commitments.
However, while we could not assure that we would be successful, our goal was to have an increase in NovaSure system backlog, followed by an increase in sequential growth of revenue during fiscal 2009 with sales to the physician office-based market playing a role in that increase.
Our gross margin in this business segment was 67% during this period and includes a charge of $12.4 million for the write-up to fair value of the Cytyc inventory sold during the first fiscal quarter of 2008.
The operating loss for fiscal 2008 also includes a $284.8 million charge for in-process research and development as a result of the merger with Cytyc and a $2.9 million impairment charge of the Helica Thermal Coagulator System intangibles.
This segment included stock-based compensation of $3.8 million in fiscal 2008, as well as a $2.4 million restructuring charge in the third quarter related to the resignation of our Executive Chairman in May 2008.
Skeletal Health.
## Table 0 ##
Skeletal Health revenues increased in fiscal 2008 compared to the corresponding period in the prior year primarily due to the $7.5 million increase in product sales discussed above.
Our gross margin in this business segment was 34% in fiscal 2008 compared to 32% in fiscal 2007.
Operating income and gross margin for the Skeletal Health segment increased in fiscal 2008 over fiscal 2007 primarily due to the increased revenues and due to improved absorption as a result of manufacturing additional products in the facility where the Skeletal Health products are produced, partially offset by charges associated with MRI inventory and purchase obligations recorded in fiscal 2008 totaling $4.5 million compared to $2.0 million in fiscal 2007.
Skeletal Health costs and expenses included stock compensation of $2.2 million and $1.1 million in fiscal 2008 and fiscal 2007, respectively.
Liquidity and Capital Resources At September 26, 2009, we had $492.2 million of working capital, and our cash and cash equivalents totaled $293.2 million.
Our cash and cash equivalents balance increased by $197.5 million during fiscal 2009, primarily from cash generated from our operations.
This cash source was partially offset by our financing activities relating to our repayment of amounts outstanding under our credit agreement and certain other notes payable and to a lesser extent cash used in our investing activities primarily for purchases of property and equipment and placement of equipment under customer usage agreements.
Our operating activities generated $546.4 million of cash, which included a net loss of $2.18 billion reduced primarily by non-cash charges for goodwill and intangible asset impairments of $2.34 billion, depreciation and amortization expense of $273.9 million, stock-based compensation expense of $32.9 million and non-cash interest expense of $17.7 million from the amortization of debt issuance costs.
Cash provided by operations due to changes in our operating assets and liabilities included a decrease in accounts receivable of $57.6 million, an increase in deferred revenue of $19.6 million and a decrease in prepaid income taxes of $17.9 million.
The decrease in accounts receivable was primarily due to the decline in sales volume in the current quarter as compared to the fourth quarter of fiscal 2008 as well as improved collections.
The increase in deferred revenue was primarily due to an increase in the number of service contracts as our installed base of our Breast Health products continues to grow.
The decrease in prepaid income taxes was due to the utilization of amounts to offset current taxable income.
Cash provided by operations was offset by an increase in inventories of $15.1 million and a decrease in accounts payable and accrued expenses and other liabilities of $12.9 million and $10.6 million, respectively.
The increase in inventories was primarily related to the increase in components on hand as a result
One of the measures we use to quantify our exposure to interest rate risk is duration.
To calculate duration, we project asset and liability cash flows.
These cash flows are discounted to a net present value basis using a spot yield curve, which is a blend of the spot yield curves for each of the asset types in the portfolio.
Duration is calculated by re-calculating these cash flows, re-determining the net present value based upon an alternative level of interest rates, and determining the percentage change in fair value.
We manage interest rate risks in a number of ways.
Differences in durations between assets and liabilities are measured and kept within acceptable tolerances.
Derivatives are also commonly used to mitigate interest rate risk due to cash flow mismatches and timing differences.
Prepayment risk is controlled by limiting our exposure to investments that are prepayable without penalty prior to maturity at the option of the issuer.
We also require additional yield on these investments to compensate for the risk the issuer will exercise such option.
Prepayment risk is also controlled by limiting the sales of liabilities with features such as puts or other options that can be exercised against the company at inopportune times.
Duration-Managed.
Our exposure to interest rate risk stems largely from our substantial holdings of guaranteed fixed rate liabilities in our U. S.  Asset Management and Accumulation segment.
We actively manage the duration of assets and liabilities in these products by minimizing the difference between the two.
We have established a maximum tolerance for this difference and seek to stay within this tolerance.
As of December 31, 2007, the difference between the asset and liability durations on our primary duration-managed portfolio was -.01.
This duration gap indicates that, as of this date, the sensitivity of the fair value of our assets to interest rate movements is less than that of the fair value of our liabilities.
Our goal is to minimize the duration gap.
Currently, our guidelines indicate that total duration gaps between the asset and liability portfolios should be within +/-0.25.
The value of the assets in this portfolio was $33,183.4 million as of December 31, 2007.
