Table of Contents Hologic, Inc.  Notes to Consolidated Financial Statements (continued) (In thousands, except per share data) As of September 26, 2009, the Company’s financial assets that are re-measured at fair value on a recurring basis consisted of $313 in money market mutual funds that are classified as cash and cash equivalents in the Consolidated Balance Sheets.
As there are no withdrawal restrictions, they are classified within Level 1 of the fair value hierarchy and are valued using quoted market prices for identical assets.
The Company holds certain minority cost-method equity investments in non-publicly traded securities aggregating $7,585 and $9,278 at September 26, 2009 and September 27, 2008, respectively, which are included in other long-term assets on the Company’s Consolidated Balance Sheets.
These investments are generally carried at cost.
As the inputs utilized for the Company’s periodic impairment assessment are not based on observable market data, these cost method investments are classified within Level 3 of the fair value hierarchy on a non-recurring basis.
To determine the fair value of these investments, the Company uses all available financial information related to the entities, including information based on recent or pending third-party equity investments in these entities.
In certain instances, a cost method investment’s fair value is not estimated as there are no identified events or changes in circumstances that may have a significant adverse effect on the fair value of the investment and to do so would be impractical.
During fiscal 2009, the Company recorded other-than-temporary impairment charges totaling $2,243 related to two of its cost method investments to adjust their carrying amounts to fair value.7.
Pension and Other Employee Benefits The Company has certain defined benefit pension plans covering the employees of its AEG German subsidiary (the “Pension Benefits”).
As of September 29, 2007, the Company adopted SFAS No.158, Employers’ Accounting for Defined Benefit Pension and Other Postretirement Plans, an amendment of FASB Statements No.87, 88, 106 and 132(R) (codified primarily in ASC 715, Defined Benefit Plans) using a prospective approach.
The adoption of this Standard did not impact the Company’s compliance with its debt covenants under its credit agreements, cash position or results of operations.
The following table summarizes the incremental effect of adopting this Standard on individual line items in the Consolidated Balance Sheet as of September 29, 2007:
## Table 0 ##
As of September 26, 2009 and September 27, 2008, the Company’s pension liability is $6,736 and $7,323, respectively, which is primarily recorded as a component of long-term liabilities in the Consolidated Balance Sheets.
Under German law, there are no rules governing investment or statutory supervision of the pension plan.
As such, there is no minimum funding requirement imposed on employers.
Pension benefits are safeguarded by the Pension Guaranty Fund, a form of compulsory reinsurance that guarantees an employee will receive vested pension benefits in the event of insolvency.
## Table 1 ##
(1) The hypothetical change in fair value related to our mortgage bank-loan inventory reflects only the gross fair value change on the mortgage loan assets, and excludes any offsetting impact of derivatives and other instruments purchased to hedge such changes in fair value.
The tables above do not include approximately $129 billion of insurance reserve and deposit liabilities as of December 31, 2007 and $123 billion as of December 31, 2006.
We believe that the interest rate sensitivities of these insurance liabilities offset, in large measure, the interest rate risk of the financial assets set forth in these tables.
Our net estimated potential loss in fair value as of December 31, 2007 increased $293 million from December 31, 2006, primarily reflecting an increase in the level of investments in 2007.
The estimated changes in fair values of our financial assets shown above relate primarily to assets invested to support our insurance liabilities, but do not include separate account assets associated with products for which investment risk is borne primarily by the separate account contractholders rather than by us.
Market Risk Related to Equity Prices We actively manage investment equity price risk against benchmarks in respective markets.
We benchmark our return on equity holdings against a blend of market indices, mainly the S&P 500 and Russell 2000, and we target price sensitivities that approximate those of the benchmark indices.
We estimate our investment equity price risk from a hypothetical 10% decline in equity benchmark market levels and measure this risk in terms of the decline in fair market value of equity securities we hold.
Using this methodology, our estimated investment equity price risk as of December 31, 2007 was $958 million, representing a hypothetical decline in fair market value of equity securities we held at that date from $9.580 billion to $8.622 billion.
Our estimated investment equity price risk using this methodology as of December 31, 2006 was $916 million, representing a hypothetical decline in fair market value of equity securities we held at that date from $9.160 billion to $8.244 billion.
