leverage ratio of 5% or greater and is not subject to a regulatory order, agreement, or directive to meet and maintain a specific capital level for any capital measure.
## Table 0 ##
(1) Amount greater than the Well-capitalized minimum percentage.
FDICIA generally prohibits a depository institution from making any capital distribution, including payment of a cash dividend or paying any management fee to its holding company, if the depository institution would become Under-capitalized after such payment.
Under-capitalized institutions are also subject to growth limitations and are required by the appropriate federal banking agency to submit a capital restoration plan.
If any depository institution subsidiary of a holding company is required to submit a capital restoration plan, the holding company would be required to provide a limited guarantee regarding compliance with the plan as a condition of approval of such plan.
Depending upon the severity of the under capitalization, the Under-capitalized institutions may be subject to a number of requirements and restrictions, including orders to sell sufficient voting stock to become Adequately-capitalized, requirements to reduce total assets, cessation of receipt of deposits from correspondent banks, and restrictions on making any payment of principal or interest on their subordinated debt.
Critically Under-capitalized institutions are subject to appointment of a receiver or conservator within 90 days of becoming so classified.
Under FDICIA, a depository institution that is not Well-capitalized is generally prohibited from accepting brokered deposits and offering interest rates on deposits higher than the prevailing rate in its market.
Since the Bank is Well-capitalized, the FDICIA brokered deposit rule did not adversely affect its ability to accept brokered deposits.
The Bank had $1.5 billion of such brokered deposits at December 31, 2010.
Under the Dodd-Frank Act, important changes will be implemented concerning the capital requirements for financial institutions.
The “Collins Amendment” provision of the Dodd-Frank Act imposes increased capital requirements in the future.
The Collins Amendment also requires federal banking regulators to establish minimum leverage and risk-based capital requirements to apply to insured depository institutions, bank and thrift holding companies, and systemically important nonbank financial companies.
These capital requirements must not be less than the Generally Applicable Risk-based Capital Requirements and the Generally Applicable Leverage Capital Requirements as of July 21, 2010, and must not be quantitatively lower than the requirements that were in effect for insured depository institution as of July 21, 2010.
The Collins Amendment defines Generally Applicable Risk-based Capital Requirements and Generally Applicable Leverage Capital Requirements to mean the risk-based capital requirements and minimum ratios of Tier 1 capital to average total assets, respectively, established by the appropriate federal banking agencies to apply to insured depository institutions under the Prompt Corrective Action provisions, regardless of total consolidated asset size or foreign financial exposure.
We will be assessing the impact on us of these new regulations as they are proposed and implemented.
The table below provides our total loan and lease portfolio segregated by the type of collateral securing the loan or lease: Table 11 — Total Loan and Lease Portfolio by Collateral Type
## Table 1 ##
Commercial Credit The primary factors considered in commercial credit approvals are the financial strength of the borrower, assessment of the borrower’s management capabilities, cash flows from operations, industry sector trends, type and sufficiency of collateral, type of exposure, transaction structure, and the general economic outlook.
While these are the primary factors considered, there are a number of other factors that may be considered in the decision process.
For all loans exceeding $5.0 million, we utilize a centralized senior loan committee, led by our chief credit officer.
For loans less than $5.0 million, with the exception of small business loans, credit officers who understand each local region and are experienced in the industries and loan structures of the requested credit exposure are involved in all loan decisions and have the primary credit authority.
For small business loans, we utilize a centralized loan approval process for standard products and structures.
In this centralized decision environment, certain individuals who understand each local region may make credit-extension decisions to preserve our commitment to the communities we operate in.
In addition to disciplined and consistent judgmental factors, a sophisticated credit scoring process is used as a primary evaluation tool in the determination of approving a loan within the centralized loan approval process.
In commercial lending, on-going credit management is dependent on the type and nature of the loan.
We monitor all significant exposures on an on-going basis.
All commercial credit extensions are assigned internal risk ratings reflecting the borrower’s PD and LGD (severity of loss).
This two-dimensional rating methodology provides granularity in the portfolio management process.
The PD is rated and applied at the borrower level.
The LGD is rated and applied based on the type of credit extension and the quality and lien position associated with the underlying collateral.
The internal risk ratings are assessed at origination and updated at each periodic monitoring event.
There is also extensive macro portfolio management analysis on an on-going basis.
We continually review and adjust our risk-rating criteria based on actual experience, which provides us with the current risk level in the portfolio and is the basis for determining an appropriate allowance amount for the commercial portfolio.
