Contractual Obligations The table below summarizes our contractual obligations and the amounts we owe under these contracts in specified periods as of October 31, 2015:
## Table 0 ##
(a) Certain of our operating lease obligations include escalation clauses.
These escalating payment requirements are reflected in the table.
(b) These payments relate to obligations under our deferred compensation plan.
The deferred compensation plan allows certain members of management and other highly-compensated employees and non-employee directors to defer receipt of all or any portion of their compensation.
The amount in the “More than 5 Years” column of the table represents the remaining total balance under the deferred compensation plan to be paid to participants who have not terminated employment.
Since we cannot reasonably estimate the timing of withdrawals for participants who have not yet terminated employment, we have included the future obligation to these participants in the “More than 5 Years” column of the table.
(c) Our funding policy for our foreign defined benefit plans is consistent with the local requirements of each country.
The payment obligations in the table are estimates of our expected contributions to these plans for fiscal year 2016.
The actual future payments may differ from the amounts presented in the table and reasonable estimates of payments beyond one year are not practical because of potential future changes in variables, such as plan asset performance, interest rates and the rate of increase in compensation levels.
(d) Represents a non-cancelable inventory purchase obligation for certain raw materials though March 31, 2016 as part of a planned transition from a principal foundry supplier.
We generally do not have significant agreements for the purchase of raw materials or other goods specifying minimum quantities or set prices that exceed our expected short-term requirements.
Other purchase orders for the purchase of raw materials and other goods and services are not included in the table above.
We are not able to determine the total amount of these purchase orders that represent contractual obligations, as purchase orders may represent authorizations to purchase rather than binding agreements.
In addition, our purchase orders generally allow for cancellation without significant penalties.
Certain of our acquisitions involve the potential payment of contingent consideration.
The table above does not reflect any such obligations, which could be up to $3.0 million, as the timing and amounts are uncertain.
As of October 31, 2015, our total liabilities associated with deferred taxes and uncertain tax positions was $81.0 million, which are included in “Other non-current liabilities” in our consolidated balance sheet contained in Item 8 of this Annual Report on Form 10-K.  Due to the complexity associated with our deferred taxes and tax uncertainties, we cannot make a reasonably reliable estimate of the period in which we expect to settle the non-current liabilities associated with these deferred taxes and uncertain tax positions.
Therefore, we have not included these deferred taxes and uncertain tax positions in the above contractual obligations table.
The expected timing of payments and the amounts of the obligations discussed above are estimated based on current information available as of October 31, 2015.
Off-balance Sheet Financing As of October 31, 2015, we had no off-balance sheet financing arrangements.
Note 9: Stock Based Compensation The Company has granted stock option and restricted stock unit (“RSUs”) awards to non-employee directors, officers and other key employees of the Company pursuant to the terms of its 2007 Omnibus Equity Compensation Plan (the “2007 Plan”).
The total aggregate number of shares of common stock that may be issued under the 2007 Plan is 15.5.
As of December 31, 2015, 8.4 shares were available for grant under the 2007 Plan.
Shares issued under the 2007 Plan may be authorized-but-unissued shares of Company stock or reacquired shares of Company stock, including shares purchased by the Company on the open market.
The Company recognizes compensation expense for stock awards over the vesting period of the award.
The following table presents stock-based compensation expense recorded in operation and maintenance expense in the accompanying Consolidated Statements of Operations for the years ended December 31:
## Table 1 ##
There were no significant stock-based compensation costs capitalized during the years ended December 31, 2015, 2014 and 2013.
The cost of services received from employees in exchange for the issuance of stock options and restricted stock awards is measured based on the grant date fair value of the awards issued.
The value of stock options and RSUs awards at the date of the grant is amortized through expense over the three-year service period.
All awards granted in 2015, 2014 and 2013 are classified as equity.
The Company receives a tax deduction based on the intrinsic value of the award at the exercise date for stock options and the distribution date for RSUs.
For each award, throughout the requisite service period, the Company recognizes the tax benefits, which have been included in deferred income tax assets, related to compensation costs.
The tax deductions in excess of the benefits recorded throughout the requisite service period are recorded to common stockholders’ equity or the statement of operations and are presented in the financing section of the Consolidated Statements of Cash Flows.
The Company stratified its grant populations and used historic employee turnover rates to estimate employee forfeitures.
