The Corporation enters into derivative commodity contracts such as futures, swaps, options and forwards as well as non-derivative commodity contracts to provide price risk management services to customers or to manage price risk associated with its physical and financial commodity positions.
The non-derivative commodity contracts and physical inventories of commodities expose the Corporation to earnings volatility.
Cash flow and fair value accounting hedges provide a method to mitigate a portion of this earnings volatility.
The Corporation purchases credit derivatives to manage credit risk related to certain funded and unfunded credit exposures.
Credit derivatives include credit default swaps, total return swaps and swaptions.
These derivatives are accounted for as economic hedges and changes in fair value are recorded in other income.
Derivatives Designated as Accounting Hedges The Corporation uses various types of interest rate, commodity and foreign exchange derivative contracts to protect against changes in the fair value of its assets and liabilities due to fluctuations in interest rates, exchange rates and commodity prices (fair value hedges).
The Corporation also uses these types of contracts to protect against changes in the cash flows of its assets and liabilities, and other forecasted transactions (cash flow hedges).
The Corporation hedges its net investment in consolidated foreign operations determined to have functional currencies other than the U. S.  dollar using forward exchange contracts that typically settle in 90 days, cross-currency basis swaps, and by issuing foreign currency-denominated debt.
The following table summarizes certain information related to the Corporation’s derivatives designated as fair value hedges for 2009 and 2008.
## Table 0 ##
(1) Amounts are recorded in interest expense on long-term debt.
(2) Amounts are recorded in interest income on AFS securities.
(3) Measurement of ineffectiveness in 2009 includes $354 million of interest costs on short forward contracts.
The Corporation considers this as part of the cost of hedging, and is offset by the fixed coupon receipt on the AFS security that is recognized in interest income on securities.
(4) Amounts are recorded in trading account profits (losses).
(5) For 2007, hedge ineffectiveness recognized in net interest income was $55 million.
n/a = not applicable The following table summarizes certain information related to the Corporation’s derivatives designated as cash flow hedges and net investment hedges for 2009 and 2008.
During the next 12 months, net losses in accumulated OCI of approximately $937 million ($590 million after-tax) on derivative instruments that qualify as cash flow hedges are expected to be reclassified into earnings.
These net losses reclassified into earnings are expected to reduce net interest income related to the respective hedged items.
## Table 1 ##
(1) Amounts related to derivatives designated as cash flow hedges represent hedge ineffectiveness and amounts related to net investment hedges represent amounts excluded from effectiveness testing.
(2) Amounts reclassified from OCI reduced interest income on assets by $110 million and $224 million during 2009 and 2008, and increased interest expense on liabilities by $1.1 billion during both 2009 and 2008.
(3) Hedge ineffectiveness of $73 million and $(10) million was recorded in interest income and $(2) million and $3 million was recorded in interest expense during 2009 and 2008.
(4) Amounts recognized in OCI on derivatives exclude amounts related to terminated hedges of AFS securities of $(9) million and $206 million for 2009 and 2008.
(5) Amounts reclassified from OCI exclude amounts related to derivative interest accruals which increased interest income by $104 million for 2009 and amounts which increased interest expense $73 million for 2008.
(6) Gains reclassified from OCI into income were recorded in trading account profits (losses) during 2009, 2008 and 2007 were $44 million, $0 and $18 million, respectively, related to the discontinuance of cash flow hedging because it was probable that the original forecasted transaction would not occur.
(7) For 2007, hedge ineffectiveness recognized in net interest income was $4 million.
(8) Amounts recognized in OCI on derivatives exclude losses of $387 million related to long-term debt designated as a net investment hedge for 2009.  n/a = not applicable
The graph below matches Cadence Design Systems, Inc. ’s cumulative 5-year total shareholder return on common stock with the cumulative total returns of the S&P 500 index, the S&P Information Technology index, and the NASDAQ Composite index.
The graph assumes that the value of the investment in our common stock, and in each index (including reinvestment of dividends) was $100 on December 28, 2002 and tracks it through December 29, 2007.
COMPARISON OF 5 YEAR CUMULATIVE TOTAL RETURN* Among Cadence Design Systems, Inc. , The S&P 500 Index, The NASDAQ Composite Index And The S&P Information Technology Index
## Table 2 ##
* $100 invested on 12/28/02 in stock or on 12/31/02 in index-including reinvestment of dividends.
Indexes calculated on month-end basis.
Copyright · 2007, Standard & Poor’s, a division of The McGraw-Hill Companies, Inc.  All rights reserved.
www.
researchdatagroup.
com/S&P.
htm The stock price performance included in this graph is not necessarily indicative of future stock price performance
E.  During 2014, we acquired real estate for $11.6 million via exchanges of our properties.
F.  Accrued costs on properties under development resulted in an increase in buildings and improvements and accounts payable of $2.6 million and $4.0 million at December 31, 2016 and 2014, respectively.16.
Employee Benefit Plan We have a 401(k) plan covering substantially all of our employees.
Under our 401(k) plan, employees may elect to make contributions to the plan up to a maximum of 60% of their compensation, subject to limits under the Code.
We match 50% of each of our employee's salary deferrals up to the first 6% of the employee's eligible compensation.
