Liquidity Monitoring and Measurement Stress Testing Liquidity stress testing is performed for each of Citi’s major entities, operating subsidiaries and/or countries.
Stress testing and scenario analyses are intended to quantify the potential impact of an adverse liquidity event on the balance sheet and liquidity position, and to identify viable funding alternatives that can be utilized.
These scenarios include assumptions about significant changes in key funding sources, market triggers (such as credit ratings), potential uses of funding and geopolitical and macroeconomic conditions.
These conditions include expected and stressed market conditions as well as Company-specific events.
Liquidity stress tests are conducted to ascertain potential mismatches between liquidity sources and uses over a variety of time horizons and over different stressed conditions.
Liquidity limits are set accordingly.
To monitor the liquidity of an entity, these stress tests and potential mismatches are calculated with varying frequencies, with several tests performed daily.
Given the range of potential stresses, Citi maintains contingency funding plans on a consolidated basis and for individual entities.
These plans specify a wide range of readily available actions for a variety of adverse market conditions or idiosyncratic stresses.
Short-Term Liquidity Measurement: Liquidity Coverage Ratio (LCR) In addition to internal liquidity stress metrics that Citi has developed for a 30-day stress scenario, Citi also monitors its liquidity by reference to the LCR, as calculated pursuant to the U. S.  LCR rules.
Generally, the LCR is designed to ensure that banks maintain an adequate level of HQLA to meet liquidity needs under an acute 30-day stress scenario.
The LCR is calculated by dividing HQLA by estimated net outflows over a stressed 30-day period, with the net outflows determined by applying prescribed outflow factors to various categories of liabilities, such as deposits, unsecured and secured wholesale borrowings, unused lending commitments and derivativesrelated exposures, partially offset by inflows from assets maturing within 30 days.
Banks are required to calculate an add-on to address potential maturity mismatches between contractual cash outflows and inflows within the 30-day period in determining the total amount of net outflows.
The minimum LCR requirement is 100%, effective January 2017.
Pursuant to the Federal Reserve Board’s final rule regarding LCR disclosures, effective April 1, 2017, Citi began to disclose LCR in the prescribed format.
The table below sets forth the components of Citi’s LCR calculation and HQLA in excess of net outflows for the periods indicated:
## Table 0 ##
Note: Amounts set forth in the table above are presented on an average basis.
As set forth in the table above, Citi’s LCR increased yearover-year, as the increase in the HQLA (as discussed above) more than offset an increase in modeled net outflows.
The increase in modeled net outflows was primarily driven by changes in assumptions, including changes in methodology to better align Citi’s outflow assumptions with those embedded in its resolution planning.
Sequentially, Citi’s LCR remained unchanged.
Long-Term Liquidity Measurement: Net Stable Funding Ratio (NSFR) In 2016, the Federal Reserve Board, the FDIC and the OCC issued a proposed rule to implement the Basel III NSFR requirement.
The U. S. -proposed NSFR is largely consistent with the Basel Committee’s final NSFR rules.
In general, the NSFR assesses the availability of a bank’s stable funding against a required level.
A bank’s available stable funding would include portions of equity, deposits and long-term debt, while its required stable funding would be based on the liquidity characteristics of its assets, derivatives and commitments.
Prescribed factors would be required to be applied to the various categories of asset and liabilities classes.
The ratio of available stable funding to required stable funding would be required to be greater than 100%.
While Citi believes that it is compliant with the proposed U. S.  NSFR rules as of December 31, 2017, it will need to evaluate a final version of the rules, which are expected to be released during 2018.
Citi expects that the NSFR final rules implementation period will be communicated along with the final version of the rules.
Credit Commitments and Lines of Credit The table below summarizes Citigroup’s credit commitments:
## Table 1 ##
The majority of unused commitments are contingent upon customers maintaining specific credit standards.
Commercial commitments generally have floating interest rates and fixed expiration dates and may require payment of fees.
Such fees (net of certain direct costs) are deferred and, upon exercise of the commitment, amortized over the life of the loan or, if exercise is deemed remote, amortized over the commitment period.