In calculating these amounts, we exclude separate account equity securities related to products for which the investment risk is borne primarily by the separate account contractholder rather than by us.
In addition to equity securities, as indicated above, we hold equity-based derivatives primarily to hedge the equity price risk embedded in the living benefit features in some of our variable annuity products.
As of December 31, 2007, our equity-based derivatives had notional values of $4.6 billion, and were reported at fair value as a $617 million asset, and the living benefit features accounted for as derivatives were reported at fair value as a $168 million liability.
As of December 31, 2006, our equity-based derivatives had notional values of $2.9 billion, and were reported at fair value as a $230 million asset, and the living benefits features accounted for as derivatives were reported at fair value as a $38 million asset.
Our estimated equity price risk associated with the equity-based derivatives, net of the related living benefit features, was less than $10 million as of both December 31, 2007 and 2006, estimated based on a hypothetical 10% decline in equity benchmark market levels.
While these scenarios are for illustrative purposes only and do not reflect our expectations regarding future performance of equity markets or of our equity portfolio, they represent near term reasonably possible hypothetical changes that illustrate the potential impact of such events.
These scenarios consider only the direct impact on fair value of declines in equity benchmark market levels and not changes in asset based fees recognized as revenue, changes in our estimates of total gross profits used as a basis for amortizing deferred policy acquisition and other costs, or changes in any other assumptions such as mortality, utilization or persistency rates in our variable annuity contracts that could also impact the fair value of our living benefit features.
Table of Contents Operating income for our three business segments under the Company’s historical basis of reporting is provided below:
## Table 2 ##
Wholesale operating income increased by $47.9 million primarily as a result of higher revenues, as well as improved gross margin largely driven by our European and Japanese wholesale operations.
The increase also was due to the net decrease of unfavorable purchase accounting effects primarily associated with prior business acquisitions.
These increases were partially offset by higher SG&A expenses attributable largely to our new business initiatives.
Retail operating income decreased by $96.0 million primarily as a result of $47.0 million of higher impairment-related charges, higher reductions in the carrying cost of our retail inventory, and higher rent and occupancy costs.
The decrease was partially offset by higher revenues and the absence of certain unfavorable purchase accounting effects associated with the acquisition of the remaining 50% equity interest of Ralph Lauren Media included in the prior fiscal year.
Licensing operating income increased by $6.9 million primarily as a result of a decrease in amortization of intangible assets due to the absence of the amortization of the license acquired in the Japanese Business Acquisitions, which was fully amortized by the end of Fiscal 2008.
Also contributing to the increased operating income was an increase in domestic licensing royalties, primarily driven by the inclusion of royalties for American Living.
These increases were offset in part by a net decrease in international royalties primarily due to the Japanese Childrenswear and Golf Acquisition (see “Recent Developments” for further discussion).
Unallocated corporate expenses decreased by $10.5 million primarily as a result of a decrease in brand-related marketing and advertising costs, as well as lower stock-based compensation expense, as previously discussed.
Unallocated legal and restructuring charges of $23.1 million in Fiscal 2009 were comprised of restructuring charges of $23.6 million primarily associated with the Fiscal 2009 Restructuring Plan, as previously discussed, offset by a reversal of an excess legal reserve in the amount of $0.5 million.
In Fiscal 2008, unallocated legal and restructuring charges were comprised of a reversal of an excess legal reserve in the amount of $4.1 million.
Foreign Currency Gains (Losses).
The effect of foreign currency exchange rate fluctuations resulted in a gain of $1.6 million in Fiscal 2009, compared to a loss of $6.4 million in Fiscal 2008.
The prior fiscal year loss included a $1.6 million write-off of foreign currency option contracts, entered into to manage certain foreign currency exposure associated with the Japanese Business Acquisitions, which expired unexercised.
Excluding the aforementioned transaction, foreign currency gains increased in Fiscal 2009 as compared to Fiscal 2008, primarily due to the timing of the settlement of intercompany receivables and payables (that were not of a long-term investment nature) between certain of our international and domestic subsidiaries.
Foreign currency gains and losses are unrelated to the impact of changes in the value of the U. S.  dollar when operating results of our foreign subsidiaries are translated to U. S.  dollars.
Interest Expense.
