Maturities of long-term debt in each of the next five years and beyond are as follows:
## Table 0 ##
On 4 February 2013, we issued a $400.0 senior fixed-rate 2.75% note that matures on 3 February 2023.
Maturities of long-term debt in each of the next five years and beyond are as follows:
On 4 February 2013, we issued a $400.0 senior fixed-rate 2.75% note that matures on 3 February 2023.
Additionally, on 7 August 2013, we issued a 2.0% Eurobond for €300 million ($397) that matures on 7 August 2020.
Various debt agreements to which we are a party also include financial covenants and other restrictions, including restrictions pertaining to the ability to create property liens and enter into certain sale and leaseback transactions.
As of 30 September 2013, we are in compliance with all the financial and other covenants under our debt agreements.
As of 30 September 2013, we have classified commercial paper of $400.0 maturing in 2014 as long-term debt because we have the ability and intent to refinance the debt under our $2,500.0 committed credit facility maturing in 2018.
Our current intent is to refinance this debt via the U. S.  public or private placement markets.
On 30 April 2013, we entered into a five-year $2,500.0 revolving credit agreement with a syndicate of banks (the ¡°2013 Credit Agreement¡±), under which senior unsecured debt is available to us and certain of our subsidiaries.
The 2013 Credit Agreement provides us with a source of liquidity and supports our commercial paper program.
This agreement increases the previously existing facility by $330.0, extends the maturity date to 30 April 2018, and modifies the financial covenant to a maximum ratio of total debt to total capitalization (total debt plus total equity plus redeemable noncontrolling interest) no greater than 70%.
No borrowings were outstanding under the 2013 Credit Agreement as of 30 September 2013.
The 2013 Credit Agreement terminates and replaces our previous $2,170.0 revolving credit agreement dated 8 July 2010, as subsequently amended, which was to mature 30 June 2015 and had a financial covenant of long-term debt divided by the sum of long-term debt plus equity of no greater than 60%.
No borrowings were outstanding under the previous agreement at the time of its termination and no early termination penalties were incurred.
Effective 11 June 2012, we entered into an offshore Chinese Renminbi (RMB) syndicated credit facility of RMB1,000.0 million ($163.5), maturing in June 2015.
There are RMB250.0 million ($40.9) in outstanding borrowings under this commitment at 30 September 2013.
Additional commitments totaling $383.0 are maintained by our foreign subsidiaries, of which $309.0 was borrowed and outstanding at 30 September 2013.
PRUDENTIAL FINANCIAL, INC.  Notes to Consolidated Financial Statements 18.
EMPLOYEE BENEFIT PLANS (continued) Certain employees were provided special termination benefits under non-qualified plans in the form of unreduced early retirement benefits as a result of their involuntary termination.
Changes in Accumulated Other Comprehensive Income The amounts recorded in “Accumulated other comprehensive income (loss)” as of the end of the period, which have not yet been recognized as a component of net periodic (benefit) cost, and the related changes in these items during the period that are recognized in “Other Comprehensive Income” are as follows:
## Table 1 ##
The amounts included in “Accumulated other comprehensive income” expected to be recognized as components of net periodic (benefit) cost in 2011 are as follows:
## Table 2 ##
The Company’s assumptions related to the calculation of the domestic benefit obligation (end of period) and the determination of net periodic (benefit) cost (beginning of period) are presented in the table below.
The assumptions for 2008 use September 30, 2007 for beginning of period and December 31, 2008 for end of period.
The assumptions for 2009 use December 31, 2008 as the beginning of period and December 31, 2009 for end of period.
The assumptions for 2010 use December 31, 2009 as the beginning of period and December 31, 2010 for end of period:
## Table 3 ##
other costs, the hedging activities resulted in a $334 million benefit in 2009 and a $524 million charge in 2008.
Variances for both periods are primarily driven by differences in the actual performance of the underlying separate account funds relative to the performance of the market indices we utilize as a basis for developing our hedging strategy.
As shown above, the net impact from the mark-to-market of our embedded derivatives and related hedge positions for 2009 and 2008 also includes the impact of updates to the assumptions used in the valuation of the embedded derivative liabilities.
The charge of $110 million for 2009 represents an increase to the embedded derivative liability primarily driven by reductions in the expected lapse rate assumption based on evolving experience partially offset by a decrease in the liability driven by an update of the equity volatility assumption to better match the actual equity indices referenced.
The benefit of $86 million in 2008 represents a decrease to the embedded derivative liability primarily driven by an update of the equity volatility assumption to better match the actual equity indices referenced.
Additionally, beginning in 2009, we included an adjustment to the embedded derivative liability to reflect the market’s perception of our own risk of non-performance, as described above.2009 includes a $312 million benefit related to this update.
Capital hedge program In the second quarter of 2009, we began the expansion of our hedging program to include a portion of the market exposure related to the overall capital position of our variable annuity business, including the impact of certain statutory reserve exposures.
These capital hedges, which primarily consisted of equity-based total return swaps, were designed to partially offset changes in our capital position resulting from market driven changes in certain living and death benefit features of our variable annuity products.
During the second quarter of 2010, we removed the equity component of our capital hedge within the Individual Annuities segment by terminating the equitybased total return swaps, as part of a new program to more broadly address the equity market exposure of the statutory capital of the Company as a whole, under stress scenarios.
Since the new program incorporates capital implications across a number of businesses, the results of that program are reported within Corporate and Other operations.
Consequently, see “—Corporate and Other” for a discussion of the results of the current program.
See “—Liquidity and Capital Resources—Liquidity and Capital Resources of Subsidiaries—Domestic Insurance Subsidiaries” for a further discussion of the capital hedge program.
The results of the Individual Annuities segment for 2010 included $21 million of mark-to-market losses on these capital hedges prior to their termination.
