## Table 0 ##
(1) Includes “trading account assets supporting insurance liabilities” and other fixed maturities classified as trading securities under U. S.  GAAP, but are held for “other than trading” activities in our segments that offer insurance, retirement and annuities products.
(2) The hypothetical change in fair value related to our variable annuity and other living benefit feature embedded derivatives reflects only the gross fair value change on the embedded derivatives, and excludes any offsetting impact of derivative instruments purchased to hedge such changes in fair value.
(3) Included in “Other liabilities” together with all liabilities of consolidated variable interest entities.
See Note 5 to the Consolidated Financial Statements for additional information regarding consolidated variable interest entities.
The tables above do not include approximately $163 billion of insurance reserve and deposit liabilities as of December 31, 2010 and $154 billion as of December 31, 2009 which are not considered financial liabilities.
We believe that the interest rate sensitivities of these insurance liabilities would serve as an offset to the net interest rate risk of the financial assets and liabilities, including investment contracts, which are set forth in these tables.
Our net estimated potential loss in fair value as of December 31, 2010 increased $1,656 million from December 31, 2009, primarily reflecting an increase in our fixed maturity securities portfolio in 2010.
The increase in our fixed maturity securities portfolio in 2010 was primarily due to portfolio growth as a result of reinvestment of net investment income and a net increase in fair value primarily driven by a net decrease in interest rates, mainly from risk free rates.
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 for U. S.  equities.
For foreign equities we benchmark against the Tokyo Price Index, or TOPIX, and the MSCI EAFE, a market index of European, Australian, and Far Eastern equities.
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, 2010 was $922 million, representing a hypothetical decline in fair market value of equity securities we held at that date from $9.217 billion to $8.295 billion.
Our estimated investment equity price risk using this methodology as of December 31, 2009 was $809 million, representing a hypothetical decline in fair market value of equity securities we held at that date from $8.091 billion to $7.282 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 well as part of our capital hedging program described further below.
As of December 31, 2010, our equity-based derivatives had notional values of $26.004 billion, and were reported at fair value as a $353 million asset, and the living benefit features accounted for as embedded derivatives were reported at fair value as a $204 million asset.
As of December 31, 2009, our equity-based derivatives had notional values of $7.126 billion, and were reported at fair value as a $532 million asset, and the living benefits features accounted for as embedded derivatives were reported at fair value as a $55 million liability.
Our estimated equity price risk associated with living benefit features accounted for as embedded derivatives, net of the related equitybased derivatives used in our living benefits hedging program, was a $87 million benefit as of December 31, 2010 and a $61 million benefit as of December 31, 2009, estimated based on a hypothetical 10% decline in equity benchmark market levels.
The higher sensitivity level as of December 31, 2010 primarily reflects the impact of our own risk of non-performance on the embedded derivative liabilities, which does not have an offsetting impact on the hedge assets.
See Note 20 to the Consolidated Financial Statements for additional information on the impact of our own risk of non-performance on the valuation of the living benefit features accounted for as embedded derivatives.
In addition, we expanded our hedging program in the second quarter of 2009 to include a portion of the market exposure related to the overall
PRUDENTIAL FINANCIAL, INC.  Notes to Consolidated Financial Statements 18.
EMPLOYEE BENEFIT PLANS (continued) The plan fiduciaries for the Company’s pension and postretirement plans have developed guidelines for asset allocations reflecting a percentage of total assets by asset class, which are reviewed on an annual basis.
Asset allocation targets as of December 31, 2010 are as follows:
## Table 1 ##
To implement the investment strategy, plan assets are invested in funds that primarily invest in securities that correspond to one of the asset categories under the investment guidelines.
However, at any point in time, some of the assets in a fund may be of a different nature than the specified asset category.
Assets held with Prudential Insurance are in either pooled separate accounts or single client separate accounts.
Pooled separate accounts hold assets for multiple investors.
Each investor owns a “unit of account.
” Single client separate accounts hold assets for only one investor, the domestic qualified pension plan and each security in the fund is treated as individually owned.
Assets held with a bank are either in common/collective trusts or single client trusts.
Common or collective trusts hold assets for more than one investor.
Each investor owns a “unit of account.
” Single client trusts hold assets for only one investor, the domestic qualified pension plan and each security in the fund is treated as individually owned.
