our initial estimate of fraud losses, fines and other charges on our understanding of the rules and operating regulations published by the networks and preliminary communications with the networks.
We have now reached resolution with and made payments to the networks, resulting in charges that were less than our initial estimates.
The primary difference between our initial estimates and the final charges relates to lower fraud related costs attributed to this event than previously expected.
The following table reflects the activity in our accrual for fraud losses, fines and other charges for the twelve months ended May 31, 2013 (in thousands):
## Table 0 ##
We were insured under policies that provided coverage of certain costs associated with this event.
The policies provided a total of $30.0 million in policy limits and contained various sub-limits of liability and other terms, conditions and limitations, including a $1.0 million deductible per claim.
As of fiscal year 2013, we received assessments from certain networks and submitted additional claims to the insurers and recorded $20.0 million in additional insurance recoveries based on our negotiations with our insurers.
We will record receivables for any additional recoveries in the periods in which we determine such recovery is probable and the amount can be reasonably estimated.
A class action arising out of the processing system intrusion was filed against us on April 4, 2012 by Natalie Willingham (individually and on behalf of a putative nationwide class) (the “Plaintiff”).
Specifically, Ms.  Willingham alleged that we failed to maintain reasonable and adequate procedures to protect her personally identifiable information (“PII”) which she claims resulted in two fraudulent charges on her credit card in March 2012.
Further, Ms.  Willingham asserted that we failed to timely notify the public of the data breach.
Based on these allegations, Ms.  Willingham asserted claims for negligence, violation of the Federal Stored Communications Act, willful violation of the Fair Credit Reporting Act, negligent violation of the Fair Credit Reporting Act, violation of Georgia’s Unfair and Deceptive Trade Practices Act, negligence per se, breach of third-party beneficiary contract, and breach of implied contract.
Ms.  Willingham sought an unspecified amount of damages and injunctive relief.
The lawsuit was filed in the United States District Court for the Northern District of Georgia.
On May 14, 2012, we filed a motion to dismiss.
On July 11, 2012, Plaintiff filed a motion for leave to amend her complaint, and on July 16, 2012, the Court granted that motion.
She then filed an amended complaint on July 16, 2012.
The amended complaint did not add any new causes of action.
Instead, it added two new named Plaintiffs (Nadine and Robert Hielscher) (together with Plaintiff, the “Plaintiffs”) and dropped Plaintiff’s claim for negligence per se.
On August 16, 2012, we filed a motion to dismiss the Plaintiffs’ amended complaint.
The Plaintiffs filed their response in opposition to our motion to dismiss on October 5, 2012, and we subsequently filed our reply brief on October 22, 2012.
The magistrate judge issued a report and recommendation recommending dismissal of all of Plaintiffs’ claims with prejudice.
The Plaintiffs subsequently agreed to voluntarily dismiss the lawsuit with prejudice, with each party bearing its own fees and costs.
This was the only consideration exchanged by the parties in connection with Plaintiffs’ voluntary dismissal with prejudice of the lawsuit.
The lawsuit was dismissed with prejudice on March 6, 2013.
NOTE 3—SETTLEMENT PROCESSING ASSETS AND OBLIGATIONS We are designated as a Merchant Service Provider by MasterCard and an Independent Sales Organization by Visa.
These designations are dependent upon member clearing banks (“Member”) sponsoring us and our adherence to the standards of the networks.
We have primary financial institution sponsors in the various markets where we facilitate payment transactions with whom we have sponsorship or depository and clearing agreements.
These agreements allow us to route transactions under the member banks’ control and identification numbers to clear credit card transactions through MasterCard and Visa.
In certain markets, we are members in various payment networks, allowing us to process and fund transactions without third-party sponsorship.
MetLife, Inc.  Notes to the Consolidated Financial Statements — (Continued) Other Junior Subordinated Debt Securities Other outstanding junior subordinated debt securities and trust securities which MetLife, Inc.  will exchange for junior subordinated debt securities prior to redemption or repayment are as follows:
## Table 1 ##
(1) MetLife Capital Trust X and MetLife Capital Trust IV are VIEs which are consolidated in the financial statements of the Company.
The securities issued by these entities are exchangeable surplus trust securities, which will be exchanged for a like amount of the Holding Company’s junior subordinated debt securities on the scheduled redemption date; mandatorily under certain circumstances, and at any time upon the Holding Company exercising its option to redeem the securities.
The exchangeable surplus trust securities are classified as junior subordinated debt securities for purposes of financial statement presentation.
(2) Prior to the scheduled redemption date, interest is payable semiannually in arrears.
(3) In the event the securities are not redeemed on or before the scheduled redemption date, interest will accrue after such date at an annual rate of 3-month LIBOR plus a margin, payable quarterly in arrears.
In connection with each of the securities described above, the Holding Company may redeem or may cause the redemption of the securities (i) in whole or in part, at any time on or after the date five years prior to the scheduled redemption date at their principal amount plus accrued and unpaid interest to, but excluding, the date of redemption, or (ii) in certain circumstances, in whole or in part, prior to the date five years prior to the scheduled redemption date at their principal amount plus accrued and unpaid interest to, but excluding, the date of redemption or, if greater, a make-whole price.