The results of the Individual Annuities segment for 2009 included $180 million of mark-to-market losses on these capital hedges driven by favorable market conditions during the year which resulted in an increase in our capital position.
The results of these hedges are included in “Realized investment gains (losses), net and related adjustments” and have been excluded from adjusted operating income.
See “—Consolidated Results of Operations— Segment Measures” for additional information.
We continue to assess the composition of the hedging program on an ongoing basis.
Retirement Operating Results The following table sets forth the Retirement segment’s operating results for the periods indicated.

Tables referenced above, in order (Table 0 first):
<table><tr><td>2014</td><td>$ 907.4</td></tr><tr><td>2015</td><td>453.0</td></tr><tr><td>2016</td><td>433.0</td></tr><tr><td>2017</td><td>453.8</td></tr><tr><td>2018</td><td>439.9</td></tr><tr><td>Thereafter</td><td>2,876.6</td></tr><tr><td>Total</td><td>$5,563.7</td></tr></table>
<table><tr><td></td><td colspan="3">Pension Benefits</td><td colspan="3">OtherPostretirement Benefits</td></tr><tr><td></td><td> Transition Obligation</td><td>Prior Service Cost</td><td>Net Actuarial (Gain) Loss</td><td>Transition Obligation</td><td>Prior Service Cost</td><td>Net Actuarial (Gain) Loss</td></tr><tr><td></td><td colspan="6">(in millions)</td></tr><tr><td>Balance, December 31, 2008</td><td>$0</td><td>$133</td><td>$832</td><td>$2</td><td>$-76</td><td>$702</td></tr><tr><td>Amortization for the period</td><td>0</td><td>-26</td><td>-31</td><td>-1</td><td>11</td><td>-41</td></tr><tr><td>Deferrals for the period</td><td>0</td><td>3</td><td>1,072</td><td>0</td><td>0</td><td>1</td></tr><tr><td>Impact of foreign currency changes and other</td><td>0</td><td>-1</td><td>8</td><td>0</td><td>0</td><td>1</td></tr><tr><td>Balance, December 31, 2009</td><td>0</td><td>109</td><td>1,881</td><td>1</td><td>-65</td><td>663</td></tr><tr><td>Amortization for the period</td><td>0</td><td>-24</td><td>-41</td><td>-1</td><td>12</td><td>-39</td></tr><tr><td>Deferrals for the period</td><td>0</td><td>0</td><td>-399</td><td>0</td><td>0</td><td>-3</td></tr><tr><td>Impact of foreign currency changes and other</td><td>0</td><td>2</td><td>4</td><td>1</td><td>-1</td><td>1</td></tr><tr><td>Balance, December 31, 2010</td><td>$0</td><td>$87</td><td>$1,445</td><td>$1</td><td>$-54</td><td>$622</td></tr></table>
<table><tr><td></td><td> Pension Benefits</td><td>Other Postretirement Benefits</td></tr><tr><td></td><td colspan="2">(in millions)</td></tr><tr><td>Amortization of transition obligation</td><td>$0</td><td>$1</td></tr><tr><td>Amortization of prior service cost</td><td>23</td><td>-12</td></tr><tr><td>Amortization of actuarial (gain) loss, net</td><td>40</td><td>36</td></tr><tr><td>Total</td><td>$63</td><td>$25</td></tr></table>
<table><tr><td></td><td colspan="3">Pension Benefits</td><td colspan="3"> Other Postretirement Benefits</td></tr><tr><td></td><td>2010</td><td>2009</td><td>2008</td><td>2010</td><td>2009</td><td> 2008</td></tr><tr><td> Weighted-average assumptions</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Discount rate (beginning of period)</td><td>5.75%</td><td>6.00%</td><td>6.25%</td><td>5.50%</td><td>6.00%</td><td>6.00%</td></tr><tr><td>Discount rate (end of period)</td><td>5.60%</td><td>5.75%</td><td>6.00%</td><td>5.35%</td><td>5.50%</td><td>6.00%</td></tr><tr><td>Rate of increase in compensation levels (beginning of period)</td><td>4.50%</td><td>4.50%</td><td>4.50%</td><td>4.50%</td><td>4.50%</td><td>4.50%</td></tr><tr><td>Rate of increase in compensation levels (end of period)</td><td>4.50%</td><td>4.50%</td><td>4.50%</td><td>4.50%</td><td>4.50%</td><td>4.50%</td></tr><tr><td>Expected return on plan assets (beginning of period)</td><td>7.50%</td><td>7.50%</td><td>7.75%</td><td>7.50%</td><td>8.00%</td><td>8.00%</td></tr><tr><td>Health care cost trend rates (beginning of period)</td><td></td><td></td><td></td><td>5.00-7.50%</td><td>5.00-8.00%</td><td>5.00-8.75%</td></tr><tr><td>Health care cost trend rates (end of period)</td><td></td><td></td><td></td><td>5.00-7.00%</td><td>5.00-7.50%</td><td>5.00-8.00%</td></tr><tr><td>For 2010, 2009 and 2008, the ultimate health care cost trend rate after gradual decrease until: 2015, 2014, 2012 (beginning ofperiod)</td><td></td><td></td><td></td><td>5.00%</td><td>5.00%</td><td>5.00%</td></tr><tr><td>For 2010, 2009 and 2008, the ultimate health care cost trend rate after gradual decrease until: 2017, 2015, 2014 (end ofperiod)</td><td></td><td></td><td></td><td>5.00%</td><td>5.00%</td><td>5.00%</td></tr></table>

Question: what is going to be the matured value of the $ 400.0 issued in 2013?
Answer: 524.66
Reasoning program: add(const_1,2.75%), exp(#0,const_10), multiply(400.0,#1)