There were no investments in Prudential Financial Common Stock as of December 31, 2010 and December 31, 2009 for either the pension or postretirement plans.
Pension plan assets of $6,944 million and $6,393 million are included in the Company’s separate account assets and liabilities as of December 31, 2010 and December 31, 2009, respectively.
The authoritative guidance around fair value established a framework for measuring fair value.
Fair value is disclosed using a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value, as described in Note 20.
The following describes the valuation methodologies used for pension and postretirement plans assets measured at fair value.
Insurance Company Pooled Separate Accounts, Common or Collective Trusts, and United Kingdom Insurance Pooled Funds— Insurance company pooled separate accounts are invested via group annuity contracts issued by Prudential Insurance.
Assets are represented by a “unit of account.
” The redemption value of those units is based on a per unit value whose value is the result of the accumulated values of underlying investments.
The underlying investments are valued in accordance with the corresponding valuation method for the investments held.
Equities—See Note 20 for a discussion of the valuation methodologies for equity securities.
U. S.  Government Securities (both Federal and State & Other), Non–U.
S.  Government Securities, and Corporate Debt—See Note 20 for a discussion of the valuation methodologies for fixed maturity securities.
Interest Rate Swaps—See Note 20 for a discussion of the valuation methodologies for derivative instruments.
Guaranteed Investment Contract—The value is based on contract cash flows and available market rates for similar investments.
Registered Investment Companies (Mutual Funds)—Securities are priced at the net asset value (“NAV”) of shares.
Unrealized Gain (Loss) on Investment of Securities Lending Collateral—This value is the contractual position relative to the investment of securities lending collateral.
Real Estate—The values are determined through an independent appraisal process.
The estimate of fair value is based on three approaches; (1) current cost of reproducing the property less deterioration and functional/economic obsolescence; (2) discounting a series of income streams and reversion at a specific yield or by directly capitalizing a single year income estimate by an appropriate factor; and (3) value indicated by recent sales of comparable properties in the market.
Each approach requires the exercise of subjective judgment.
Short-term Investments—Securities are valued initially at cost and thereafter adjusted for amortization of any discount or premium (i. e. , amortized cost).
Amortized Cost approximates fair value.
VISA INC.  NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued) September 30, 2009 (in millions, except as noted) Note 2—The Reorganization Description of the Reorganization and Purchase Consideration In a series of transactions from October 1 to October 3, 2007, Visa undertook a reorganization in which Visa U. S. A. , Visa International, Visa Canada and Inovant became direct or indirect subsidiaries of Visa Inc.  and the Retrospective Responsibility Plan was established.
See Note 4—Retrospective Responsibility Plan.
For accounting purposes, the Company reflected the reorganization as a single transaction occurring on October 1 (the “reorganization date”), using the purchase method of accounting with Visa U. S. A.  as the accounting acquirer.
The net assets underlying the acquired interests in Visa International, Visa Canada, and Inovant (the “acquired interests”) were recorded at fair value at the reorganization date with the excess purchase price over this value attributed to goodwill.
Visa Europe did not become a subsidiary of Visa Inc. , but rather remained owned and governed by its European member financial institutions and entered into a set of contractual arrangements with the Company in connection with the reorganization.
The Company issued different classes and series of common stock in the reorganization reflecting the different rights and obligations of the Visa financial institution members and Visa Europe.
The allocation of the Company’s common stock to each of Visa AP, Visa LAC, Visa CEMEA, Visa Canada (collectively the “acquired regions”) and Visa U. S. A.
(collectively “the participating regions”) was based on each entity’s expected relative contribution to the Company’s projected fiscal 2008 net income, after giving effect to negotiated adjustments.
This allocation was adjusted shortly prior to the IPO (the “trueup”) to reflect actual performance in the four quarters ended December 31, 2007.
The allocation of the Company’s common stock and other consideration conveyed to Visa Europe in exchange for its ownership interest in Visa International and Inovant was determined based on the fair value of each element exchanged in the reorganization as discussed below and in Note 3—Visa Europe.
Total shares authorized and issued to the financial institution member groups of the participating regions and to Visa Europe in the reorganization totaled 775,080,512 shares of class B and class C common stock.
