jpmorgan chase & co./2012 annual report 119 implementing further revisions to the capital accord in the u.s .( such further revisions are commonly referred to as 201cbasel iii 201d ) .basel iii revised basel ii by , among other things , narrowing the definition of capital , and increasing capital requirements for specific exposures .basel iii also includes higher capital ratio requirements and provides that the tier 1 common capital requirement will be increased to 7% ( 7 % ) , comprised of a minimum ratio of 4.5% ( 4.5 % ) plus a 2.5% ( 2.5 % ) capital conservation buffer .implementation of the 7% ( 7 % ) tier 1 common capital requirement is required by january 1 , in addition , global systemically important banks ( 201cgsibs 201d ) will be required to maintain tier 1 common requirements above the 7% ( 7 % ) minimum in amounts ranging from an additional 1% ( 1 % ) to an additional 2.5% ( 2.5 % ) .in november 2012 , the financial stability board ( 201cfsb 201d ) indicated that it would require the firm , as well as three other banks , to hold the additional 2.5% ( 2.5 % ) of tier 1 common ; the requirement will be phased in beginning in 2016 .the basel committee also stated it intended to require certain gsibs to hold an additional 1% ( 1 % ) of tier 1 common under certain circumstances , to act as a disincentive for the gsib from taking actions that would further increase its systemic importance .currently , no gsib ( including the firm ) is required to hold this additional 1% ( 1 % ) of tier 1 common .in addition , pursuant to the requirements of the dodd-frank act , u.s .federal banking agencies have proposed certain permanent basel i floors under basel ii and basel iii capital calculations .the following table presents a comparison of the firm 2019s tier 1 common under basel i rules to its estimated tier 1 common under basel iii rules , along with the firm 2019s estimated risk-weighted assets .tier 1 common under basel iii includes additional adjustments and deductions not included in basel i tier 1 common , such as the inclusion of aoci related to afs securities and defined benefit pension and other postretirement employee benefit ( 201copeb 201d ) plans .the firm estimates that its tier 1 common ratio under basel iii rules would be 8.7% ( 8.7 % ) as of december 31 , 2012 .the tier 1 common ratio under both basel i and basel iii are non- gaap financial measures .however , such measures are used by bank regulators , investors and analysts as a key measure to assess the firm 2019s capital position and to compare the firm 2019s capital to that of other financial services companies .december 31 , 2012 ( in millions , except ratios ) .
[['tier 1 common under basel i rules', '$ 140342'], ['adjustments related to aoci for afs securities and defined benefit pension and opeb plans', '4077'], ['all other adjustments', '-453 ( 453 )'], ['estimated tier 1 common under basel iii rules', '$ 143966'], ['estimated risk-weighted assets under basel iii rules ( a )', '$ 1647903'], ['estimated tier 1 common ratio under basel iii rules ( b )', '8.7% ( 8.7 % )']]
estimated risk-weighted assets under basel iii rules ( a ) $ 1647903 estimated tier 1 common ratio under basel iii rules ( b ) 8.7% ( 8.7 % ) ( a ) key differences in the calculation of risk-weighted assets between basel i and basel iii include : ( 1 ) basel iii credit risk rwa is based on risk-sensitive approaches which largely rely on the use of internal credit models and parameters , whereas basel i rwa is based on fixed supervisory risk weightings which vary only by counterparty type and asset class ; ( 2 ) basel iii market risk rwa reflects the new capital requirements related to trading assets and securitizations , which include incremental capital requirements for stress var , correlation trading , and re-securitization positions ; and ( 3 ) basel iii includes rwa for operational risk , whereas basel i does not .the actual impact on the firm 2019s capital ratios upon implementation could differ depending on final implementation guidance from the regulators , as well as regulatory approval of certain of the firm 2019s internal risk models .( b ) the tier 1 common ratio is tier 1 common divided by rwa .the firm 2019s estimate of its tier 1 common ratio under basel iii reflects its current understanding of the basel iii rules based on information currently published by the basel committee and u.s .federal banking agencies and on the application of such rules to its businesses as currently conducted ; it excludes the impact of any changes the firm may make in the future to its businesses as a result of implementing the basel iii rules , possible enhancements to certain market risk models , and any further implementation guidance from the regulators .the basel iii capital requirements are subject to prolonged transition periods .the transition period for banks to meet the tier 1 common requirement under basel iii was originally scheduled to begin in 2013 , with full implementation on january 1 , 2019 .in november 2012 , the u.s .federal banking agencies announced a delay in the implementation dates for the basel iii capital requirements .the additional capital requirements for gsibs will be phased in starting january 1 , 2016 , with full implementation on january 1 , 2019 .management 2019s current objective is for the firm to reach , by the end of 2013 , an estimated basel iii tier i common ratio of 9.5% ( 9.5 % ) .additional information regarding the firm 2019s capital ratios and the federal regulatory capital standards to which it is subject is presented in supervision and regulation on pages 1 20138 of the 2012 form 10-k , and note 28 on pages 306 2013 308 of this annual report .broker-dealer regulatory capital jpmorgan chase 2019s principal u.s .broker-dealer subsidiaries are j.p .morgan securities llc ( 201cjpmorgan securities 201d ) and j.p .morgan clearing corp .( 201cjpmorgan clearing 201d ) .jpmorgan clearing is a subsidiary of jpmorgan securities and provides clearing and settlement services .jpmorgan securities and jpmorgan clearing are each subject to rule 15c3-1 under the securities exchange act of 1934 ( the 201cnet capital rule 201d ) .jpmorgan securities and jpmorgan clearing are also each registered as futures commission merchants and subject to rule 1.17 of the commodity futures trading commission ( 201ccftc 201d ) .jpmorgan securities and jpmorgan clearing have elected to compute their minimum net capital requirements in accordance with the 201calternative net capital requirements 201d of the net capital rule .at december 31 , 2012 , jpmorgan securities 2019 net capital , as defined by the net capital rule , was $ 13.5 billion , exceeding the minimum requirement by .

Question: in 2012 what was the percent of the adjustments related to aoci for afs securities and defined benefit pension and opeb plans as part of the tier 1 common under basel i rules
Answer: 2.9%