Baker Hughes, a GE company Notes to Consolidated and Combined Financial Statements BHGE 2017 FORM 10-K | 85 The total intrinsic value of RSUs (defined as the value of the shares awarded at the current market price) vested and outstanding in 2017 was $17 million and $38 million, respectively.
The total fair value of RSUs vested in 2017 was $19 million.
As of December 31, 2017, there was $98 million of total unrecognized compensation cost related to unvested RSUs, which is expected to be recognized over a weighted average period of 2.5 years.
NOTE 12.
EQUITY COMMON STOCK We are authorized to issue 2 billion shares of Class A common stock, 1.25 billion shares of Class B common stock and 50 million shares of preferred stock each of which have a par value of $0.0001 per share.
On July 3, 2017, each share of Baker Hughes common stock was converted into one share of Class A common stock in the Company.
The number of Class A common stock and Class B common stock shares outstanding at December 31, 2017 is 422 million and 707 million, respectively.
We have not issued any preferred stock.
GE owns all the issued and outstanding Class B common stock.
Each share of Class A and Class B common stock and the associated membership interest in BHGE LLC form a paired interest.
While each share of Class B common stock has equal voting rights to a share of Class A common stock, it has no economic rights, meaning holders of Class B common stock have no right to dividends and any assets in the event of liquidation of the Company.
Former Baker Hughes stockholders immediately after the completion of the Transactions received a special one-time cash dividend of $17.50 per share paid by the Company to holders of record of the Company's Class A common stock.
In addition, during 2017 the Company declared and paid regular dividends of $0.17 per share and $0.18 per share to holders of record of the Company's Class A common stock during the quarters ended September 30, 2017 and December 31, 2017, respectively.
The following table presents the changes in number of shares outstanding (in thousands):
## Table 0 ##
(1) Share amounts reflected above are net of shares withheld to satisfy the employee's tax withholding obligation.
(2) On November 2, 2017, our board of directors authorized BHGE LLC to repurchase up to $3 billion of its common units from the Company and GE.
The proceeds of this repurchase are to be used by BHGE to repurchase Class A common stock of the Company on the open market, which if fully implemented would result in the repurchase of approximately $1.1 billion of Class A common stock.
The Class B common stock of the Company, that is paired with repurchased common units, was repurchased by the Company at par value.
The $3 billion repurchase authorization is the aggregate authorization for repurchases of Class A and Class B common stock together with its paired unit.
BHGE LLC had authorization remaining to repurchase up to approximately $2.5 billion of its common units from BHGE and GE at December 31, 2017.
(3) During 2017, we repurchased and canceled 6,046,735 shares of Class A common stock for a total of $187 million.
We also repurchased and canceled 10,126,467 shares of Class B common stock from GE which is paired together with common units of BHGE LLC for $314 million.
Noble Energy, Inc.  Notes to Consolidated Financial Statements 93 Fair Value Amounts and Gains and Losses on Derivative Instruments The fair values of derivative instruments in our consolidated balance sheets were as follows: Fair Value of Derivative Instruments
## Table 1 ##
(1) In 2010, in anticipation of a long-term debt issuance, we entered into an interest rate forward starting swap to effectively fix the cash flows related to interest payments on the anticipated debt issuance.
We are accounting for the instrument as a cash flow hedge against the variability of interest payments attributable to changes in interest rates on the forecasted issuance of fixedrate debt.
The swap is in the notional amount of $500 million and is based on a 30-year LIBOR swap rate.
The effect of derivative instruments on our consolidated statements of operations was as follows: Commodity Derivative Instruments Not Designated as Hedging Instruments Amount of (Gain) Loss on Derivative Instruments Recognized in Income
## Table 2 ##
Derivative Instruments in Cash Flow Hedging Relationships
## Table 3 ##
(1) Includes effect of commodity derivative instruments previously accounted for as cash flow hedges.
Net derivative gains and losses that were deferred in AOCL as of January 1, 2008, as a result of previous cash flow hedge accounting, were reclassified to oil, gas and NGL sales in our consolidated statements of operations in 2008, 2009 and 2010 as the original hedged transactions occurred.
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the sale of our Argentina assets in 2008.
Sales of Minerals in Place also included a reduction in natural gas reserves due to the Ecuadorian government’s termination of our Block 3 PSC.
See Items 1.  and 2.  Business and Properties and Item 8.
Financial Statements and Supplementary Data – Note 3.
Acquisitions and Divestitures.
Production See Oil, Gas and NGL Sales above.
See also Critical Accounting Policies and Estimates – Reserves, below, and Item 8.
Financial Statements and Supplementary Data – Supplemental Oil and Gas Information (Unaudited).
LIQUIDITY AND CAPITAL RESOURCES Capital Structure/Financing Strategy In seeking to effectively fund and monetize our major development projects, we employ a capital structure and financing strategy designed to provide ample liquidity throughout the commodity price cycle.
Specifically, we strive to retain the ability to fund long cycle, multi-year, capital intensive development projects while also maintaining the capability to execute a robust exploration program and financially attractive periodic mergers and acquisitions activity.