Commercial and Similar Letters of Credit A commercial letter of credit is an instrument by which Citigroup substitutes its credit for that of a customer to enable the customer to finance the purchase of goods or to incur other commitments.
Citigroup issues a letter on behalf of its client to a supplier and agrees to pay the supplier upon presentation of documentary evidence that the supplier has performed in accordance with the terms of the letter of credit.
When a letter of credit is drawn, the customer is then required to reimburse Citigroup.
One- to Four-Family Residential Mortgages A one- to four-family residential mortgage commitment is a written confirmation from Citigroup to a seller of a property that the bank will advance the specified sums enabling the buyer to complete the purchase.
Revolving Open-End Loans Secured by One- to Four-Family Residential Properties Revolving open-end loans secured by one- to four-family residential properties are essentially home equity lines of credit.
A home equity line of credit is a loan secured by a primary residence or second home to the extent of the excess of fair market value over the debt outstanding for the first mortgage.
Commercial Real Estate, Construction and Land Development Commercial real estate, construction and land development include unused portions of commitments to extend credit for the purpose of financing commercial and multifamily residential properties as well as land development projects.
Both secured-by-real-estate and unsecured commitments are included in this line, as well as undistributed loan proceeds, where there is an obligation to advance for construction progress payments.
However, this line only includes those extensions of credit that, once funded, will be classified as Total loans, net on the Consolidated Balance Sheet.
Credit Card Lines Citigroup provides credit to customers by issuing credit cards.
The credit card lines are cancelable by providing notice to the cardholder or without such notice as permitted by local law.
Commercial and Other Consumer Loan Commitments Commercial and other consumer loan commitments include overdraft and liquidity facilities as well as commercial commitments to make or purchase loans, purchase third-party receivables, provide note issuance or revolving underwriting facilities and invest in the form of equity.
Other Commitments and Contingencies Other commitments and contingencies include committed or unsettled regular-way reverse repurchase agreements and all other transactions related to commitments and contingencies not reported on the lines above.
Unsettled Reverse Repurchase and Securities Lending Agreements and Unsettled Repurchase and Securities Borrowing Agreements In addition, in the normal course of business, Citigroup enters into reverse repurchase and securities borrowing agreements, as well as repurchase and securities lending agreements, which settle at a future date.
At December 31, 2018, and 2017, Citigroup had $36.1 billion and $35.0 billion unsettled reverse repurchase and securities borrowing agreements, respectively, and $30.7 billion and $19.1 billion unsettled repurchase and securities lending agreements, respectively.
For a further discussion of securities purchased under agreements to resell and securities borrowed, and securities sold under agreements to repurchase and securities loaned, including the Company’s policy for offsetting repurchase and reverse repurchase agreements, see Note 11 to the Consolidated Financial Statements.
17.
Common Stock, Stock Option Plans and Stock Compensation Agreements At December 30, 2018, the Company had 2 stock-based compensation plans.
The shares outstanding are for contracts under the Company's 2005 Long-Term Incentive Plan and the 2012 Long-Term Incentive Plan.
The 2005 Long-Term Incentive Plan expired April 26, 2012.
All options and restricted shares granted subsequent to that date were under the 2012 Long-Term Incentive Plan.
Under the 2012 Long-Term Incentive Plan, the Company may issue up to 650 million shares of common stock, plus any shares canceled, expired, forfeited, or not issued from the 2005 Long-Term Incentive Plan subsequent to April 26, 2012.
Shares available for future grants under the 2012 Long-Term Incentive Plan were 351 million at the end of 2018.
The compensation cost that has been charged against income for these plans was $978 million, $962 million and $878 million for 2018, 2017 and 2016, respectively.
The total income tax benefit recognized in the income statement for share-based compensation costs was $192 million, $275 million and $256 million for 2018, 2017 and 2016, respectively.
An additional tax benefit of $353 million was recognized in 2016 due to the adoption of a new accounting standard for the reporting of additional tax benefits on share-based compensation.
The total unrecognized compensation cost was $827 million, $798 million and $749 million for 2018, 2017 and 2016, respectively.