Total purchase consideration, inclusive of the true-up, of approximately $18.4 billion comprised of the following:
## Table 2 ##
Visa Inc.  Common Stock Issued in Exchange for the Acquired Interests The value of the purchase consideration conveyed to each of the member groups of the acquired regions was determined by valuing the underlying businesses contributed by each, after giving effect to negotiated adjustments.
The fair value of the purchase consideration, consisting of 258,022,779 shares of class C (series I) common stock, was approximately $12.6 billion, measured at June 15, 2007, or the date on which all parties entered into the global restructuring agreement.
Additional purchase consideration of $1.2 billion, consisting of 26,138,056 incremental shares of class C common stock valued at $44 per share were issued to the acquired regions shortly before the IPO in connection with the true-up.
The fair value of these shares was determined based on the price per share in the IPO.

Tables referenced above, in order (Table 0 first):
<table><tr><td rowspan="3"></td><td colspan="4">As of December 31, 2009</td></tr><tr><td> Notional</td><td>Fair Value</td><td>Hypothetical Fair Value After +100 Basis Point Parallel Yield CurveShift</td><td>Hypothetical Change in Fair Value</td></tr><tr><td></td><td colspan="3">(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 -1</td><td></td><td>$196,473</td><td>$183,631</td><td>$-12,842</td></tr><tr><td>Commercial mortgage and other loans</td><td></td><td>30,693</td><td>29,553</td><td>-1,140</td></tr><tr><td>Policy loans</td><td></td><td>11,837</td><td>11,142</td><td>-695</td></tr><tr><td>Derivatives:</td><td></td><td></td><td></td><td></td></tr><tr><td>Swaps</td><td>$114,601</td><td>-259</td><td>-1,876</td><td>-1,617</td></tr><tr><td>Futures</td><td>3,987</td><td>-1</td><td>-100</td><td>-99</td></tr><tr><td>Options</td><td>4,809</td><td>623</td><td>534</td><td>-89</td></tr><tr><td>Forwards</td><td>13,507</td><td>-15</td><td>-26</td><td>-11</td></tr><tr><td>Variable annuity and other living benefit feature embedded derivatives-2</td><td></td><td>-55</td><td>534</td><td>589</td></tr><tr><td>Financial liabilities with interest rate risk:</td><td></td><td></td><td></td><td></td></tr><tr><td>Short-term and long-term debt</td><td></td><td>-24,054</td><td>-22,284</td><td>1,770</td></tr><tr><td>Debt of consolidated variable interest entities-3</td><td></td><td>-239</td><td>-239</td><td>0</td></tr><tr><td>Investment contracts</td><td></td><td>-74,353</td><td>-72,198</td><td>2,155</td></tr><tr><td>Bank customer liabilities</td><td></td><td>-1,538</td><td>-1,526</td><td>12</td></tr><tr><td>Net estimated potential loss</td><td></td><td></td><td></td><td>$-11,967</td></tr></table>
<table><tr><td></td><td colspan="2">Pension</td><td colspan="2"> Postretirement</td></tr><tr><td></td><td>Minimum</td><td>Maximum</td><td>Minimum</td><td> Maximum</td></tr><tr><td> Asset Category</td><td></td><td></td><td></td><td></td></tr><tr><td>U.S. Equities</td><td>2%</td><td>11%</td><td>36%</td><td>47%</td></tr><tr><td>International Equities</td><td>2%</td><td>11%</td><td>1%</td><td>7%</td></tr><tr><td>Fixed Maturities</td><td>52%</td><td>72%</td><td>0%</td><td>55%</td></tr><tr><td>Short-term Investments</td><td>0%</td><td>12%</td><td>0%</td><td>60%</td></tr><tr><td>Real Estate</td><td>1%</td><td>14%</td><td>0%</td><td>0%</td></tr><tr><td>Other</td><td>3%</td><td>22%</td><td>0%</td><td>0%</td></tr></table>
<table><tr><td></td><td>in millions</td></tr><tr><td>Visa Inc. common stock</td><td>$17,935</td></tr><tr><td>Visa Europe put option</td><td>346</td></tr><tr><td>Liability under Framework Agreement</td><td>132</td></tr><tr><td>Total purchase consideration</td><td>$18,413</td></tr></table>

Question: In the section with largest amount of Forwards, what's the sum of elements? (in million)
Answer: 136904
Reasoning program: add(114601,3987), add(#0,4809), add(#1,13507)