Duration-Monitored.
For products such as whole life insurance and term life insurance that are less sensitive to interest rate risk, and for other products such as individual single premium deferred annuities, we manage interest rate risk based on a modeling process that considers the target average life, maturities, crediting rates and assumptions of policyholder behavior.
As of December 31, 2007, the weighted-average difference between the asset and liability durations on these portfolios was +.22.
This duration gap indicates that, as of this date, the sensitivity of the fair value of our assets to interest rate movements is greater than that of the fair value of our liabilities.
We attempt to monitor this duration gap consistent with our overall risk/reward tolerances.
The value of the assets in these portfolios was $17,990.9 million as of December 31, 2007.
Non Duration-Managed.
We also have a block of participating general account pension business that passes most of the actual investment performance of the assets to the customer.
The investment strategy of this block is to maximize investment return to the customer on a ‘‘best efforts’’ basis, and there is little or no attempt to manage the duration of this portfolio since there is little or no interest rate risk.
The value of the assets in these portfolios was $5,234.0 million as of December 31, 2007.
Using the assumptions and data in effect as of December 31, 2007, we estimate that a 100 basis point immediate, parallel increase in interest rates decreases the net fair value of our portfolio by approximately $36.3 million.
The following table details the estimated changes by risk management strategy.
The table also gives the weighted-average duration of the asset portfolio for each category, and the net duration gap (i. e. , the weighted-average difference between the asset and liability durations).
## Table 1 ##
Our selection of a 100 basis point immediate, parallel increase or decrease in interest rates is a hypothetical rate scenario we use to demonstrate potential risk.
While a 100 basis point immediate, parallel increase does not represent our view of future market changes, it is a near term reasonably possible hypothetical change that illustrates the potential impact of such events.
While these fair value measurements provide a representation of interest rate sensitivity, they are based on our portfolio exposures at a point in time and may not be representative of future market results.
These exposures will change as a result of ongoing portfolio transactions in response to new business, management’s assessment of changing market conditions and available investment opportunities.
Principal Financial Group, Inc.  Notes to Consolidated Financial Statements — (continued) 14.
Fair Value Measurements We use fair value measurements to record fair value of certain assets and liabilities and to estimate fair value of financial instruments not recorded at fair value but required to be disclosed at fair value.
Certain financial instruments, particularly policyholder liabilities other than investment-type insurance contracts, are excluded from these fair value disclosure requirements.
Fair Value of Financial Instruments The carrying value and estimated fair value of financial instruments were as follows:
## Table 2 ##
Valuation Hierarchy Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (an exit price).
The fair value hierarchy prioritizes the inputs to valuation techniques used to measure fair value into three levels.  ?
Level 1 — Fair values are based on unadjusted quoted prices in active markets for identical assets or liabilities.
Our Level 1 assets and liabilities primarily include exchange traded equity securities, mutual funds and U. S.  Treasury bonds.  ?
Level 2 — Fair values are based on inputs other than quoted prices within Level 1 that are observable for the asset or liability, either directly or indirectly.
Our Level 2 assets and liabilities primarily include fixed maturities (including public and private bonds), equity securities, over-the-counter derivatives and other investments for which public quotations are not available but that are priced by third-party pricing services or internal models using substantially all observable inputs.  ?
Level 3 — Fair values are based on significant unobservable inputs for the asset or liability.
Our Level 3 assets and liabilities include certain fixed maturities, private equity securities, real estate and commercial mortgage loan investments of our separate accounts, commercial mortgage loan investments and obligations of consolidated VIEs for which the fair value option was elected, complex derivatives and embedded derivatives that must be priced using broker quotes or other valuation methods that utilize at least one significant unobservable input.
Determination of Fair Value The following discussion describes the valuation methodologies and inputs used for assets and liabilities measured at fair value on a recurring basis or disclosed at fair value.
The techniques utilized in estimating the fair values of financial instruments are reliant on the assumptions used.
Care should be exercised in deriving conclusions about our business, its value or financial position based on the fair value information of financial instruments presented below.
Fair value estimates are made at a specific point in time, based on available market information and judgments about the financial instrument.
Such estimates do not consider the tax impact of the realization of unrealized gains or losses.
In
Financial Assurance We must provide financial assurance to governmental agencies and a variety of other entities under applicable environmental regulations relating to our landfill operations for capping, closure and post-closure costs, and related to our performance under certain collection, landfill and transfer station contracts.
We satisfy these financial assurance requirements by providing surety bonds, letters of credit, or insurance policies (Financial Assurance Instruments), or trust deposits, which are included in restricted cash and marketable securities and other assets in our consolidated balance sheets.
The amount of the financial assurance requirements for capping, closure and post-closure costs is determined by applicable state environmental regulations.
The financial assurance requirements for capping, closure and post-closure costs may be associated with a portion of the landfill or the entire landfill.
