At December 31, 2014, total future minimum commitments under existing non-cancelable operating leases and purchase obligations were as follows:
## Table 0 ##
(a) Includes $2.3 billion relating to fiber supply agreements entered into at the time of the Company’s 2006 Transformation Plan forestland sales and in conjunction with the 2008 acquisition of Weyerhaeuser Company’s Containerboard, Packaging and Recycling business.
Rent expense was $154 million, $168 million and $185 million for 2014, 2013 and 2012, respectively.
GUARANTEES In connection with sales of businesses, property, equipment, forestlands and other assets, International Paper commonly makes representations and warranties relating to such businesses or assets, and may agree to indemnify buyers with respect to tax and environmental liabilities, breaches of representations and warranties, and other matters.
Where liabilities for such matters are determined to be probable and subject to reasonable estimation, accrued liabilities are recorded at the time of sale as a cost of the transaction.
ENVIRONMENTAL PROCEEDINGS CERCLA and State Actions International Paper has been named as a potentially responsible party in environmental remediation actions under various federal and state laws, including the Comprehensive Environmental Response, Compensation and Liability Act (CERCLA).
Many of these proceedings involve the cleanup of hazardous substances at large commercial landfills that received waste from many different sources.
While joint and several liability is authorized under CERCLA and equivalent state laws, as a practical matter, liability for CERCLA cleanups is typically allocated among the many potential responsible parties.
Remedial costs are recorded in the consolidated financial statements when they become probable and reasonably estimable.
International Paper has estimated the probable liability associated with these matters to be approximately $95 million in the aggregate as of December 31, 2014.
Cass Lake: One of the matters referenced above is a closed wood treating facility located in Cass Lake, Minnesota.
During 2009, in connection with an environmental site remediation action under CERCLA, International Paper submitted to the EPA a remediation feasibility study.
In June 2011, the EPA selected and published a proposed soil remedy at the site with an estimated cost of $46 million.
The overall remediation reserve for the site is currently $50 million to address the selection of an alternative for the soil remediation component of the overall site remedy.
In October 2011, the EPA released a public statement indicating that the final soil remedy decision would be delayed.
In the unlikely event that the EPA changes its proposed soil remedy and approves instead a more expensive cleanup alternative, the remediation costs could be material, and significantly higher than amounts currently recorded.
In October 2012, the Natural Resource Trustees for this site provided notice to International Paper and other potentially responsible parties of their intent to perform a Natural Resource Damage Assessment.
It is premature to predict the outcome of the assessment or to estimate a loss or range of loss, if any, which may be incurred.
Other Remediation Costs In addition to the above matters, other remediation costs typically associated with the cleanup of hazardous substances at the Company’s current, closed or formerly-owned facilities, and recorded as liabilities in the balance sheet, totaled approximately $41 million as of December 31, 2014.
Other than as described above, completion of required remedial actions is not expected to have a material effect on our consolidated financial statements.
LEGAL PROCEEDINGS Environmental Kalamazoo River: The Company is a potentially responsible party with respect to the Allied Paper, Inc. / Portage Creek/Kalamazoo River Superfund Site (Kalamazoo River Superfund Site) in Michigan.
The EPA asserts that the site is contaminated primarily by PCBs as a result of discharges from various paper mills located along the Kalamazoo River, including a paper mill formerly owned by St.  Regis Paper Company (St.  Regis).
The Company is a successor in interest to St.  Regis.
Although the Company has not received any orders from the EPA, in December 2014, the EPA sent the Company a letter demanding payment of $19 million to reimburse the EPA for costs associated with a Time Critical Removal Action of PCB contaminated sediments from a portion of the site.
The Company’s CERCLA liability has not been finally determined with respect to this or any other portion of the site and we have declined to reimburse the EPA at this time.
As noted below, the Company is involved in allocation/ apportionment litigation with regard to the site.
Accordingly, it is premature to estimate a loss or range of loss with respect to this site.
The Company was named as a defendant by GeorgiaPacific Consumer Products LP, Fort James Corporation and Georgia Pacific LLC in a contribution and cost recovery action for alleged pollution at the site.
The suit
Nonqualified Stock Options We did not grant any stock options in 2017, 2016 or 2015.
Generally, options become exercisable in installments after the grant date.
No option can be exercised after 10 years from its grant date.
Payment of the option exercise price may be in cash or by surrendering shares of common stock at market value on the exercise date.
The exercise price may also be paid by using previously owned shares.
The following table represents the stock option activity for 2017.