Interest expense includes the borrowing costs of our outstanding debt, including amortization of debt issuance costs, and interest related to our capital lease obligations.
Interest expense increased by

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>Before Adoption of SFAS No. 158</td><td>Adjustments (In thousands)</td><td>After Adoption of SFAS No. 158</td></tr><tr><td>Accumulated other comprehensive income</td><td>$—</td><td>$2,212</td><td>$2,212</td></tr><tr><td>Total stockholders’ equity</td><td>$803,511</td><td>$2,212</td><td>$805,723</td></tr></table>
<table><tr><td></td><td colspan="4">As of December 31, 2006</td></tr><tr><td></td><td> Notional  Amount of Derivatives</td><td>Fair Value</td><td>Hypothetical Fair Value After + 100 Basis Point Parallel Yield Curve Shift</td><td>Hypothetical Change in Fair Value</td></tr><tr><td></td><td colspan="4">(in millions)</td></tr><tr><td>Financial assets with interest rate risk:</td><td></td><td></td><td></td><td></td></tr><tr><td>Fixed maturities</td><td></td><td>$179,163</td><td>$168,952</td><td>$-10,211</td></tr><tr><td>Commercial loans</td><td></td><td>25,225</td><td>24,144</td><td>-1,081</td></tr><tr><td>Mortgage bank-loan inventory-1</td><td></td><td>918</td><td>900</td><td>-18</td></tr><tr><td>Policy loans</td><td></td><td>9,837</td><td>9,205</td><td>-632</td></tr><tr><td>Derivatives:</td><td></td><td></td><td></td><td></td></tr><tr><td>Swaps</td><td>$41,582</td><td>-342</td><td>-561</td><td>-219</td></tr><tr><td>Futures</td><td>3,392</td><td>1</td><td>20</td><td>19</td></tr><tr><td>Options</td><td>3,131</td><td>250</td><td>218</td><td>-32</td></tr><tr><td>Forwards</td><td>9,646</td><td>122</td><td>19</td><td>-103</td></tr><tr><td>Variable Annuity Living Benefit Feature Embedded Derivatives</td><td></td><td>38</td><td>119</td><td>81</td></tr><tr><td>Financial liabilities with interest rate risk:</td><td></td><td></td><td></td><td></td></tr><tr><td>Short-term and long-term debt</td><td></td><td>-24,276</td><td>-23,450</td><td>826</td></tr><tr><td>Investment contracts</td><td></td><td>-64,571</td><td>-63,310</td><td>1,261</td></tr><tr><td>Bank customer liabilities</td><td></td><td>-903</td><td>-903</td><td>—</td></tr><tr><td>Net estimated potential loss</td><td></td><td></td><td></td><td>$-10,109</td></tr></table>
<table><tr><td></td><td colspan="2">Fiscal Years Ended</td><td></td><td></td></tr><tr><td></td><td>March 28, 2009</td><td>March 29, 2008</td><td>$ Change</td><td>% Change</td></tr><tr><td></td><td colspan="3">(millions)</td><td></td></tr><tr><td> Operating Income:</td><td></td><td></td><td></td><td></td></tr><tr><td>Wholesale</td><td>$613.3</td><td>$565.4</td><td>$47.9</td><td>8.5%</td></tr><tr><td>Retail</td><td>108.2</td><td>204.2</td><td>-96.0</td><td>-47.0%</td></tr><tr><td>Licensing</td><td>103.6</td><td>96.7</td><td>6.9</td><td>7.1%</td></tr><tr><td></td><td>825.1</td><td>866.3</td><td>-41.2</td><td>-4.8%</td></tr><tr><td>Less:</td><td></td><td></td><td></td><td></td></tr><tr><td>Unallocated corporate expenses</td><td>-206.5</td><td>-217.0</td><td>10.5</td><td>-4.8%</td></tr><tr><td>Unallocated legal and restructuring charges</td><td>-23.1</td><td>4.1</td><td>-27.2</td><td>-663.4%</td></tr><tr><td>Total operating income</td><td>$595.5</td><td>$653.4</td><td>$-57.9</td><td>-8.9%</td></tr></table>

Question: What is the Notional Amount of Derivatives:Swaps As of December 31, 2006 as As the chart 1 shows? (in million)
Answer: 41582