exchange stockholders, which include Cboe Options, subsequently executed agreements effecting the capital plan.
Under the plan, each of OCC’s existing exchange stockholders agreed to contribute its pro-rata share, based on ownership percentage, of $150 million in equity capital, which would increase OCC’s shareholders’ equity, and to provide its pro rata share in replenishment capital, up to a maximum of $40 million per exchange stockholder, if certain capital thresholds are breached.
OCC also adopted policies under the plan with respect to fees, customer refunds, and stockholder dividends, which envision an annual dividend payment to the exchange stockholders equal to the portion of OCC’s after-tax income that exceeds OCC’s capital requirements after payment of refunds to OCC’s clearing members (with such customer refunds generally to constitute 50% of the portion of OCC’s pre-tax income that exceeds OCC’s capital requirements).
On March 3, 2015, in accordance with the plan, Cboe Options contributed $30 million to OCC.
That contribution has been recorded under investments in the consolidated balance sheets as of December 31, 2017.
On March 6, 2015, OCC informed Cboe Options that the SEC, acting through delegated authority, had approved OCC’s proposed rule filing for the capital plan.
Following petitions to review the approval based on delegated authority, the SEC conducted its own review and then approved the proposed rule change implementing OCC’s capital plan.
Certain petitioners subsequently appealed the SEC approval order for the OCC capital plan to the U. S.  Court of Appeals for the D. C.  Circuit, the ‘‘Court’’ and moved to stay the SEC approval order.
On February 23, 2016, the Court denied the petitioners’ motion to stay.
On August 8, 2017, the Court held that the SEC’s approval order lacked reasoned decision-making sufficient to support the SEC’s conclusion that the OCC capital plan complied with applicable statutory requirements.
The Court declined to vacate the SEC’s approval order or to require the unwinding of actions taken under the OCC capital plan, but instead remanded the matter to the SEC for further proceedings concerning whether that capital plan complies with those statutory requirements.
Petitioners requested a stay of dividend payments to the exchange stockholders until the SEC made a final decision about the OCC capital plan, but the SEC denied that request on September 14, 2017.
The SEC allowed for and received information from interested parties for the SEC’s consideration in connection its review of the OCC capital plan on remand from the Court.
The SEC’s review of the OCC capital plan on remand from the Court remains pending.
Lease and Obligations The Company currently leases additional office space, data centers and remote network operations center, with lease terms remaining from 6 months to 114 months as of December 31, 2017.
In December 2014, we entered into an agreement with FINRA to provide certain regulatory services to the Cboe and C2 options markets.
The agreement included the assignment of the office space Cboe leased for regulatory operations.
Total rent expense related to current and former lease obligations for the years ended December 31, 2017, 2016 and 2015 totaled $7.6 million, $4.4 million and $4.1 million, respectively.
In addition to our lease obligations, we have contractual obligations related to certain operating leases, data and telecommunications agreements, and our long-term debt outstanding.
Future minimum payments under these leases and agreements were as follows as of December 31, 2017:
## Table 0 ##
Note 8 – Debt Our long-term debt consisted of the following (in millions):
## Table 1 ##
In December 2012, we issued notes totaling $1.3 billion with a fixed interest rate of 4.07% maturing in December 2042 (the New Notes) in exchange for outstanding notes totaling $1.2 billion with interest rates ranging from 5.50% to 8.50% maturing in 2023 to 2040 (the Old Notes).
In connection with the exchange, we paid a premium of $393 million, of which $225 million was paid in cash and $168 million was in the form of New Notes.
This premium, in addition to $194 million in remaining unamortized discounts related to the Old Notes, will be amortized as additional interest expense over the term of the New Notes using the effective interest method.
We may, at our option, redeem some or all of the New Notes at any time by paying the principal amount of notes being redeemed plus a make-whole premium and accrued and unpaid interest.
Interest on the New Notes is payable on June 15 and December 15 of each year, beginning on June 15, 2013.
The New Notes are unsecured senior obligations and rank equally in right of payment with all of our existing and future unsecured and unsubordinated indebtedness.
On September 9, 2011, we issued $2.0 billion of long-term notes in a registered public offering consisting of $500 million maturing in 2016 with a fixed interest rate of 2.13%, $900 million maturing in 2021 with a fixed interest rate of 3.35%, and $600 million maturing in 2041 with a fixed interest rate of 4.85%.
We may, at our option, redeem some or all of the notes at any time by paying the principal amount of notes being redeemed plus a make-whole premium and accrued and unpaid interest.