To provide consistent oversight, a centralized portfolio management team monitors and reports on the performance of the entire commercial portfolio, including small business loans.
Table 40 - Selected Quarterly Capital Data (1)
## Table 2 ##
(1) Comparisons for presented periods are impacted by a number of factors.
Refer to the Significant Items section for additional discussion regarding these items.
(2) For all quarterly periods presented prior to December 31, 2017, the impact of the convertible preferred stock issued in April of 2008 was excluded from the diluted share calculation because the result would have been higher than basic earnings per common share (anti-dilutive) for the periods.
(3) Other intangible assets are net of deferred tax.
(4) Net income applicable to common shares excluding expense for amortization of intangibles for the period divided by average tangible shareholders’ equity.
Average tangible shareholders’ equity equals average total shareholders’ equity less average intangible assets and goodwill.
Expense for amortization of intangibles and average intangible assets are net of deferred tax.
(5) Noninterest expense less amortization of intangibles and goodwill impairment divided by the sum of FTE net interest income and noninterest income excluding securities gains (losses).
(6) Presented on a FTE basis assuming a 35% tax rate.
(7) Tangible common equity (total common equity less goodwill and other intangible assets) divided by tangible assets (total assets less goodwill and other intangible assets).
Other intangible assets are net of deferred tax.
(8) Tangible equity (total equity less goodwill and other intangible assets) divided by tangible assets (total assets less goodwill and other intangible assets).
Other intangible assets are net of deferred tax.
(9) Tangible equity, tangible common equity, and tangible assets are non-GAAP financial measures.
Additionally, any ratios utilizing these financial measures are also non-GAAP.
These financial measures have been included as they are considered to be critical metrics with which to analyze and evaluate financial condition and capital strength.
Other companies may calculate these financial measures differently.
ADDITIONAL DISCLOSURES Forward-Looking Statements This report, including MD&A, contains certain forward-looking statements, including, but not limited to, certain plans, expectations, goals, projections, and statements, which are not historical facts and are subject to numerous assumptions, risks, and uncertainties.
Statements that do not describe historical or current facts, including statements about beliefs and expectations, are forward-looking statements.
Forward-looking statements may be identified by words such as expect, anticipate, believe, intend, estimate, plan, target, goal, or similar expressions, or future or conditional verbs such as will, may, might, should, would, could, or similar variations.
The forward-looking statements are intended to be subject to the safe harbor provided by Section 27A of the Securities Act of 1933, Section 21E of the Securities Exchange Act of 1934, and the Private Securities Litigation Reform Act of 1995.
While there is no assurance that any list of risks and uncertainties or risk factors is complete, below are certain factors which could cause actual results to differ materially from those contained or implied in the forward-looking statements: changes in general economic, political, or industry conditions; uncertainty in U. S.  fiscal and monetary policy, including the interest rate policies of the Federal Reserve Board; volatility and disruptions in global capital and credit markets; movements in interest rates; competitive pressures on product pricing and services; success, impact, and timing of our business strategies, including market acceptance of any new products or services implementing our “Fair Play” banking philosophy; the nature, extent, timing, and results of governmental actions, examinations, reviews, reforms, regulations, and interpretations, including those related to the Dodd-Frank Wall Street Reform and Consumer Protection Act and the Basel III regulatory capital reforms, as well as those involving the OCC, Federal Reserve, FDIC, and CFPB; and other factors that may affect our future results.
All forward-looking statements speak only as of the date they are made and are based on information available at that time.
We do not assume any obligation to update forward-looking statements to reflect circumstances or events that occur after the date the forward-looking statements were made or to reflect the occurrence of unanticipated events except as required by federal securities laws.
As forward-looking statements involve significant risks and uncertainties, caution should be exercised against placing undue reliance on such statements.
Note 12 – Stock-Based Compensation During 2013, 2012, and 2011, we recorded non-cash stock-based compensation expense totaling $189 million, $167 million, and $157 million, which is included as a component of other unallocated costs on our Statements of Earnings.
The net impact to earnings for the respective years was $122 million, $108 million, and $101 million.
As of December 31, 2013, we had $132 million of unrecognized compensation cost related to nonvested awards, which is expected to be recognized over a weighted average period of 1.5 years.
We received cash from the exercise of stock options totaling $827 million, $440 million, and $116 million during 2013, 2012, and 2011.