The Holding Company also has the right to, and in certain circumstances the requirement to, defer interest payments on the securities for a period up to ten years.
Interest compounds during such periods of deferral.
If interest is deferred for more than five consecutive years, the Holding Company is required to use proceeds from the sale of its common stock or warrants on common stock to satisfy interest payment obligation.
In connection with each of the securities described above, the Holding Company entered into a replacement capital covenant (“RCC”).
As part of the RCC, the Holding Company agreed that it will not repay, redeem, or purchase the securities on or before a date ten years prior to the final maturity date of each issuance, unless, subject to certain limitations, it has received proceeds during a specified period from the sale of specified replacement securities.
The RCC will terminate upon the occurrence of certain events, including an acceleration of the securities due to the occurrence of an event of default.
The RCC is not intended for the benefit of holders of the securities and may not be enforced by them.
The RCC is for the benefit of holders of one or more other designated series of the Holding Company’s indebtedness (which will initially be its 5.70% senior notes due June 2035).
The Holding Company also entered into a replacement capital obligation which will commence during the six month period prior to the scheduled redemption date and under which the Holding Company must use reasonable commercial efforts to raise replacement capital to permit repayment of the securities through the issuance of certain qualifying capital securities.
Issuance costs associated with the issuance of the securities of $5 million, $8 million and $10 million were incurred during the years ended December 31, 2009, 2008 and 2007, respectively.
These issuance costs have been capitalized, are included in other assets, and are amortized over the period from the issuance date until the scheduled redemption date of the respective issuances.
Interest expense on other junior subordinated debt securities was $231 million, $186 million and $83 million for the years ended December 31, 2009, 2008 and 2007, respectively.14.
Common Equity Units In connection with financing the acquisition of The Travelers Insurance Company on July 1, 2005, the Holding Company distributed and sold 82.8 million 6.375% common equity units for $2,070 million in proceeds in a registered public offering on June 21, 2005.
The common equity units consisted of interests in trust preferred securities issued by MetLife Capital Trusts II and III, and stock purchase contracts issued by the Holding Company.
The only assets of MetLife Capital Trusts II and III were junior subordinated debt securities issued by the Holding Company.
The common equity units ceased to exist upon the closing of the remarketing of the underlying debt instruments and the settlement of the stock purchase contracts in August 2008 and February 2009.
See Notes 13 and 18.
The following assumptions were used to determine Altria Group, Inc. ’s net periodic benefit cost for the years ended December 31:
## Table 2 ##
Assumed health care cost trend rates have a significant effect on the amounts reported for the postretirement health care plans.
A one-percentage-point change in assumed health care cost trend rates would have had the following effects as of December 31, 2017:
## Table 3 ##
Defined Contribution Plans: Altria Group, Inc.  sponsors deferred profit-sharing plans covering certain salaried, non-union and union employees.
Contributions and costs are determined generally as a percentage of earnings, as defined by the plans.
Amounts charged to expense for these defined contribution plans totaled $83 million, $93 million and $85 million in 2017, 2016 and 2015, respectively.
Pension Plan Assets: Altria Group, Inc. ’s investment strategy for its pension plan assets is based on an expectation that equity securities will outperform debt securities over the long term.
Altria Group, Inc.  believes that it implements the investment strategy in a prudent and risk-controlled manner, consistent with the fiduciary requirements of the Employee Retirement Income Security Act of 1974, by investing retirement plan assets in a well-diversified mix of equities, fixed income and other securities that reflects the impact of the demographic mix of plan participants on the benefit obligation using a target asset allocation between equity securities and fixed income investments of 55%/45%.
The composition of Altria Group, Inc. ’s plan assets at December 31, 2017 was broadly characterized as an allocation between equity securities (59%), corporate bonds (30%) and U. S.  Treasury and foreign government securities (11%).
Virtually all pension assets can be used to make monthly benefit payments.
Altria Group, Inc. ’s investment objective for its pension plan assets is accomplished by investing in U. S.  and international equity index strategies that are intended to mirror indices such as the Standard & Poor’s 500 Index, Russell Small Cap Completeness Index, Research Affiliates Fundamental Index (“RAFI”) Low Volatility U. S.  Index, and Morgan Stanley Capital International (“MSCI”) Europe, Australasia, and the Far East (“EAFE”) Index.
Altria Group, Inc. ’s pension plans also invest in actively managed international equity securities of large, mid and small cap companies located in developed and emerging markets, as well as long duration fixed income securities that primarily include corporate bonds of companies from diversified industries.
The allocation to below investment grade securities represented 16% of the fixed income holdings or 7% of total plan assets at December 31, 2017.
The allocation to emerging markets represented 4% of the equity holdings or 3% of total plan assets at December 31, 2017.