We endeavor to maintain an investment grade debt rating in service of these objectives.
We also utilize a commodity price hedging program to reduce commodity price uncertainty and enhance the predictability of cash flows along with a risk and insurance program to protect against disruption to our cash flows and operations.
Traditional sources of our liquidity are cash on hand, cash flows from operations and available borrowing capacity under our credit facility.
Occasional sales of non-strategic crude oil and natural gas properties as well as our periodic access to capital markets may also generate cash.
Our financial capacity, coupled with our balanced and diversified portfolio, provides us with flexibility in our investment decisions including execution of our major development projects and increased exploration activity.
Information regarding cash and debt balances was as follows:

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>Class A Common Stock</td><td>Class B Common Stock</td></tr><tr><td>Balance at December 31, 2016</td><td>—</td><td>—</td></tr><tr><td>Issue of shares on business combination at July 3, 2017</td><td>427,709</td><td>717,111</td></tr><tr><td>Issue of shares upon vesting of restricted stock units<sup>-1</sup></td><td>290</td><td>—</td></tr><tr><td>Issue of shares on exercises of stock options<sup>-1</sup></td><td>256</td><td>—</td></tr><tr><td>Stock repurchase program<sup>-2 -3</sup></td><td>-6,047</td><td>-10,126</td></tr><tr><td>Balance at December 31, 2017</td><td>422,208</td><td>706,985</td></tr></table>
<table><tr><td></td><td colspan="4">Asset Derivative Instruments December 31,</td><td colspan="4">Liability Derivative Instruments December 31,</td></tr><tr><td></td><td colspan="2">2010</td><td colspan="2">2009</td><td colspan="2">2010</td><td colspan="2">2009</td></tr><tr><td></td><td>Balance Sheet Location</td><td>Fair Value</td><td>Balance Sheet Location</td><td>Fair Value</td><td>Balance Sheet Location</td><td>Fair Value</td><td>Balance Sheet Location</td><td>Fair Value</td></tr><tr><td>(millions)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Commodity Derivative Instruments (Not Designated as Hedging Instruments)</td><td>Current Assets</td><td>$62</td><td>Current Assets</td><td>$13</td><td>Current Liabilities</td><td>$24</td><td>Current Liabilities</td><td>$100</td></tr><tr><td></td><td>Noncurrent Assets</td><td>-</td><td>Noncurrent Assets</td><td>1</td><td>Noncurrent Liabilities</td><td>51</td><td>Noncurrent Liabilities</td><td>17</td></tr><tr><td>Interest Rate Derivative Instrument Designated as Hedging Instrument)(1)</td><td>Current Assets</td><td>-</td><td>Current Assets</td><td>-</td><td>Current Liabilities</td><td>63</td><td>Current Liabilities</td><td>-</td></tr><tr><td></td><td>Total</td><td>$62</td><td>Total</td><td>$14</td><td>Total</td><td>$138</td><td>Total</td><td>$117</td></tr></table>
<table><tr><td></td><td colspan="3">Year Ended December 31,</td></tr><tr><td></td><td>2010</td><td>2009</td><td>2008</td></tr><tr><td>(millions)</td><td></td><td></td><td></td></tr><tr><td>Realized Mark-to-Market (Gain) Loss</td><td>$-87</td><td>$-496</td><td>$82</td></tr><tr><td>Unrealized Mark-to-Market (Gain) Loss</td><td>-70</td><td>606</td><td>-522</td></tr><tr><td>Total (Gain) Loss on Commodity Derivative Instruments</td><td>$-157</td><td>$110</td><td>$-440</td></tr></table>
<table><tr><td></td><td colspan="3">Amount of (Gain) Loss on Derivative Instruments Recognized in Other Comprehensive (Income) Loss</td><td colspan="3">Amount of (Gain) Loss on Derivative Instruments Reclassified from Accumulated Other Comprehensive Loss</td></tr><tr><td></td><td>2010</td><td>2009</td><td>2008</td><td>2010</td><td>2009</td><td>2008</td></tr><tr><td colspan="2">(millions)</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Commodity Derivative Instruments in Previously Designated Cash Flow Hedging Relationships-1</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Crude Oil</td><td>$-</td><td>$-</td><td>$-</td><td>$19</td><td>$58</td><td>$365</td></tr><tr><td>Natural Gas</td><td>-</td><td>-</td><td>-</td><td>1</td><td>-</td><td>-34</td></tr><tr><td>Interest Rate Derivative Instruments in</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Cash Flow Hedging Relationships</td><td>-63</td><td>-</td><td>-1</td><td>1</td><td>1</td><td>1</td></tr><tr><td>Total</td><td>$-63</td><td>$-</td><td>$-1</td><td>$21</td><td>$59</td><td>$332</td></tr></table>

Question: How much is 2008's Realized Mark-to-Market (Gain) Loss less than 2009's Unrealized Mark-to-Market (Gain) Loss? (in million)
Answer: 524
Reasoning program: subtract(606,82)