In addition, our income tax liabilities for 2013, 2012, and 2011 were reduced by $158 million, $96 million, and $56 million due to recognized tax benefits on stock-based compensation arrangements.
Stock-Based Compensation Plans Under plans approved by our stockholders, we are authorized to grant key employees stock-based incentive awards, including options to purchase common stock, stock appreciation rights, restricted stock units (RSUs), performance stock units (PSUs), or other stock units.
The exercise price of options to purchase common stock may not be less than the fair market value of our stock on the date of grant.
No award of stock options may become fully vested prior to the third anniversary of the grant, and no portion of a stock option grant may become vested in less than one year.
The minimum vesting period for restricted stock or stock units payable in stock is three years.
Award agreements may provide for shorter or pro-rated vesting periods or vesting following termination of employment in the case of death, disability, divestiture, retirement, change of control, or layoff.
The maximum term of a stock option or any other award is 10 years.
At December 31, 2013, inclusive of the shares reserved for outstanding stock options, RSUs and PSUs, we had 20.4 million shares reserved for issuance under the plans.
At December 31, 2013, 4.7 million of the shares reserved for issuance remained available for grant under our stock-based compensation plans.
We issue new shares upon the exercise of stock options or when restrictions on RSUs and PSUs have been satisfied.
RSUs The following table summarizes activity related to nonvested RSUs during 2013:
## Table 3 ##
RSUs are valued based on the fair value of our common stock on the date of grant.
Employees who are granted RSUs receive the right to receive shares of stock after completion of the vesting period, however, the shares are not issued, and the employees cannot sell or transfer shares prior to vesting and have no voting rights until the RSUs vest, generally three years from the date of the award.
Employees who are granted RSUs receive dividend-equivalent cash payments only upon vesting.
For these RSU awards, the grant-date fair value is equal to the closing market price of our common stock on the date of grant less a discount to reflect the delay in payment of dividend-equivalent cash payments.
We recognize the grant-date fair value of RSUs, less estimated forfeitures, as compensation expense ratably over the requisite service period, which beginning with the RSUs granted in 2013 is shorter than the vesting period if the employee is retirement eligible on the date of grant or will become retirement eligible before the end of the vesting period.
Stock Options We generally recognize compensation cost for stock options ratably over the three-year vesting period.
At December 31, 2013 and 2012, there were 10.2 million (weighted average exercise price of $83.65) and 20.6 million (weighted average exercise price of $83.15) stock options outstanding.
Stock options outstanding at December 31, 2013 have a weighted average remaining contractual life of approximately five years and an aggregate intrinsic value of $663 million, and we expect nearly all of these stock options to vest.
Of the stock options outstanding, 7.7 million (weighted average exercise price of $84.37) have vested as of December 31, 2013 and those stock options have a weighted average remaining contractual life of approximately four years and an aggregate intrinsic value of $497 million.
There were 10.1 million (weighted average exercise price of $82.72) stock options exercised during 2013.
We did not grant stock options to employees during 2013.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td></td><td rowspan="2"> Well-   Capitalized   Minimums</td><td colspan="2"> At December 31, 2010</td></tr><tr><td></td><td></td><td> Actual</td><td> Excess   Capital-1</td></tr><tr><td colspan="3"> (Dollar amounts in billions)</td><td></td><td></td></tr><tr><td>Ratios:</td><td></td><td></td><td></td><td></td></tr><tr><td>Tier 1 leverage ratio</td><td>Consolidated</td><td>5.00%</td><td>9.41%</td><td>$2.4</td></tr><tr><td></td><td>Bank</td><td>5.00</td><td>6.97</td><td>1.0</td></tr><tr><td>Tier 1 risk-based capital ratio</td><td>Consolidated</td><td>6.00</td><td>11.55</td><td>2.4</td></tr><tr><td></td><td>Bank</td><td>6.00</td><td>8.51</td><td>1.1</td></tr><tr><td>Total risk-based capital ratio</td><td>Consolidated</td><td>10.00</td><td>14.46</td><td>1.9</td></tr><tr><td></td><td>Bank</td><td>10.00</td><td>12.82</td><td>1.2</td></tr></table>
