17.
Derivative Instruments Derivative instruments are recorded at fair value.
The fair value of exchange-traded commodity contracts is based on market quotes derived from major exchanges.
The fair value for over-the-counter (“OTC”) commodity contracts is determined using option-pricing models or dealer quotes.
The fair value of interest rate swaps and foreign currency forward contracts is based on dealer quotes.
Marathon’s consolidated balance sheet is reported on a net basis by brokerage firm, as permitted by master netting agreements.
The following table sets forth quantitative information by category of derivative instrument at December 31, 2007 and 2006.
These amounts are reported on a gross basis by individual derivative instrument.
## Table 0 ##
(a) There was no ineffectiveness associated with fair value hedges for 2007 or 2006 because the hedging instruments and the existing firm commitment contracts are priced on the same underlying index.
Derivative instruments used in the fair value hedges mature in 2008.
(b) The contract price under the long-term U. K.  natural gas contracts is reset annually and is indexed to a basket of costs of living and energy commodity indices for the previous twelve months.
The fair value of these contracts is determined by applying the difference between the contract price and the U. K.  forward natural gas strip price to the expected sales volumes under these contracts for the next 18 months.
The 18-month period represents approximately 90 percent of market liquidity in that region.
(c) Certain physical commodity contracts are classified as nontraditional derivative instruments because certain volumes covered by these contracts are physically netted at particular delivery locations.
The netting process causes all contracts at such delivery locations to be considered derivative instruments.
Other physical contracts that management has chosen not to designate as normal purchases or normal sales, which can include contracts that involve flash title, are also accounted for as nontraditional derivative instruments.
(d) The fair value of OTC interest rate swaps excludes accrued interest amounts not yet settled.
As of December 31, 2007 and 2006, accrued interest was $3 million and $4 million.
The net fair value of the OTC interest rate swaps as of December 31, 2007 and 2006 is included in long-term debt.
See Note 20.
(e) The changes in fair value of cash flow hedges included no ineffectiveness during 2007 and ineffectiveness of $3 million during 2006 on a pretax basis.
Derivative Instruments See Quantitative and Qualitative Disclosures about Market Risk for a discussion of derivative instruments and associated market risk.
Dividends to Stockholders Dividends of $0.92 per common share or $637 million were paid during 2007.
On January 27, 2008, our Board of Directors declared a dividend of $0.24 cents per share on our common stock, payable March 10, 2008, to stockholders of record at the close of business on February 20, 2008.
Liquidity and Capital Resources Our main sources of liquidity and capital resources are internally generated cash flow from operations, committed credit facilities and access to both the debt and equity capital markets.
Our ability to access the debt capital market is supported by our investment grade credit ratings.
Our senior unsecured debt is currently rated investment grade by Standard and Poor’s Corporation, Moody’s Investor Services, Inc.  and Fitch Ratings with ratings of BBB+, Baa1, and BBB+.
These ratings were reaffirmed in July 2007 after the Western acquisition was announced.
Because of the alternatives available to us, including internally generated cash flow and potential asset sales, we believe that our short-term and long-term liquidity is adequate to fund operations, including our capital spending programs, stock repurchase program, repayment of debt maturities and any amounts that ultimately may be paid in connection with contingencies.
We have a committed $3.0 billion revolving credit facility with third-party financial institutions terminating in May 2012.
At December 31, 2007, there were no borrowings against this facility and we had no commercial paper outstanding under our U. S.  commercial paper program that is backed by this revolving credit facility.
On July 26, 2007, we filed a universal shelf registration statement with the Securities and Exchange Commission, under which we, as a well-known seasoned issuer, have the ability to issue and sell an indeterminate amount of various types of debt and equity securities.
Our cash-adjusted debt-to-capital ratio (total debt-minus-cash to total debt-plus-equity-minus-cash) was 22 percent at December 31, 2007, compared to six percent at year-end 2006 as shown below.
This includes $498 million of debt that is serviced by United States Steel.
## Table 1 ##
(a) Following the issuance of the $1.0 billion of revenue bonds by the Parish of St.  John the Baptist, the proceeds were trusteed and will be disbursed to us upon our request for reimbursement of expenditures related to the Garyville refinery expansion.
The trusteed funds are reflected as other noncurrent assets in the accompanying consolidated balance sheet as of December 31, 2007.
MARATHON OIL CORPORATION Notes to Consolidated Financial Statements which have been corroborated with data from active markets.
Level 3 derivatives are measured at fair value using either a market or income approach.
Generally at least one input is unobservable, such as the use of an internally generated model or an external data source.
Derivatives in Level 3 at December 31, 2009 include interest rate derivatives which are measured at fair value using quotes from a reporting service.
In addition, the fair value of the foreign currency options is measured using an option pricing model for which the inputs come from a reporting service.
Because we are unable to independently verify those inputs obtained from a service directly to an active market, such inputs are considered Level 3.
Commodity derivatives in Level 3 at December 31, 2008 included a $72 million liability related to two U. K.  natural gas sales contracts that were accounted for as derivative instruments and a $52 million asset for crude oil options related to sales of Canadian synthetic crude oil.
The fair value of the U. K.  natural gas contracts was measured with an income approach by applying the difference between the contract price and the U. K.  forward natural gas strip price to the expected sales volumes for the remaining contract term.
