Our foreign earnings are generally subject to lower statutory tax rates than our United States earnings.
Our provision for income taxes for the fiscal year ended December 31, 2016 is primarily attributable to federal, state and foreign income taxes on our fiscal 2016 income and includes the tax benefit resulting from the permanent reinstatement of the United States research tax credit in December 2015.
Our provision for income taxes for the fiscal year ended December 31, 2016 includes $17.2 million of tax benefit related to stock-based compensation that vested or settled during the period.
Our provision for income taxes for the fiscal year ended January 2, 2016 was primarily attributable to federal, state and foreign income taxes on our fiscal 2015 income, which was partially offset by $13.8 million of tax benefit related to the effective settlement of a tax examination of a foreign subsidiary.
Our provision for income taxes included a tax benefit of $10.1 million resulting from the enactment of the United States research tax credit in December 2015.
Our provision for income taxes for the fiscal year ended January 3, 2015 primarily resulted from federal, state and foreign income taxes on our fiscal 2014 income.
Our provision for income taxes included a tax benefit of $8.1 million resulting from the enactment of the United States research tax credit in December 2014.
Our future effective tax rates may be materially impacted by tax amounts associated with our foreign earnings at rates different from the United States federal statutory rate, research credits, the tax impact of stock-based compensation, accounting for uncertain tax positions, business combinations, closure of statutes of limitations or settlement of tax audits, changes in valuation allowance and changes in tax law.
A significant amount of our foreign earnings is generated by our subsidiaries organized in Ireland and Hungary.
Our future effective tax rates may be adversely affected if our earnings were to be lower in countries where we have lower statutory tax rates or if we were to repatriate certain foreign earnings on which United States taxes have not been previously accrued.
We currently expect that our fiscal 2017 effective tax rate will be similar to our fiscal 2016 effective tax rate.
For additional discussion about how our effective tax rate could be affected by various risks, see Part I, Item 1A, “Risk Factors.
” For further discussion regarding our income taxes, see Note 10 in the notes to consolidated financial statements.
Liquidity and Capital Resources
## Table 0 ##
Cash, Cash Equivalents and Short-term Investments As of December 31, 2016, our principal sources of liquidity consisted of $468.3 million of cash, cash equivalents and short-term investments, as compared to $711.2 million as of January 2, 2016.
Our primary sources of cash, cash equivalents and short-term investments during fiscal 2016 were cash generated from operations, proceeds from borrowings, proceeds from the sale and maturity of available-for-sale securities, proceeds from the exercise of stock options and proceeds from stock purchases under our employee stock purchase plan.
Our primary uses of cash, cash equivalents and short-term investments during fiscal 2016 were payments related to salaries and benefits, repurchases of our common stock, other employee-related costs and operating expenses, payments on our revolving credit facility, purchases of property, plant and equipment, acquisitions, and tax payments.
Oil and Gas Prices Oil and Gas Operating Area Prices We expect our 2008 average prices for the oil and gas production from each of our operating areas to differ from the NYMEX price as set forth in the following table.
These expected ranges are exclusive of the anticipated effects of the oil and gas financial contracts presented in the “Commodity Price Risk Management” section below.
The NYMEX price for oil is the monthly average of settled prices on each trading day for benchmark West Texas Intermediate crude oil delivered at Cushing, Oklahoma.
The NYMEX price for gas is determined to be the first-of-month south Louisiana Henry Hub price index as published monthly in Inside FERC.
## Table 1 ##
Commodity Price Risk Management From time to time, we enter into NYMEX-related financial commodity collar and price swap contracts.
Such contracts are used to manage the inherent uncertainty of future revenues due to oil and gas price volatility.
Although these financial contracts do not relate to specific production from our operating areas, they will affect our overall revenues and average realized oil and gas prices in 2008.
The key terms of our 2008 oil and gas financial collar and price swap contracts are presented in the following tables.
The tables include contracts entered into as of February 15, 2008.
## Table 2 ##
Gas Financial Contracts
## Table 3 ##
To the extent that monthly NYMEX prices in 2008 differ from those established by the gas price swaps, or are outside of the ranges established by the oil and natural gas collars, we and the counterparties to the contracts will settle the difference.
Such settlements will either increase or decrease our oil and gas revenues for the period.
Also, we will mark-to-market the contracts based on their fair values throughout 2008.
Changes in the contracts’ fair values will also be recorded as increases or decreases to our oil and gas revenues.
The expected ranges of our realized oil and gas prices as a percentage of NYMEX prices, which are presented earlier in this document, do not include any estimates of the impact on our oil and gas prices from monthly settlements or changes in the fair values of our oil and gas price swaps and collars.
Five-Year Performance Comparison – The following graph provides an indicator of cumulative total shareholder returns for the Corporation as compared to the peer group index (described above), the DJ Trans, and the S&P 500.
