , the timing of the dividend declaration and payable dates was aligned to occur within the same quarter .the 2015 dividends paid amount includes the fourth quarter 2014 dividend of $ 438 million , which was paid on january 2 , 2015 , the first quarter 2015 dividend of $ 484 million , which was paid on march 30 , 2015 , the second quarter 2015 dividend of $ 479 million , which was paid on june 30 , 2015 , the third quarter 2015 dividend of $ 476 million , which was paid on september 30 , 2015 , as well as the fourth quarter 2015 dividend of $ 467 million , which was paid on december 30 , 2015 .14 .financial instruments strategy and risk 2013 we may use derivative financial instruments in limited instances for other than trading purposes to assist in managing our overall exposure to fluctuations in interest rates and fuel prices .we are not a party to leveraged derivatives and , by policy , do not use derivative financial instruments for speculative purposes .derivative financial instruments qualifying for hedge accounting must maintain a specified level of effectiveness between the hedging instrument and the item being hedged , both at inception and throughout the hedged period .we formally document the nature and relationships between the hedging instruments and hedged items at inception , as well as our risk- management objectives , strategies for undertaking the various hedge transactions , and method of assessing hedge effectiveness .changes in the fair market value of derivative financial instruments that do not qualify for hedge accounting are charged to earnings .we may use swaps , collars , futures , and/or forward contracts to mitigate the risk of adverse movements in interest rates and fuel prices ; however , the use of these derivative financial instruments may limit future benefits from favorable interest rate and fuel price movements .market and credit risk 2013 we address market risk related to derivative financial instruments by selecting instruments with value fluctuations that highly correlate with the underlying hedged item .we manage credit risk related to derivative financial instruments , which is minimal , by requiring high credit standards for counterparties and periodic settlements .at december 31 , 2015 , and 2014 , we were not required to provide collateral , nor had we received collateral , relating to our hedging activities .interest rate fair value hedges 2013 we manage our overall exposure to fluctuations in interest rates by adjusting the proportion of fixed and floating rate debt instruments within our debt portfolio over a given period .we generally manage the mix of fixed and floating rate debt through the issuance of targeted amounts of each as debt matures or as we require incremental borrowings .we employ derivatives , primarily swaps , as one of the tools to obtain the targeted mix .in addition , we also obtain flexibility in managing interest costs and the interest rate mix within our debt portfolio by evaluating the issuance of and managing outstanding callable fixed-rate debt securities .swaps allow us to convert debt from fixed rates to variable rates and thereby hedge the risk of changes in the debt 2019s fair value attributable to the changes in interest rates .we account for swaps as fair value hedges using the short-cut method ; therefore , we do not record any ineffectiveness within our .

Question: what was the percentage of the decline in the total accounts payable and other current liabilities from 2014 to 2015
Answer: -20.9%