Altria Group, Inc. ’s risk management practices for its pension plans include ongoing monitoring of asset allocation, investment performance and investment managers’ compliance with their investment guidelines, periodic rebalancing between equity and debt asset classes and annual actuarial re-measurement of plan liabilities.
Altria Group, Inc. ’s expected rate of return on pension plan assets is determined by the plan assets’ historical long-term investment performance, current asset allocation and estimates of future long-term returns by asset class.
The forward-looking estimates are consistent with the overall long-term averages exhibited by returns on equity and fixed income securities.
Altria Group, Inc.  has reduced this assumption from 8.0% to 7.8% for determining its pension net periodic benefit cost for 2018
Automated valuation services may be used primarily for residential properties when values from any of the previous methods were not available within 90 days of the balance sheet date.
These services use models based on market, economic, and demographic values.
The use of these models has only occurred in a very few instances and the related property valuations have not been sufficiently significant to consider disclosure under Level 3 rather than Level 2.
Impaired loans that are not collateral-dependent were measured based on the present value of future cash flows discounted at the expected coupon rates over the lives of the loans.
Because the loans were not discounted at market interest rates, the valuations do not represent fair value and have been excluded from the nonrecurring fair value balance in the preceding schedules.
Fair Value of Certain Financial Instruments Following is a summary of the carrying values and estimated fair values of certain financial instruments:

Tables referenced above, in order (Table 0 first):
<table><tr><td>Balance at May 31, 2012</td><td>$67,436</td></tr><tr><td>Adjustments</td><td>-31,781</td></tr><tr><td>Subtotal</td><td>35,655</td></tr><tr><td>Payments</td><td>-35,655</td></tr><tr><td>Balance at May 31, 2013</td><td>$—</td></tr></table>
<table><tr><td></td><td></td><td></td><td></td><td></td><td> Interest Rate   Subsequent to </td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td> Scheduled </td><td></td><td colspan="2"> Carrying Value </td></tr><tr><td></td><td></td><td> Face </td><td>Interest</td><td> Scheduled </td><td> Redemption </td><td> Final </td><td colspan="2"> at December 31,</td></tr><tr><td> Issuer</td><td> Issue Date</td><td> Value</td><td>Rate -2</td><td> Redemption Date</td><td> Date -3</td><td> Maturity</td><td> 2009</td><td> 2008</td></tr><tr><td></td><td></td><td colspan="2">(In millions)</td><td></td><td></td><td></td><td colspan="2"> (In millions)</td></tr><tr><td>MetLife, Inc.</td><td>July 2009</td><td>$500</td><td>10.750%</td><td>August 2039</td><td>LIBOR + 7.548%</td><td>August 2069</td><td>$500</td><td>$—</td></tr><tr><td>MetLife Capital Trust X -1</td><td>April 2008</td><td>$750</td><td>9.250%</td><td>April 2038</td><td>LIBOR + 5.540%</td><td>April 2068</td><td>750</td><td>750</td></tr><tr><td>MetLife Capital Trust IV -1</td><td>December 2007</td><td>$700</td><td>7.875%</td><td>December 2037</td><td>LIBOR + 3.960%</td><td>December 2067</td><td>694</td><td>694</td></tr><tr><td>MetLife, Inc.</td><td>December 2006</td><td>$1,250</td><td>6.400%</td><td>December 2036</td><td>LIBOR + 2.205%</td><td>December 2066</td><td>1,247</td><td>1,247</td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td>$3,191</td><td>$2,691</td></tr></table>
<table><tr><td></td><td colspan="3">Pension</td><td colspan="3">Postretirement</td></tr><tr><td></td><td>2017</td><td>2016</td><td>2015</td><td>2017</td><td>2016</td><td>2015</td></tr><tr><td>Discount rates:</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Service cost</td><td>4.3%</td><td>4.7%</td><td>4.1%</td><td>4.3%</td><td>4.5%</td><td>4.0%</td></tr><tr><td>Interest cost</td><td>3.5</td><td>3.6</td><td>4.1</td><td>3.5</td><td>3.4</td><td>4.0</td></tr><tr><td>Expected rate of return on plan assets</td><td>8.0</td><td>8.0</td><td>8.0</td><td>—</td><td>—</td><td>—</td></tr><tr><td>Rate of compensation increase</td><td>4.0</td><td>4.0</td><td>4.0</td><td>—</td><td>—</td><td>—</td></tr><tr><td>Health care cost trend rate</td><td>—</td><td>—</td><td>—</td><td>7.0</td><td>6.5</td><td>7.0</td></tr></table>
<table><tr><td></td><td>One-Percentage-Point Increase</td><td>One-Percentage-Point Decrease</td></tr><tr><td>Effect on total of postretirement service and interest cost</td><td>7.8%</td><td>-6.9%</td></tr><tr><td>Effect on postretirement benefit obligation</td><td>6.6%</td><td>-5.5%</td></tr></table>

Question: What is the difference between 2009 and 2008 's highest Carrying Value (in million)
Answer: 0
Reasoning program: subtract(1247,1247)