<table><tr><td></td><td colspan="10"> At December 31,</td></tr><tr><td></td><td colspan="2">2011</td><td colspan="2">2010</td><td colspan="2">2009</td><td colspan="2">2008</td><td colspan="2"> 2007</td></tr><tr><td> (dollar amounts in millions)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Secured loans:</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Real estate — commercial</td><td>$9,557</td><td>25%</td><td>$10,389</td><td>27%</td><td>$11,286</td><td>31%</td><td>$13,121</td><td>32%</td><td>$13,149</td><td>33%</td></tr><tr><td>Real estate — consumer</td><td>13,444</td><td>35</td><td>12,214</td><td>32</td><td>12,176</td><td>33</td><td>12,318</td><td>30</td><td>12,737</td><td>32</td></tr><tr><td>Vehicles</td><td>6,021</td><td>16</td><td>7,134</td><td>19</td><td>4,600</td><td>13</td><td>6,063</td><td>15</td><td>5,722</td><td>14</td></tr><tr><td>Receivables/Inventory</td><td>4,450</td><td>12</td><td>3,763</td><td>10</td><td>3,582</td><td>10</td><td>3,915</td><td>10</td><td>3,391</td><td>8</td></tr><tr><td>Machinery/Equipment</td><td>1,994</td><td>5</td><td>1,766</td><td>5</td><td>1,772</td><td>5</td><td>1,916</td><td>5</td><td>1,715</td><td>4</td></tr><tr><td>Securities/Deposits</td><td>800</td><td>2</td><td>734</td><td>2</td><td>1,145</td><td>3</td><td>862</td><td>2</td><td>788</td><td>2</td></tr><tr><td>Other</td><td>1,018</td><td>1</td><td>990</td><td>2</td><td>1,124</td><td>2</td><td>1,231</td><td>2</td><td>1,130</td><td>3</td></tr><tr><td>Total secured loans and leases</td><td>37,284</td><td>96</td><td>36,990</td><td>97</td><td>35,685</td><td>97</td><td>39,426</td><td>96</td><td>38,632</td><td>96</td></tr><tr><td>Unsecured loans and leases</td><td>1,640</td><td>4</td><td>1,117</td><td>3</td><td>1,106</td><td>3</td><td>1,666</td><td>4</td><td>1,423</td><td>4</td></tr><tr><td> Total loans and leases</td><td>$38,924</td><td>100%</td><td>$38,107</td><td>100%</td><td>$36,791</td><td>100%</td><td>$41,092</td><td>100%</td><td>$40,055</td><td>100%</td></tr></table>
<table><tr><td></td><td colspan="4">2017</td></tr><tr><td>Capital adequacy (Basel III)</td><td>December 31,</td><td>September 30,</td><td>June 30,</td><td>March 31,</td></tr><tr><td>Total risk-weighted assets</td><td>$80,340</td><td>$78,631</td><td>$78,366</td><td>$77,559</td></tr><tr><td>Tier 1 leverage ratio</td><td>9.09%</td><td>8.96%</td><td>8.98%</td><td>8.76%</td></tr><tr><td>Tier 1 risk-based capital ratio</td><td>10.01</td><td>9.94</td><td>9.88</td><td>9.74</td></tr><tr><td>Total risk-based capital ratio</td><td>11.34</td><td>11.30</td><td>11.24</td><td>11.11</td></tr><tr><td>Tier 1 common risk-based capital ratio</td><td>13.39</td><td>13.39</td><td>13.33</td><td>13.26</td></tr><tr><td>Tangible common equity / tangible asset ratio -7(9)</td><td>7.34</td><td>7.42</td><td>7.41</td><td>7.28</td></tr><tr><td>Tangible equity / tangible asset ratio -8(9)</td><td>8.39</td><td>8.49</td><td>8.49</td><td>8.38</td></tr><tr><td>Tangible common equity / risk-weighted assets ratio -9</td><td>9.31</td><td>9.41</td><td>9.37</td><td>9.18</td></tr></table>
<table><tr><td></td><td>Number of RSUs (In thousands)</td><td>Weighted Average Grant-Date Fair Value PerShare</td></tr><tr><td>Nonvested at December 31, 2012</td><td>4,822</td><td>$79.10</td></tr><tr><td>Granted</td><td>1,356</td><td>89.24</td></tr><tr><td>Vested</td><td>-2,093</td><td>79.26</td></tr><tr><td>Forfeited</td><td>-226</td><td>81.74</td></tr><tr><td>Nonvested at December 31, 2013</td><td>3,859</td><td>$82.42</td></tr></table>

Question: What is the average value of Other in 2010, 2009, and 2008? (in million)
Answer: 1115
Reasoning program: add(990,1124), add(#0,1231), divide(#1,const_3)