Table 79: Stock Options - Rollforward (a)
## Table 1 ##
(a) Cancelled stock options during 2017 were insignificant.
To determine stock-based compensation expense, the grant date fair value is applied to the options granted with a reduction for estimated forfeitures.
We recognize compensation expense for stock options on a straight-line basis over the specified vesting period.
At December 31, 2016 and 2015, options for 3 million and 5 million shares of common stock were exercisable at a weighted-average price of $55.16 and $55.42, respectively.
The total intrinsic value of options exercised was approximately $.1 billion during 2017, 2016 and 2015.
Cash received from option exercises under all Incentive Plans was approximately $.1 billion for 2017, 2016 and 2015.
The tax benefit realized from option exercises under all Incentive Plans was insignificant for 2017, 2016 and 2015.
Shares of common stock available during the next year for the granting of options and other awards under the Incentive Plans were approximately 36 million shares at December 31, 2017.
Total shares of PNC common stock authorized for future issuance under all equity compensation plans totaled approximately 37 million shares at December 31, 2017.
During 2017, we issued approximately 2 million common shares from treasury stock in connection with stock option exercise activity.
As with past exercise activity, we currently intend to utilize primarily treasury stock for any future stock option exercises.
Incentive/Performance Unit Awards and Restricted Share/ Restricted Share Unit Awards The fair value of nonvested incentive/performance unit awards and restricted share/restricted share unit awards is initially determined based on prices not less than the market value of our common stock on the date of grant with a reduction for estimated forfeitures.
The value of certain incentive/ performance unit awards is subsequently remeasured based on the achievement of one or more financial and other performance goals.
Additionally, certain incentive/ performance unit awards require subsequent adjustment to their current market value due to certain discretionary risk review triggers.
The weighted-average grant date fair value of incentive/ performance unit awards and restricted share/restricted share unit awards granted in 2017, 2016 and 2015 was $122.10, $78.37 and $91.57 per share, respectively.
The total intrinsic value of incentive/performance unit and restricted share/ restricted share unit awards vested during 2017, 2016 and 2015 was approximately $.2 billion, $.1 billion and $.2 billion, respectively.
We recognize compensation expense for such awards ratably over the corresponding vesting and/or performance periods for each type of program.
Table 80: Nonvested Incentive/Performance Unit Awards and Restricted Share/Restricted Share Unit Awards Rollforward (a)
## Table 2 ##
(a) Forfeited awards during 2017 were insignificant.
(b) Includes adjustments for achieving specific performance goals for Incentive/ Performance Unit Share Awards granted in prior periods.
In Table 80, the units and related weighted-average grant date fair value of the incentive/performance unit share awards exclude the effect of dividends on the underlying shares, as those dividends will be paid in cash if and when the underlying shares are issued to the participants.
BlackRock Long-term Incentive Plans (LTIP) BlackRock adopted the 2002 LTIP program to help attract and retain qualified professionals.
At that time, we agreed to transfer up to four million shares of BlackRock common stock to fund a portion of the 2002 LTIP program and future LTIP programs approved by BlackRock’s Board of Directors.
In 2009, our obligation to deliver any remaining BlackRock common shares was replaced with an obligation to deliver shares of BlackRock’s Series C Preferred Stock held by us.
In 2017, we transferred .52 million shares of BlackRock Series C Preferred Stock to BlackRock in connection with our obligation.
At December 31, 2017, we held approximately .25 million shares of BlackRock Series C Preferred Stock which were available to fund our obligations.
See Note 23 Subsequent Events for information on our January 31, 2018 transfer of 0.1 million shares of the Series C Preferred Stock to BlackRock to satisfy a portion of our LTIP obligation.
In the 12 months that follow December 31, 2017, we expect to reclassify net derivative gains of $102 million pretax, or $81 million after-tax, from Accumulated other comprehensive income to interest income for both cash flow hedge strategies.
This reclassified amount could differ from amounts actually recognized due to changes in interest rates, hedge dedesignations, and the addition of other hedges subsequent to December 31, 2017.
As of December 31, 2017, the maximum length of time over which forecasted transactions are hedged is seven years.
During 2017, 2016 and 2015, there were no gains or losses from cash flow hedge derivatives reclassified to earnings because it became probable that the original forecasted transaction would not occur.
There were no components of derivative gains or losses excluded from the assessment of hedge effectiveness related to either cash flow hedge strategy for all periods presented.
Further detail regarding gains (losses) on derivatives and related cash flows is presented in the following table: Table 83: Gains (Losses) on Derivatives and Related Cash Flows – Cash Flow Hedges (a) (b)
## Table 3 ##
(a) All cash flow hedge derivatives are interest rate contracts as of December 31, 2017, December 31, 2016 and December 31, 2015.