The weighted average period for this cost to be recognized was 1.73 years, 1.76 years and 1.09 years for 2018, 2017, and 2016, respectively.
Share-based compensation costs capitalized as part of inventory were insignificant in all periods.
The Company settles employee benefit equity issuances with treasury shares.
Treasury shares are replenished throughout the year for the number of shares used to settle employee benefit equity issuances.
Stock Options Stock options expire 10 years from the date of grant and vest over service periods that range from 6 months to 4 years.
All options are granted at the average of the high and low prices of the Company’s Common Stock on the New York Stock Exchange on the date of grant.
The fair value of each option award was estimated on the date of grant using the Black-Scholes option valuation model that uses the assumptions noted in the following table.
For 2018, 2017 and 2016 grants, expected volatility represents a blended rate of 10-year weekly historical overall volatility rate, and a 5-week average implied volatility rate based on at-the-money traded Johnson & Johnson options with a life of 2 years.
For all grants, historical data is used to determine the expected life of the option.
The risk-free rate was based on the U. S.  Treasury yield curve in effect at the time of grant.
The average fair value of options granted was $17.98, $13.38 and $10.01, in 2018, 2017 and 2016, respectively.
The fair value was estimated based on the weighted average assumptions of:
## Table 2 ##
A summary of option activity under the Plan as of December 30, 2018, December 31, 2017 and January 1, 2017, and changes during the years ending on those dates is presented below:

Tables referenced above, in order (Table 0 first):
<table><tr><td>In billions of dollars</td><td>Dec. 31, 2017</td><td>Sept. 30, 2017</td><td>Dec. 31, 2016</td></tr><tr><td>HQLA</td><td>$446.4</td><td>$448.6</td><td>$403.7</td></tr><tr><td>Net outflows</td><td>364.3</td><td>365.1</td><td>332.5</td></tr><tr><td>LCR</td><td>123%</td><td>123%</td><td>121%</td></tr><tr><td>HQLA in excess of net outflows</td><td>$82.1</td><td>$83.5</td><td>$71.3</td></tr></table>
<table><tr><td>In millions of dollars</td><td>U.S.</td><td>Outside ofU.S.</td><td>December 31,2018</td><td>December 31, 2017</td></tr><tr><td>Commercial and similar letters of credit</td><td>$823</td><td>$4,638</td><td>$5,461</td><td>$5,000</td></tr><tr><td>One- to four-family residential mortgages</td><td>1,056</td><td>1,615</td><td>2,671</td><td>2,674</td></tr><tr><td>Revolving open-end loans secured by one- to four-family residential properties</td><td>10,019</td><td>1,355</td><td>11,374</td><td>12,323</td></tr><tr><td>Commercial real estate, construction and land development</td><td>9,565</td><td>1,728</td><td>11,293</td><td>11,151</td></tr><tr><td>Credit card lines</td><td>605,857</td><td>90,150</td><td>696,007</td><td>678,300</td></tr><tr><td>Commercial and other consumer loan commitments</td><td>185,849</td><td>102,918</td><td>288,767</td><td>272,655</td></tr><tr><td>Other commitments and contingencies</td><td>2,560</td><td>761</td><td>3,321</td><td>3,071</td></tr><tr><td>Total</td><td>$815,729</td><td>$203,165</td><td>$1,018,894</td><td>$985,174</td></tr></table>
<table><tr><td></td><td>2018</td><td>2017</td><td>2016</td></tr><tr><td>Risk-free rate</td><td>2.77%</td><td>2.25%</td><td>1.51%</td></tr><tr><td>Expected volatility</td><td>15.77%</td><td>15.30%</td><td>15.76%</td></tr><tr><td>Expected life (in years)</td><td>7.0</td><td>7.0</td><td>7.0</td></tr><tr><td>Expected dividend yield</td><td>2.70%</td><td>2.90%</td><td>3.10%</td></tr></table>

Question: What is the growing rate of Commercial and similar letters of credit in the years with the least Total?
Answer: 0.0922
Reasoning program: subtract(5461,5000), divide(#0,5000)