The estimated rate is compared to the actual forfeitures at the end of the reporting period and adjusted as necessary.
Stock Options In 2015, 2014 and 2013, the Company granted non-qualified stock options to certain employees under the 2007 Plan.
The stock options vest ratably over the three-year service period beginning on January 1 of the year of the grant.
These awards have no performance vesting conditions and the grant date fair value is amortized through expense over the requisite service period using the straight-line method and is included in operations and maintenance expense in the accompanying Consolidated Statements of Operations.
Hypothetical scenarios evaluate the potential impact of extreme but plausible events over periods as long as one month.
These scenarios are developed to address perceived vulnerabilities in the market and in our portfolios, and are periodically updated.
They are also reviewed and updated to reflect changing market conditions, such as were experienced during the second half of 2007.
For example, many trading assets became extremely illiquid which required changes in assumptions to properly incorporate them in the stress models.
This was the case with our CDOrelated exposure for which we have updated our models at various times during the second half of 2007.
Management reviews and evaluates results of these scenarios monthly.
During the twelve months ended December 31, 2007, the largest daily losses among these scenarios ranged from $459 million to $1.5 billion.
Worst-case losses, which represent the most extreme losses in our daily VAR calculation, are reported daily.
Finally, desk-level stress tests are performed daily for individual businesses.
These stress tests evaluate the potential adverse impact of large moves in the market risk factors to which those businesses are most sensitive.
Interest Rate Risk Management for Nontrading Activities Interest rate risk represents the most significant market risk exposure to our nontrading exposures.
Our overall goal is to manage interest rate risk so that movements in interest rates do not adversely affect core net interest income – managed basis.
Interest rate risk is measured as the potential volatility in our core net interest income – managed basis caused by changes in market interest rates.
Client facing activities, primarily lending and deposit-taking, create interest rate sensitive positions on our balance sheet.
Interest rate risk from these activities, as well as the impact of changing market conditions, is managed through our ALM activities.
Simulations are used to estimate the impact on core net interest income – managed basis using numerous interest rate scenarios, balance sheet trends and strategies.
These simulations evaluate how the above mentioned scenarios impact core net interest income – managed basis on short-term financial instruments, debt securities, loans, deposits, borrowings, and derivative instruments.
In addition, these simulations incorporate assumptions about balance sheet dynamics such as loan and deposit growth and pricing, changes in funding mix, and asset and liability repricing and maturity characteristics.
These simulations do not include the impact of hedge ineffectiveness.
Management analyzes core net interest income – managed basis forecasts utilizing different rate scenarios, with the base case utilizing the forward interest rates.
Management frequently updates the core net interest income – managed basis forecast for changing assumptions and differing outlooks based on economic trends and market conditions.
Thus, we continually monitor our balance sheet position in an effort to maintain an acceptable level of exposure to interest rate changes.
We prepare forward-looking forecasts of core net interest income – managed basis.
These baseline forecasts take into consideration expected future business growth, ALM positioning, and the direction of interest rate movements as implied by forward interest rates.
We then measure and evaluate the impact that alternative interest rate scenarios have to these static baseline forecasts in order to assess interest rate sensitivity under varied conditions.
The spot and 12-month forward monthly rates used in our respective baseline forecasts at December 31, 2007 and 2006 are shown in Table 29.
Table 30 reflects the pre-tax dollar impact to forecasted core net interest income – managed basis over the next twelve months from December 31, 2007 and 2006, resulting from a 100 bp gradual parallel increase, a 100 bp gradual parallel decrease, a 100 bp gradual curve flattening (increase in short-term rates or decrease in long-term rates) and a 100 bp gradual curve steepening (decrease in short-term rates or increase in long-term rates) from the forward market curve.
For further discussion of core net interest income – managed basis see page 44.
The sensitivity analysis in Table 30 assumes that we take no action in response to these rate shifts over the indicated years.
The estimated exposure is reported on a managed basis and reflects impacts that may be realized primarily in net interest income and card income.
This sensitivity analysis excludes any impact that could occur in the valuation of retained interests in the Corporation’s securitizations due to changes in interest rate levels.
For additional information on securitizations, see Note 8 – Securitizations to the Consolidated Financial Statements.