(b) The amount of cash flow hedge ineffectiveness recognized in income was not significant for the periods presented.
Net Investment Hedges We enter into foreign currency forward contracts to hedge non-U.
S.  Dollar net investments in foreign subsidiaries against adverse changes in foreign exchange rates.
We assess whether the hedging relationship is highly effective in achieving offsetting changes in the value of the hedge and hedged item by qualitatively verifying that the critical terms of the hedge and hedged item match at the inception of the hedging relationship and on an ongoing basis.
Net investment hedge derivatives are classified as foreign exchange contracts.
There were no components of derivative gains or losses excluded from the assessment of the hedge effectiveness for all periods presented.
For 2017, 2016 and 2015, there was no net investment hedge ineffectiveness.
Net gains (losses) on net investment hedge derivatives recognized in OCI were $(81) million in 2017, $186 million in 2016 and $60 million in 2015.
Derivatives Not Designated As Hedging Instruments under GAAP Residential mortgage loans that will be sold in the secondary market, and the related loan commitments, which are considered derivatives, are accounted for at fair value.
Changes in the fair value of the loans and commitments due to interest rate risk are hedged with forward contracts to sell mortgage-backed securities, as well as U. S.  Treasury and Eurodollar futures and options.
Gains and losses on the loans and commitments held for sale and the derivatives used to economically hedge them are included in Residential mortgage noninterest income on the Consolidated Income Statement.
Residential mortgage servicing rights are accounted for at fair value with changes in fair value influenced primarily by changes in interest rates.
Derivatives used to hedge the fair value of residential mortgage servicing rights include interest rate futures, swaps, options, and forward contracts to purchase mortgage-backed securities.
Gains and losses on residential mortgage servicing rights and the related derivatives used for hedging are included in Residential mortgage noninterest income.
Commercial mortgage loans held for sale and the related loan commitments, which are considered derivatives, are accounted for at fair value.
Derivatives used to economically hedge these loans and commitments from changes in fair value due to interest rate risk and credit risk include forward loan sale contracts, interest rate swaps, and credit default swaps.
Gains and losses on the commitments, loans and derivatives are included in Other noninterest income.
Derivatives used to economically hedge the change in value of commercial mortgage servicing rights include interest rate futures, swaps and options.
Gains or losses on these derivatives are included in Corporate services noninterest income.
The residential and commercial mortgage loan commitments associated with loans to be sold which are accounted for as derivatives are valued based on the estimated fair value of the underlying loan and the probability that the loan will fund within the terms of the commitment.
The fair value also takes into account the fair value of the embedded servicing right.
We offer derivatives to our customers in connection with their risk management needs.
These derivatives primarily consist of interest rate swaps, interest rate caps and floors, swaptions and foreign exchange contracts.
We primarily manage our market risk exposure from customer transactions by entering into a variety of hedging transactions with third-party dealers.
Gains and losses on customer-related derivatives are included in Other noninterest income.
Commercial Real Estate Commercial real estate loans comprised $15.3 billion of real estate project loans and $13.7 billion related to commercial mortgages as of December 31, 2017.
Comparable amounts were $16.3 billion and $12.7 billion, respectively, as of December 31, 2016.
We monitor credit risk associated with our commercial real estate projects and commercial mortgages similar to commercial loans by analyzing PD and LGD.
Additionally, risks associated with types of credit activities tend to be correlated to the loan structure, collateral location, project progress and business environment.
These attributes are also monitored and utilized in assessing credit risk.
The portfolio is geographically diverse due to the nature of our business involving clients throughout the U. S.  The following table presents our commercial real estate loans by geographic market.
Table 15: Commercial Real Estate Loans by Geography
## Table 4 ##
Home Equity Home equity loans comprised $16.8 billion of primarily variable-rate home equity lines of credit and $11.6 billion of closed-end home equity installment loans at December 31, 2017.
Comparable amounts were $17.7 billion and $12.2 billion, respectively, as of December 31, 2016.
We track borrower performance monthly, including obtaining original loan-to-value ratios (LTV), updated FICO scores at least quarterly, updated LTVs at least semi-annually, and other credit metrics at least quarterly, including the historical performance of any related mortgage loans regardless of lien position that we do or do not hold.
This information is used for internal reporting and risk management.
For internal reporting and risk management we also segment the population into pools based on product type (e. g. , home equity loans, brokered home equity loans, home equity lines of credit, brokered home equity lines of credit).
