Task: Table-QA (source dataset: FinQA)

Task: 
You are given a table containing structured data and a natural language question referring to the table. Your goal is to analyze the table and provide an accurate and concise answer based on the given data.

Instructions:
1. Understand the Table: Examine the structure, headers, and data in the table. Identify relevant columns and rows related to the question.
2. Interpret the Question: Determine whether the question requires direct retrieval, aggregation, comparison, sorting, filtering, or inference.
3. Extract the Answer: Use logical reasoning and numerical operations (if necessary) to derive the correct response from the table.
4. Format the Answer: No explanation, return the answer in a structured JSON format: {"answer": <answer>}. If the question cannot be answered due to missing or ambiguous data, return a JSON response with {"answer": null}.

Table:
| in millions                                      | december 312012   | december 312011   |
|:-------------------------------------------------|:------------------|:------------------|
| commercial mortgages at fair value               | $ 772             | $ 843             |
| commercial mortgages at lower of cost or market  | 620               | 451               |
| total commercial mortgages                       | 1392              | 1294              |
| residential mortgages at fair value              | 2096              | 1415              |
| residential mortgages at lower of cost or market | 124               | 107               |
| total residential mortgages                      | 2220              | 1522              |
| other                                            | 81                | 120               |
| total                                            | $ 3693            | $ 2936            |

Question:
what was the average for "other" loans held in 2012 and 2011?


pre_text: residential mortgage-backed securities at december 31 , 2012 , our residential mortgage-backed securities portfolio was comprised of $ 31.4 billion fair value of us government agency-backed securities and $ 6.1 billion fair value of non-agency ( private issuer ) securities .
the agency securities are generally collateralized by 1-4 family , conforming , fixed-rate residential mortgages .
the non-agency securities are also generally collateralized by 1-4 family residential mortgages .
the mortgage loans underlying the non-agency securities are generally non-conforming ( i.e. , original balances in excess of the amount qualifying for agency securities ) and predominately have interest rates that are fixed for a period of time , after which the rate adjusts to a floating rate based upon a contractual spread that is indexed to a market rate ( i.e. , a 201chybrid arm 201d ) , or interest rates that are fixed for the term of the loan .
substantially all of the non-agency securities are senior tranches in the securitization structure and at origination had credit protection in the form of credit enhancement , over- collateralization and/or excess spread accounts .
during 2012 , we recorded otti credit losses of $ 99 million on non-agency residential mortgage-backed securities .
all of the losses were associated with securities rated below investment grade .
as of december 31 , 2012 , the noncredit portion of impairment recorded in accumulated other comprehensive income for non-agency residential mortgage- backed securities for which we have recorded an otti credit loss totaled $ 150 million and the related securities had a fair value of $ 3.7 billion .
the fair value of sub-investment grade investment securities for which we have not recorded an otti credit loss as of december 31 , 2012 totaled $ 1.9 billion , with unrealized net gains of $ 114 million .
commercial mortgage-backed securities the fair value of the non-agency commercial mortgage- backed securities portfolio was $ 5.9 billion at december 31 , 2012 and consisted of fixed-rate , private-issuer securities collateralized by non-residential properties , primarily retail properties , office buildings , and multi-family housing .
the agency commercial mortgage-backed securities portfolio was $ 2.0 billion fair value at december 31 , 2012 consisting of multi-family housing .
substantially all of the securities are the most senior tranches in the subordination structure .
there were no otti credit losses on commercial mortgage- backed securities during 2012 .
asset-backed securities the fair value of the asset-backed securities portfolio was $ 6.5 billion at december 31 , 2012 and consisted of fixed-rate and floating-rate , private-issuer securities collateralized primarily by various consumer credit products , including residential mortgage loans , credit cards , automobile loans , and student loans .
substantially all of the securities are senior tranches in the securitization structure and have credit protection in the form of credit enhancement , over-collateralization and/or excess spread accounts .
we recorded otti credit losses of $ 11 million on asset- backed securities during 2012 .
all of the securities are collateralized by first lien and second lien residential mortgage loans and are rated below investment grade .
as of december 31 , 2012 , the noncredit portion of impairment recorded in accumulated other comprehensive income for asset-backed securities for which we have recorded an otti credit loss totaled $ 52 million and the related securities had a fair value of $ 603 million .
for the sub-investment grade investment securities ( available for sale and held to maturity ) for which we have not recorded an otti loss through december 31 , 2012 , the fair value was $ 47 million , with unrealized net losses of $ 3 million .
the results of our security-level assessments indicate that we will recover the cost basis of these securities .
note 8 investment securities in the notes to consolidated financial statements in item 8 of this report provides additional information on otti losses and further detail regarding our process for assessing otti .
if current housing and economic conditions were to worsen , and if market volatility and illiquidity were to worsen , or if market interest rates were to increase appreciably , the valuation of our investment securities portfolio could be adversely affected and we could incur additional otti credit losses that would impact our consolidated income statement .
loans held for sale table 15 : loans held for sale in millions december 31 december 31 .
post_text: we stopped originating commercial mortgage loans held for sale designated at fair value in 2008 and continue pursuing opportunities to reduce these positions at appropriate prices .
at december 31 , 2012 , the balance relating to these loans was $ 772 million , compared to $ 843 million at december 31 , 2011 .
we sold $ 32 million in unpaid principal balances of these commercial mortgage loans held for sale carried at fair value in 2012 and sold $ 25 million in 2011 .
the pnc financial services group , inc .
2013 form 10-k 49 .
label: 100.5
qa: answer: 100.5
ann_table_rows: 7
ann_text_rows: 22
steps: op: add2-1
arg1: 81
arg2: 120
res: 201
op: divide2-2
arg1: #0
arg2: const_2
res: 100.5
program: add(81, 120), divide(#0, const_2)
gold_inds: table_7: in millions the other of december 312012 is 81 ; the other of december 312011 is 120 ;
text_22: loans held for sale table 15 : loans held for sale in millions december 31 december 31 .
exe_ans: 100.5
tfidftopn: text_25: we sold $ 32 million in unpaid principal balances of these commercial mortgage loans held for sale carried at fair value in 2012 and sold $ 25 million in 2011 .
program_re: divide(add(81, 120), const_2)
model_input: text_22
loans held for sale table 15 : loans held for sale in millions december 31 december 31 .
table_7
in millions the other of december 312012 is 81 ; the other of december 312011 is 120 ;
text_25
we sold $ 32 million in unpaid principal balances of these commercial mortgage loans held for sale carried at fair value in 2012 and sold $ 25 million in 2011 .