Interest on the notes is payable on March 15 and September 15 of each year, beginning on March 15, 2012.
In October 2011, we used a portion of the proceeds to redeem all of our $500 million long-term notes maturing in 2013.
In 2011, we repurchased $84 million of our long-term notes through open-market purchases.
We paid premiums of $48 million in connection with the early extinguishments of debt, which were recognized in other non-operating income (expense), net.
In August 2011, we entered into a $1.5 billion revolving credit facility with a group of banks and terminated our existing $1.5 billion revolving credit facility that was to expire in June 2012.
The credit facility expires August 2016, and we may request and the banks may grant, at their discretion, an increase to the credit facility by an additional amount up to $500 million.
There were no borrowings outstanding under either facility through December 31, 2012.
Borrowings under the credit facility would be unsecured and bear interest at rates based, at our option, on a Eurodollar rate or a Base Rate, as defined in the credit facility.
Each bank’s obligation to make loans under the credit facility is subject to, among other things, our compliance with various representations, warranties and covenants, including covenants limiting our ability and certain of our subsidiaries’ ability to encumber assets and a covenant not to exceed a maximum leverage ratio, as defined in the credit facility.
The leverage ratio covenant excludes the adjustments recognized in stockholders’ equity related to postretirement benefit plans.
As of December 31, 2012, we were in compliance with all covenants contained in the credit facility, as well as in our debt agreements.
We have agreements in place with banking institutions to provide for the issuance of commercial paper.
There were no commercial paper borrowings outstanding during 2012 or 2011.
If we were to issue commercial paper, the borrowings would be supported by the credit facility.
During the next five years, we have scheduled long-term debt maturities of $150 million due in 2013 and $952 million due in 2016.
Interest payments were $378 million in 2012, $326 million in 2011, and $337 million in 2010.
MetLife, Inc.  Notes to the Consolidated Financial Statements — (Continued) transactions is to hedge against the risk of changes in purchase price due to changes in credit spreads, the Company designates these as credit forwards.
The Company utilizes credit forwards in cash flow hedging relationships.
In exchange-traded equity futures transactions, the Company agrees to purchase or sell a specified number of contracts, the value of which is determined by the different classes of equity securities, and to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts.
The Company enters into exchange-traded futures with regulated futures commission merchants that are members of the exchange.
Exchange-traded equity futures are used primarily to hedge liabilities embedded in certain variable annuity products offered by the Company.
The Company utilizes exchange-traded equity futures in non-qualifying hedging relationships.
Equity index options are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company.
To hedge against adverse changes in equity indices, the Company enters into contracts to sell the equity index within a limited time at a contracted price.
The contracts will be net settled in cash based on differentials in the indices at the time of exercise and the strike price.
Certain of these contracts may also contain settlement provisions linked to interest rates.
In certain instances, the Company may enter into a combination of transactions to hedge adverse changes in equity indices within a pre-determined range through the purchase and sale of options.
Equity index options are included in equity options in the preceding table.
The Company utilizes equity index options in non-qualifying hedging relationships.
Equity variance swaps are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company.
In an equity variance swap, the Company agrees with another party to exchange amounts in the future, based on changes in equity volatility over a defined period.
Equity variance swaps are included in variance swaps in the preceding table.
The Company utilizes equity variance swaps in non-qualifying hedging relationships.
Total rate of return swaps (“TRRs”) are swaps whereby the Company agrees with another party to exchange, at specified intervals, the difference between the economic risk and reward of an asset or a market index and the London Inter-Bank Offer Rate (“LIBOR”), calculated by reference to an agreed notional principal amount.
No cash is exchanged at the outset of the contract.
Cash is paid and received over the life of the contract based on the terms of the swap.
These transactions are entered into pursuant to master agreements that provide for a single net payment to be made by the counterparty at each due date.
The Company uses TRRs to hedge its equity market guarantees in certain of its insurance products.
TRRs can be used as hedges or to synthetically create investments.
The Company utilizes TRRs in non-qualifying hedging relationships.