As part of our overall risk analysis and monitoring, we also segment the portfolio based upon the loan delinquency, nonperforming status, modification and bankruptcy status, FICO scores, LTV, lien position and geographic concentration.
The portfolio is primarily originated within our primary geographic markets, with only 5% of the portfolio in states outside of those markets as of December 31, 2017.
The credit quality of newly originated loans in 2017 was strong overall as evidenced by a weighted- average LTV on originations of 67% and a weighted-average FICO score of 776.
The credit performance of the majority of the home equity portfolio where we hold the first lien position is superior to the portion of the portfolio where we hold the second lien position, but do not hold the first lien.
Lien position information is generally based upon original LTV at the time of origination.
We use an industry-leading third-party service provider to obtain updated loan, lien and collateral data that is aggregated from public and private sources.
The following table presents our home equity loans by geographic market and lien type.
Table 16: Home Equity Loans by Geography and by Lien Priority
## Table 5 ##
Credit Ratings PNC’s credit ratings affect the cost and availability of short and long-term funding, collateral requirements for certain derivative instruments and the ability to offer certain products.
In general, rating agencies base their ratings on many quantitative and qualitative factors, including capital adequacy, liquidity, asset quality, business mix, level and quality of earnings, and the current legislative and regulatory environment, including implied government support.
In addition, rating agencies themselves have been subject to scrutiny arising from the most recent financial crisis and could make or be required to make substantial changes to their ratings policies and practices, particularly in response to legislative and regulatory changes.
Potential changes in the legislative and regulatory environment and the timing of those changes could impact our ratings, which as noted above, could impact our liquidity and financial condition.
A decrease, or potential decrease, in credit ratings could impact access to the capital markets and/or increase the cost of debt, and thereby adversely affect liquidity and financial condition.
Table 29: Credit Ratings as of December 31, 2017 for PNC and PNC Bank

Tables referenced above, in order (Table 0 first):
<table><tr><td>In millions</td><td>2015</td><td>2016</td><td>2017</td><td>2018</td><td>2019</td><td>Thereafter</td></tr><tr><td>Lease obligations</td><td>$142</td><td>$106</td><td>$84</td><td>$63</td><td>$45</td><td>$91</td></tr><tr><td>Purchase obligations (a)</td><td>3,266</td><td>761</td><td>583</td><td>463</td><td>422</td><td>1,690</td></tr><tr><td>Total</td><td>$3,408</td><td>$867</td><td>$667</td><td>$526</td><td>$467</td><td>$1,781</td></tr></table>
<table><tr><td>Year endedDecember 31, 2017In millions except weighted-average data</td><td>Shares</td><td>Weighted-AverageExercisePrice</td><td>Weighted-AverageRemainingContractualLife</td><td>AggregateIntrinsicValue</td></tr><tr><td>Outstanding, January 1</td><td>3</td><td>$55.16</td><td></td><td></td></tr><tr><td>Exercised</td><td>-2</td><td>$53.22</td><td></td><td></td></tr><tr><td>Outstanding,December 31</td><td>1</td><td>$58.02</td><td>2.6 years</td><td>$112</td></tr><tr><td>Vested and exercisable,December 31</td><td>1</td><td>$58.02</td><td>2.6 years</td><td>$112</td></tr></table>
<table><tr><td>Shares in millions</td><td>Nonvested Incentive/ Performance Units Shares</td><td>Weighted-AverageGrantDate FairValue</td><td>Nonvested Restricted Share/ Restricted Share Units</td><td>Weighted-AverageGrant DateFair Value</td></tr><tr><td>December 31, 2016</td><td>2</td><td>$81.42</td><td>3</td><td>$83.27</td></tr><tr><td>Granted (b)</td><td>1</td><td>$122.13</td><td>1</td><td>$122.09</td></tr><tr><td>Vested/Released (b)</td><td>-1</td><td>$78.69</td><td>-1</td><td>$80.69</td></tr><tr><td>December 31, 2017</td><td>2</td><td>$94.29</td><td>3</td><td>$95.64</td></tr></table>