The graph assumes that $100 was invested in the common stock of Union Pacific Corporation and each index on December 31, 2010 and that all dividends were reinvested.
The information below is historical in nature and is not necessarily indicative of future performance.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td colspan="3">As of</td><td colspan="2">Change</td></tr><tr><td></td><td>December 31,2016</td><td>January 2,2016</td><td>January 3, 2015</td><td>2016 vs. 2015</td><td>2015 vs. 2014</td></tr><tr><td></td><td colspan="5">(In millions)</td></tr><tr><td>Cash, cash equivalents and short-term investments</td><td>$468.3</td><td>$711.2</td><td>$1,022.6</td><td>$-242.9</td><td>$-311.4</td></tr><tr><td>Net working capital</td><td>$116.5</td><td>$427.9</td><td>$458.6</td><td>$-311.4</td><td>$-30.7</td></tr></table>
<table><tr><td></td><td colspan="2"> Expected Range of Prices   as a % of NYMEX Price</td></tr><tr><td></td><td> Oil</td><td> Gas</td></tr><tr><td>U.S. Onshore</td><td>85% to 95%</td><td>80% to 90%</td></tr><tr><td>U.S. Offshore</td><td>90% to 100%</td><td>95% to 105%</td></tr><tr><td>Canada</td><td>55% to 65%</td><td>85% to 95%</td></tr><tr><td>International</td><td>85% to 95%</td><td>83% to 93%</td></tr></table>
<table><tr><td></td><td colspan="4"> Price Collar Contracts</td></tr><tr><td></td><td></td><td> Floor Price</td><td colspan="2"> Ceiling Price</td></tr><tr><td></td><td></td><td></td><td></td><td> Weighted </td></tr><tr><td></td><td></td><td> Floor </td><td> Ceiling </td><td> Average </td></tr><tr><td></td><td> Volume </td><td> Price </td><td> Range </td><td> Ceiling Price </td></tr><tr><td> Period</td><td> (Bbls/d)</td><td> ($/Bbl)</td><td> ($/Bbl)</td><td> ($/Bbl)</td></tr><tr><td>First Quarter</td><td>21,011</td><td>$70.00</td><td>$132.50 - $148.00</td><td>$140.31</td></tr><tr><td>Second Quarter</td><td>22,000</td><td>$70.00</td><td>$132.50 - $148.00</td><td>$140.20</td></tr><tr><td>Third Quarter</td><td>22,000</td><td>$70.00</td><td>$132.50 - $148.00</td><td>$140.20</td></tr><tr><td>Fourth Quarter</td><td>22,000</td><td>$70.00</td><td>$132.50 - $148.00</td><td>$140.20</td></tr><tr><td>2008 Average</td><td>21,754</td><td>$70.00</td><td>$132.50 - $148.00</td><td>$140.23</td></tr></table>
<table><tr><td></td><td colspan="4"> Price Collar Contracts</td><td colspan="2"> Price Swap Contracts</td></tr><tr><td></td><td></td><td> Floor Price</td><td colspan="2"> Ceiling Price</td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td> Weighted </td><td></td><td> Weighted </td></tr><tr><td></td><td></td><td> Floor </td><td> Ceiling </td><td> Average </td><td></td><td> Average </td></tr><tr><td></td><td> Volume </td><td> Price </td><td> Range </td><td> Ceiling Price </td><td> Volume </td><td> Price </td></tr><tr><td> Period</td><td> (MMBtu/d)</td><td> ($/MMBtu)</td><td> ($/MMBtu)</td><td> ($/MMBtu)</td><td> (MMBtu/d)</td><td> ($/MMBtu)</td></tr><tr><td>First Quarter</td><td>634,011</td><td>$7.50</td><td>$9.00 - $10.25</td><td>$9.43</td><td>364,670</td><td>$8.23</td></tr><tr><td>Second Quarter</td><td>1,080,000</td><td>$7.50</td><td>$9.00 - $10.25</td><td>$9.43</td><td>620,000</td><td>$8.24</td></tr><tr><td>Third Quarter</td><td>1,080,000</td><td>$7.50</td><td>$9.00 - $10.25</td><td>$9.43</td><td>620,000</td><td>$8.24</td></tr><tr><td>Fourth Quarter</td><td>1,080,000</td><td>$7.50</td><td>$9.00 - $10.25</td><td>$9.43</td><td>620,000</td><td>$8.24</td></tr><tr><td>2008 Average</td><td>969,112</td><td>$7.50</td><td>$9.00 - $10.25</td><td>$9.43</td><td>556,516</td><td>$8.24</td></tr></table>

Question: What's the average of Volume of Price Collar Contracts in First Quarter, 2008 and Second Quarter, 2008?
Answer: 857006
Reasoning program: add(634011,1080000), divide(#0,const_2)