Our aggregate matching contributions each year have been immaterial to our results of operations.17.
Common Stock Incentive Plan In 2012, our Board of Directors adopted and stockholders approved the Realty Income Corporation 2012 Incentive Award Plan, or the 2012 Plan, to enable us to motivate, attract and retain the services of directors and employees considered essential to our long-term success.
The 2012 Plan offers our directors and employees an opportunity to own our stock or rights that will reflect our growth, development and financial success.
Under the terms of the 2012 plan, the aggregate number of shares of our common stock subject to options, restricted stock, stock appreciation rights, restricted stock units and other awards, will be no more than 3,985,734 shares.
The 2012 Plan has a term of ten years from the date it was adopted by our Board of Directors.
The amount of share-based compensation costs recognized in general and administrative expense on our consolidated statements of income was $12.0 million during 2016, $10.4 million during 2015, and $12.0 million during 2014.
A.
Restricted Stock The following table summarizes our common stock grant activity under our 2012 Plan.
Our outstanding restricted stock vests over periods ranging from immediately to five years.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td colspan="6">Amounts Recognized in Income</td></tr><tr><td></td><td colspan="3">2009</td><td colspan="3">2008</td></tr><tr><td>(Dollars in millions)</td><td>Derivative</td><td>Hedged Item</td><td>Hedge Ineffectiveness</td><td>Derivative</td><td>Hedged Item</td><td>Hedge Ineffectiveness</td></tr><tr><td> Derivatives designated as fair value hedges</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Interest rate risk on long-term debt<sup>-1</sup></td><td>$-4,858</td><td>$4,082</td><td>$-776</td><td>$4,340</td><td>$-4,143</td><td>$197</td></tr><tr><td>Interest rate and foreign currency risk on long-term debt<sup>-1</sup></td><td>932</td><td>-858</td><td>74</td><td>294</td><td>-444</td><td>-150</td></tr><tr><td>Interest rate risk on available-for-sale securities<sup>(2</sup><sup>, 3</sup><sup>)</sup></td><td>791</td><td>-1,141</td><td>-350</td><td>32</td><td>-51</td><td>-19</td></tr><tr><td>Commodity price risk on commodity inventory<sup>(</sup><sup>4</sup><sup>)</sup></td><td>-51</td><td>51</td><td>—</td><td>n/a</td><td>n/a</td><td>n/a</td></tr><tr><td> Total<sup>-5</sup></td><td>$-3,186</td><td>$2,134</td><td>$-1,052</td><td>$4,666</td><td>$-4,638</td><td>$28</td></tr></table>
<table><tr><td></td><td colspan="3">2009</td><td colspan="3">2008</td></tr><tr><td>(Dollars in millions, amounts pre-tax)</td><td>Amounts Recognized in OCI on Derivatives</td><td>Amounts Reclassified from OCI into Income</td><td>Hedge Ineffectiveness and Amount Excluded from Effectiveness Testing -1</td><td>Amounts Recognized in OCI on Derivatives</td><td>Amounts Reclassified from OCI into Income</td><td>Hedge Ineffectiveness and Amount Excluded from Effectiveness Testing -1</td></tr><tr><td> Derivatives designated as cash flow hedges</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Interest rate risk on variable rate portfolios<sup>-2, 3, 4, 5</sup></td><td>$579</td><td>$-1,214</td><td>$71</td><td>$-82</td><td>$-1,334</td><td>$-7</td></tr><tr><td>Commodity price risk on forecasted purchases and sales<sup>-6</sup></td><td>72</td><td>70</td><td>-2</td><td>n/a</td><td>n/a</td><td>n/a</td></tr><tr><td>Price risk on equity investments included in available-for-sale securities</td><td>-331</td><td>–</td><td>–</td><td>243</td><td>–</td><td>–</td></tr><tr><td> Total<sup>-7</sup></td><td>$320</td><td>$-1,144</td><td>$69</td><td>$161</td><td>$-1,334</td><td>$-7</td></tr><tr><td> Net investment hedges</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Foreign exchange risk<sup>-8</sup></td><td>$-2,997</td><td>$–</td><td>$-142</td><td>$2,814</td><td>$–</td><td>$-192</td></tr></table>
<table><tr><td></td><td>12/28/02</td><td>1/3/04</td><td>1/1/05</td><td>12/31/05</td><td>12/30/06</td><td>12/29/07</td></tr><tr><td>Cadence Design Systems, Inc.</td><td>100.00</td><td>149.92</td><td>113.38</td><td>138.92</td><td>147.04</td><td>139.82</td></tr><tr><td>S & P 500</td><td>100.00</td><td>128.68</td><td>142.69</td><td>149.70</td><td>173.34</td><td>182.87</td></tr><tr><td>NASDAQ Composite</td><td>100.00</td><td>149.75</td><td>164.64</td><td>168.60</td><td>187.83</td><td>205.22</td></tr><tr><td>S & P Information Technology</td><td>100.00</td><td>147.23</td><td>150.99</td><td>152.49</td><td>165.32</td><td>192.28</td></tr></table>

Question: What's the total amount of Interest rate risk on long-term debt in 2009? (in million)
Answer: 148
Reasoning program: subtract(932,858), add(#0,74)