<table><tr><td></td><td colspan="3">Year endedDecember 31</td></tr><tr><td>In millions</td><td>2017</td><td>2016</td><td>2015</td></tr><tr><td>Gains (losses) on derivativesrecognized in OCI – (effectiveportion)</td><td>$-90</td><td>$100</td><td>$415</td></tr><tr><td>Less: Gains (losses) reclassified fromaccumulated OCI into income –(effective portion)</td><td></td><td></td><td></td></tr><tr><td>Interest income</td><td>$180</td><td>$253</td><td>$293</td></tr><tr><td>Noninterest income</td><td>17</td><td></td><td>-5</td></tr><tr><td>Total gains (losses) reclassified fromaccumulated OCI into income –(effective portion)</td><td>$197</td><td>$253</td><td>$288</td></tr><tr><td>Net unrealized gains (losses) on cashflow hedge derivatives</td><td>$-287</td><td>$-153</td><td>$127</td></tr></table>
<table><tr><td></td><td colspan="2">December 31, 2017</td><td colspan="2">December 31, 2016</td></tr><tr><td>Dollars in millions</td><td>Amount</td><td>% of Total</td><td>Amount</td><td>% of Total</td></tr><tr><td>Geography</td><td></td><td></td><td></td><td></td></tr><tr><td>California</td><td>$4,192</td><td>14%</td><td>$4,045</td><td>14%</td></tr><tr><td>Florida</td><td>2,221</td><td>8%</td><td>2,263</td><td>8%</td></tr><tr><td>Maryland</td><td>2,104</td><td>7%</td><td>2,189</td><td>7%</td></tr><tr><td>Texas</td><td>1,639</td><td>6%</td><td>1,531</td><td>5%</td></tr><tr><td>Virginia</td><td>1,609</td><td>5%</td><td>1,666</td><td>6%</td></tr><tr><td>Pennsylvania</td><td>1,394</td><td>5%</td><td>1,424</td><td>5%</td></tr><tr><td>Illinois</td><td>1,325</td><td>5%</td><td>1,135</td><td>4%</td></tr><tr><td>New York</td><td>1,163</td><td>4%</td><td>1,384</td><td>5%</td></tr><tr><td>Ohio</td><td>1,134</td><td>4%</td><td>1,128</td><td>4%</td></tr><tr><td>New Jersey</td><td>964</td><td>3%</td><td>1,079</td><td>4%</td></tr><tr><td>All other states</td><td>11,233</td><td>39%</td><td>11,166</td><td>38%</td></tr><tr><td>Total commercial realestate loans</td><td>$28,978</td><td>100%</td><td>$29,010</td><td>100%</td></tr></table>
<table><tr><td></td><td colspan="2">December 31, 2017</td><td colspan="2">December 31, 2016</td></tr><tr><td>Dollars in millions</td><td>Amount</td><td>% of Total</td><td>Amount</td><td>% of Total</td></tr><tr><td>Geography</td><td></td><td></td><td></td><td></td></tr><tr><td>Pennsylvania</td><td>$6,792</td><td>24%</td><td>$7,259</td><td>24%</td></tr><tr><td>New Jersey</td><td>4,252</td><td>15%</td><td>4,364</td><td>15%</td></tr><tr><td>Ohio</td><td>3,413</td><td>12%</td><td>3,616</td><td>12%</td></tr><tr><td>Illinois</td><td>1,801</td><td>6%</td><td>1,907</td><td>6%</td></tr><tr><td>Maryland</td><td>1,572</td><td>6%</td><td>1,629</td><td>6%</td></tr><tr><td>Michigan</td><td>1,442</td><td>5%</td><td>1,483</td><td>5%</td></tr><tr><td>North Carolina</td><td>1,266</td><td>5%</td><td>1,338</td><td>5%</td></tr><tr><td>Florida</td><td>1,255</td><td>4%</td><td>1,275</td><td>4%</td></tr><tr><td>Kentucky</td><td>1,138</td><td>4%</td><td>1,206</td><td>4%</td></tr><tr><td>Indiana</td><td>924</td><td>3%</td><td>1,000</td><td>3%</td></tr><tr><td>All other states</td><td>4,509</td><td>16%</td><td>4,872</td><td>16%</td></tr><tr><td>Total home equityloans</td><td>$28,364</td><td>100%</td><td>$29,949</td><td>100%</td></tr><tr><td>Lien type</td><td></td><td></td><td></td><td></td></tr><tr><td>1st lien</td><td></td><td>58%</td><td></td><td>55%</td></tr><tr><td>2nd lien</td><td></td><td>42%</td><td></td><td>45%</td></tr><tr><td>Total home equityloans</td><td></td><td>100%</td><td></td><td>100%</td></tr></table>

Question: What is the sum of home equity loans in 2017? (in million)
Answer: 28364
Reasoning program: add(6792,4252), add(#0,3413), add(#1,1801), add(#2,1572), add(#3,1442), add(#4,1266), add(#5,1255), add(#6,1138), add(#7,924), add(#8,4509)