These contracts originated in the early 1990s and expired in September 2009.
The contract prices were reset annually in October based on the previous twelve-month changes in a basket of energy and other indices.
Consequently, the prices under these contracts did not track forward natural gas prices.
The crude oil options, which expired December 2009, were measured at fair value using a Black-Scholes option pricing model, an income approach that used prices from an active market and market volatility calculated by a third-party service.
The following is a reconciliation of the net beginning and ending balances recorded for derivative instruments classified as Level 3 in the fair value hierarchy.
## Table 2 ##
Net income for the years ended December 31, 2009 and 2008 included unrealized losses of $7 million and an unrealized gain of $299 million related to instruments held on those dates.
See Note 17 for the impacts of our derivative instruments on our consolidated statements of income.
Fair Values – Nonrecurring The following table shows the values of assets, by major category, measured at fair value on a nonrecurring basis in periods subsequent to their initial recognition.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td></td><td colspan="2">2007</td><td colspan="2">2006</td></tr><tr><td><i>(In millions)</i></td><td>December 31</td><td> Assets</td><td>(Liabilities)</td><td>Assets</td><td>(Liabilities)</td></tr><tr><td> Commodity Instruments</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Fair value hedges:<sup>(a)</sup></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Exchange-traded commodity futures</td><td></td><td>$–</td><td>$–</td><td>$–</td><td>$-4</td></tr><tr><td>OTC commodity swaps</td><td></td><td>10</td><td>-5</td><td>20</td><td>-15</td></tr><tr><td>Non-hedge designation:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Exchange-traded commodity futures</td><td></td><td>$608</td><td>$-692</td><td>$301</td><td>$-258</td></tr><tr><td>Exchange-traded commodity options</td><td></td><td>313</td><td>-288</td><td>88</td><td>-93</td></tr><tr><td>OTC commodity swaps</td><td></td><td>17</td><td>-26</td><td>44</td><td>-34</td></tr><tr><td>OTC commodity options</td><td></td><td>–</td><td>-136</td><td>2</td><td>-1</td></tr><tr><td> Nontraditional Instruments</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Long-term U.K. natural gas contracts<sup>(b)</sup></td><td></td><td>$–</td><td>$-291</td><td>$–</td><td>$-60</td></tr><tr><td>Physical commodity contracts<sup>(c)</sup></td><td></td><td>271</td><td>-198</td><td>46</td><td>-64</td></tr><tr><td> Financial Instruments</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Fair value hedges:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>OTC interest rate swaps<sup>(d)</sup></td><td></td><td>$–</td><td>$-3</td><td>$–</td><td>$-22</td></tr><tr><td>Cash flow hedges: (e)</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>OTC foreign currency forwards</td><td></td><td>$12</td><td>$–</td><td>$3</td><td>$–</td></tr></table>
<table><tr><td><i>(Dollars in millions)</i></td><td>2007</td><td>2006</td></tr><tr><td>Long-term debt due within one year</td><td>$1,131</td><td>$471</td></tr><tr><td>Long-term debt</td><td>6,084</td><td>3,061</td></tr><tr><td>Total debt</td><td>$7,215</td><td>$3,532</td></tr><tr><td>Cash</td><td>$1,199</td><td>$2,585</td></tr><tr><td>Trusteed funds from revenue bonds<sup>(a)</sup></td><td>$744</td><td>$–</td></tr><tr><td>Equity</td><td>$19,223</td><td>$14,607</td></tr><tr><td>Calculation:</td><td></td><td></td></tr><tr><td>Total debt</td><td>$7,215</td><td>$3,532</td></tr><tr><td>Minus cash</td><td>1,199</td><td>2,585</td></tr><tr><td>Minus trusteed funds from revenue bonds</td><td>744</td><td>–</td></tr><tr><td>Total debt minus cash</td><td>5,272</td><td>947</td></tr><tr><td>Total debt</td><td>7,215</td><td>3,532</td></tr><tr><td>Plus equity</td><td>19,223</td><td>14,607</td></tr><tr><td>Minus cash</td><td>1,199</td><td>2,585</td></tr><tr><td>Minus trusteed funds from revenue bonds</td><td>744</td><td>–</td></tr><tr><td>Total debt plus equity minus cash</td><td>$24,495</td><td>$15,554</td></tr><tr><td>Cash-adjusted debt-to-capital ratio</td><td>22%</td><td>6%</td></tr></table>
<table><tr><td></td><td colspan="2">December 31,</td></tr><tr><td><i>(In millions)</i></td><td>2009</td><td>2008</td></tr><tr><td>Beginning balance</td><td>$-26</td><td>$-355</td></tr><tr><td>Total realized and unrealized losses (gains):</td><td></td><td></td></tr><tr><td>Included in net income</td><td>68</td><td>210</td></tr><tr><td>Included in other comprehensive income</td><td>-1</td><td>1</td></tr><tr><td>Purchases, sales, issuances and settlements, net</td><td>-33</td><td>118</td></tr><tr><td>Ending balance</td><td>$8</td><td>$-26</td></tr></table>

Question: in millions , what would 2007 total debt increase to if the company fully draws its available revolver?
Answer: 10215
Reasoning program: multiply(3.0,const_1000), add(#0,7215)