rm&t segment we do not attempt to qualify commodity derivative instruments used in our rm&t operations for hedge accounting .as a result , we recognize all changes in the fair value of derivatives used in our rm&t operations in income , although most of these derivatives have an underlying physical commodity transaction .generally , derivative losses occur when market prices increase , which are offset by gains on the underlying physical commodity transactions .conversely , derivative gains occur when market prices decrease , which are offset by losses on the underlying physical commodity transactions .derivative gains or losses included in rm&t segment income for each of the last three years are summarized in the following table : strategy ( in millions ) 2004 2003 2002 .
[['strategy ( in millions )', '2004', '2003', '2002'], ['mitigate price risk', '$ -106 ( 106 )', '$ -112 ( 112 )', '$ -95 ( 95 )'], ['protect carrying values of excess inventories', '-98 ( 98 )', '-57 ( 57 )', '-41 ( 41 )'], ['protect margin on fixed price sales', '8', '5', '11'], ['protect crack spread values', '-76 ( 76 )', '6', '1'], ['trading activities', '8', '-4 ( 4 )', '2013'], ['total net derivative losses', '$ -264 ( 264 )', '$ -162 ( 162 )', '$ -124 ( 124 )']]
during 2004 , using derivative instruments map sold crack spreads forward through the fourth quarter 2005 at values higher than the company thought sustainable in the actual months these contracts expire .included in the $ 76 million derivative loss for 2004 noted in the above table for the 2018 2018protect crack spread values 2019 2019 strategy was approximately an $ 8 million gain due to changes in the fair value of crack-spread derivatives that will expire throughout 2005 .in addition , natural gas options are in place to manage the price risk associated with approximately 41 percent of the first quarter 2005 anticipated natural gas purchases for refinery use .ig segment we have used derivative instruments to convert the fixed price of a long-term gas sales contract to market prices .the underlying physical contract is for a specified annual quantity of gas and matures in 2008 .similarly , we will use derivative instruments to convert shorter term ( typically less than a year ) fixed price contracts to market prices in our ongoing purchase for resale activity ; and to hedge purchased gas injected into storage for subsequent resale .derivative gains included in ig segment income were $ 17 million in 2004 , compared to gains of $ 19 million in 2003 and losses of $ 8 million in 2002 .trading activity in the ig segment resulted in losses of $ 2 million in 2004 , compared to losses of $ 7 million in 2003 and gains of $ 4 million in 2002 and have been included in the aforementioned amounts .other commodity risk we are impacted by basis risk , caused by factors that affect the relationship between commodity futures prices reflected in derivative commodity instruments and the cash market price of the underlying commodity .natural gas transaction prices are frequently based on industry reference prices that may vary from prices experienced in local markets .for example , new york mercantile exchange ( 2018 2018nymex 2019 2019 ) contracts for natural gas are priced at louisiana 2019s henry hub , while the underlying quantities of natural gas may be produced and sold in the western united states at prices that do not move in strict correlation with nymex prices .if commodity price changes in one region are not reflected in other regions , derivative commodity instruments may no longer provide the expected hedge , resulting in increased exposure to basis risk .these regional price differences could yield favorable or unfavorable results .otc transactions are being used to manage exposure to a portion of basis risk .we are impacted by liquidity risk , caused by timing delays in liquidating contract positions due to a potential inability to identify a counterparty willing to accept an offsetting position .due to the large number of active participants , liquidity risk exposure is relatively low for exchange-traded transactions. .

Question: included in the derivative loss for 2004 noted in the above table for the 2018 2018protect crack spread values 2019 2019 strategy was a gain due to changes in the fair value of crack-spread derivatives that will expire throughout 2005 . what was the loss without benefit of this gain?
Answer: 68