Table 29 Forward Rates
## Table 2 ##
Table 30 Estimated Core Net Interest Income – Managed Basis at Risk
## Table 3 ##
For the years ended December 31, 2017 and 2016, we recorded a net gain of zero and $1 million, respectively, associated with foreign currency derivative financial instruments within foreign currency exchange transactions losses, net in our consolidated statements of operations.
As of December 31, 2017 and 2016, the notional amounts of outstanding foreign currency derivative financial instruments were $74 million and $77 million, respectively.
The table below details the percentage of revenues and expenses by currency for the years ended December 31, 2017 and 2015:

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td></td><td colspan="4">Payment due by period</td></tr><tr><td>(thousands)</td><td>Total</td><td>Less than 1 Year</td><td>1-3 Years</td><td>3-5 Years</td><td>More than 5 Years</td></tr><tr><td>Contractual obligations:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Operating leases (a)</td><td>$59,488</td><td>$21,780</td><td>$24,975</td><td>$7,470</td><td>$5,263</td></tr><tr><td>Debt obligations</td><td>875,000</td><td>375,000</td><td>—</td><td>—</td><td>500,000</td></tr><tr><td>Interest payments associated with debt obligations</td><td>120,625</td><td>20,000</td><td>28,750</td><td>28,750</td><td>43,125</td></tr><tr><td>Deferred compensation plan(b)</td><td>24,124</td><td>—</td><td>—</td><td>—</td><td>24,124</td></tr><tr><td>Pension funding(c)</td><td>4,236</td><td>4,236</td><td>—</td><td>—</td><td>—</td></tr><tr><td>Purchase Orders (d)</td><td>10,000</td><td>10,000</td><td>—</td><td>—</td><td>—</td></tr><tr><td>Total</td><td>$1,093,473</td><td>$431,016</td><td>$53,725</td><td>$36,220</td><td>$572,512</td></tr></table>
<table><tr><td></td><td>2015</td><td>2014</td><td>2013</td></tr><tr><td>Stock options</td><td>$2</td><td>$2</td><td>$3</td></tr><tr><td>RSUs</td><td>8</td><td>10</td><td>9</td></tr><tr><td>ESPP</td><td>1</td><td>1</td><td>1</td></tr><tr><td>Stock-based compensation</td><td>11</td><td>13</td><td>13</td></tr><tr><td>Income tax benefit</td><td>-4</td><td>-5</td><td>-5</td></tr><tr><td>Stock-based compensation expense, net of tax</td><td>$7</td><td>$8</td><td>$8</td></tr></table>
<table><tr><td></td><td colspan="4"> December 31</td></tr><tr><td></td><td colspan="2">2007</td><td colspan="2">2006</td></tr><tr><td></td><td>Federal Funds</td><td>Ten-Year Swap</td><td>Federal Funds</td><td>Ten-Year Swap</td></tr><tr><td>Spot rates</td><td>4.25%</td><td>4.67%</td><td>5.25%</td><td>5.18%</td></tr><tr><td>12-month forward rates</td><td>3.13</td><td>4.79</td><td>4.85</td><td>5.19</td></tr></table>
<table><tr><td>(Dollars in millions)</td><td></td><td></td><td colspan="2">December 31</td></tr><tr><td>Curve Change</td><td>Short Rate</td><td>Long Rate</td><td>2007</td><td>2006</td></tr><tr><td>+100 Parallel shift</td><td>+100</td><td>+100</td><td>$-952</td><td>$-557</td></tr><tr><td>-100 Parallel shift</td><td>-100</td><td>-100</td><td>865</td><td>770</td></tr><tr><td>Flatteners</td><td></td><td></td><td></td><td></td></tr><tr><td>Short end</td><td>+100</td><td>–</td><td>-1,127</td><td>-687</td></tr><tr><td>Long end</td><td>–</td><td>-100</td><td>-386</td><td>-192</td></tr><tr><td>Steepeners</td><td></td><td></td><td></td><td></td></tr><tr><td>Short end</td><td>-100</td><td>–</td><td>1,255</td><td>971</td></tr><tr><td>Long end</td><td>–</td><td>+100</td><td>181</td><td>138</td></tr></table>

Question: What's the average of Flatteners Short end and Flatteners Long end and Steepeners Short end in 2007? (in million)
Answer: -86
Reasoning program: subtract(-1127,386), add(#0,1255), divide(#1,3)