Hedging The following table presents the gross notional amount and estimated fair value of derivatives designated as hedging instruments by type of hedge designation at:
## Table 2 ##

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>Payments Due by Period Total</td><td>Less than 1 year</td><td>1-3 years</td><td>4-5 years</td><td>More than 5 years</td></tr><tr><td>Contractual Obligations</td><td colspan="5">(in millions)</td></tr><tr><td>Operating leases</td><td>$34.5</td><td>$6.1</td><td>$5.1</td><td>$7.1</td><td>$16.2</td></tr><tr><td>Principal payments of long-term debt</td><td>1,250.0</td><td>—</td><td>300.0</td><td>—</td><td>950.0</td></tr><tr><td>Interest payments on long-term debt</td><td>274.4</td><td>41.3</td><td>73.0</td><td>60.5</td><td>99.6</td></tr><tr><td>Data and telecommunications agreements</td><td>0.7</td><td>0.7</td><td>—</td><td>—</td><td>—</td></tr><tr><td>Total</td><td>$1,559.6</td><td>$48.1</td><td>$378.1</td><td>$67.6</td><td>$1,065.8</td></tr></table>
<table><tr><td></td><td>2012</td><td>2011</td></tr><tr><td>Notes with rates from 2.13% to 6.15%, due 2016 to 2042</td><td>$5,642</td><td>$5,308</td></tr><tr><td>Notes with rates from 7.00% to 7.75%, due 2013 to 2036</td><td>1,080</td><td>1,239</td></tr><tr><td>Other debt</td><td>478</td><td>19</td></tr><tr><td>Total long-term debt</td><td>7,200</td><td>6,966</td></tr><tr><td>Less: unamortized discounts</td><td>-892</td><td>-506</td></tr><tr><td>Total long-term debt, net of unamortized discounts</td><td>6,308</td><td>6,460</td></tr><tr><td>Less: current maturities of long-term debt</td><td>-150</td><td>—</td></tr><tr><td>Total long-term debt, net</td><td>$6,158</td><td>$6,460</td></tr></table>
<table><tr><td></td><td colspan="6"> December 31,</td></tr><tr><td></td><td colspan="3"> 2010</td><td colspan="3"> 2009</td></tr><tr><td></td><td></td><td colspan="2"> Estimated </td><td></td><td colspan="2"> Estimated </td></tr><tr><td></td><td> Notional </td><td colspan="2"> Fair Value</td><td> Notional </td><td colspan="2"> Fair Value</td></tr><tr><td> Derivatives Designated as Hedging Instruments</td><td> Amount</td><td> Assets</td><td> Liabilities</td><td> Amount</td><td> Assets</td><td> Liabilities</td></tr><tr><td></td><td colspan="6"> (In millions)</td></tr><tr><td>Fair Value Hedges:</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Foreign currency swaps</td><td>$4,524</td><td>$907</td><td>$145</td><td>$4,807</td><td>$854</td><td>$132</td></tr><tr><td>Interest rate swaps</td><td>5,108</td><td>823</td><td>169</td><td>4,824</td><td>500</td><td>75</td></tr><tr><td>Subtotal</td><td>9,632</td><td>1,730</td><td>314</td><td>9,631</td><td>1,354</td><td>207</td></tr><tr><td>Cash Flow Hedges:</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Foreign currency swaps</td><td>5,556</td><td>213</td><td>347</td><td>4,108</td><td>127</td><td>347</td></tr><tr><td>Interest rate swaps</td><td>3,562</td><td>102</td><td>116</td><td>1,740</td><td>—</td><td>48</td></tr><tr><td>Interest rate forwards</td><td>1,140</td><td>—</td><td>107</td><td>—</td><td>—</td><td>—</td></tr><tr><td>Credit forwards</td><td>90</td><td>2</td><td>3</td><td>220</td><td>2</td><td>6</td></tr><tr><td>Subtotal</td><td>10,348</td><td>317</td><td>573</td><td>6,068</td><td>129</td><td>401</td></tr><tr><td>Foreign Operations Hedges:</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Foreign currency forwards</td><td>1,935</td><td>9</td><td>26</td><td>1,880</td><td>27</td><td>13</td></tr><tr><td>Non-derivative hedging instruments</td><td>169</td><td>—</td><td>185</td><td>—</td><td>—</td><td>—</td></tr><tr><td>Subtotal</td><td>2,104</td><td>9</td><td>211</td><td>1,880</td><td>27</td><td>13</td></tr><tr><td>Total Qualifying Hedges</td><td>$22,084</td><td>$2,056</td><td>$1,098</td><td>$17,579</td><td>$1,510</td><td>$621</td></tr></table>

Question: If Interest rate swaps develops with the same growth rate in 2009, what will it reach in 2010 for amount? (in million)
Answer: 5408.72
Reasoning program: subtract(5108,4824), divide(#0,4824), add(const_1,#1), multiply(5108,#2)