Generally, states require a third-party engineering specialist to determine the estimated capping, closure and post-closure costs that are used to determine the required amount of financial assurance for a landfill.
The amount of financial assurance required can, and generally will, differ from the obligation determined and recorded under U. S.  GAAP.
The amount of the financial assurance requirements related to contract performance varies by contract.
Additionally, we must provide financial assurance for our insurance program and collateral for certain performance obligations.
We do not expect a material increase in financial assurance requirements during 2018, although the mix of Financial Assurance Instruments may change.
These Financial Assurance Instruments are issued in the normal course of business and are not considered indebtedness.
Because we currently have no liability for the Financial Assurance Instruments, they are not reflected in our consolidated balance sheets; however, we record capping, closure and post-closure liabilities and insurance liabilities as they are incurred.
Off-Balance Sheet Arrangements We have no off-balance sheet debt or similar obligations, other than operating leases and financial assurances, which are not classified as debt.
We have no transactions or obligations with related parties that are not disclosed, consolidated into or reflected in our reported financial position or results of operations.
We have not guaranteed any third-party debt.
Free Cash Flow We define free cash flow, which is not a measure determined in accordance with U. S.  GAAP, as cash provided by operating activities less purchases of property and equipment, plus proceeds from sales of property and equipment, as presented in our consolidated statements of cash flows.
The following table calculates our free cash flow for the years ended December 31, 2017, 2016 and 2015 (in millions of dollars):
## Table 3 ##
For a discussion of the changes in the components of free cash flow, see our discussion regarding Cash Flows Provided By Operating Activities and Cash Flows Used In Investing Activities contained elsewhere in this Management’s Discussion and Analysis of Financial Condition and Results of Operations.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td colspan="6"> Years Ended</td></tr><tr><td></td><td colspan="2">September 27, 2008</td><td colspan="2">September 29, 2007</td><td colspan="2"> Change</td></tr><tr><td></td><td> Amount</td><td>% of Total Segment Revenue</td><td> Amount</td><td>% of Total Segment Revenue</td><td> Amount</td><td> %</td></tr><tr><td>Total Revenues</td><td>$107,578</td><td>100%</td><td>$99,470</td><td>100%</td><td>$8,108</td><td>8%</td></tr><tr><td>Operating Income</td><td>$4,742</td><td>4%</td><td>$845</td><td>1%</td><td>$3,897</td><td>461%</td></tr></table>
<table><tr><td> </td><td colspan="4">December 31, 2007</td></tr><tr><td> Risk Management Strategy </td><td> Value of total assets <i>(in millions) </i> </td><td> Duration of assets</td><td>Net duration gap</td><td>Net fair value change (in millions)</td></tr><tr><td>Primary duration-managed</td><td>$33,183.4</td><td> 3.53</td><td>-0.01</td><td>$3.3</td></tr><tr><td>Duration-monitored</td><td>17,990.9</td><td> 4.70</td><td>0.22</td><td>-39.6</td></tr><tr><td>Non duration-managed</td><td>5,234.0</td><td> 4.43</td><td>N/A</td><td>N/A</td></tr><tr><td>Total</td><td>$56,408.3</td><td></td><td></td><td>$-36.3</td></tr></table>
<table><tr><td> </td><td colspan="2">December 31, 2010</td><td colspan="2">December 31, 2009</td></tr><tr><td> </td><td>Carrying amount</td><td>Fair value</td><td>Carrying amount</td><td>Fair value</td></tr><tr><td> </td><td colspan="4">(in millions)</td></tr><tr><td> Assets (liabilities)</td><td></td><td></td><td></td><td></td></tr><tr><td>Fixed maturities, available-for-sale</td><td>$48,636.3</td><td>$48,636.3</td><td>$46,220.6</td><td>$46,220.6</td></tr><tr><td>Fixed maturities, trading</td><td>1,120.3</td><td>1,120.3</td><td>1,032.4</td><td>1,032.4</td></tr><tr><td>Equity securities, available-for-sale</td><td>169.9</td><td>169.9</td><td>214.0</td><td>214.0</td></tr><tr><td>Equity securities, trading</td><td>316.9</td><td>316.9</td><td>221.5</td><td>221.5</td></tr><tr><td>Mortgage loans</td><td>11,125.1</td><td>11,197.8</td><td>11,845.6</td><td>11,407.8</td></tr><tr><td>Policy loans</td><td>903.9</td><td>1,012.1</td><td>902.5</td><td>1,022.6</td></tr><tr><td>Other investments</td><td>311.3</td><td>311.3</td><td>188.5</td><td>188.5</td></tr><tr><td>Cash and cash equivalents</td><td>1,877.4</td><td>1,877.4</td><td>2,240.4</td><td>2,240.4</td></tr><tr><td>Derivative assets</td><td>1,083.2</td><td>1,083.2</td><td>1,232.2</td><td>1,232.2</td></tr><tr><td>Separate account assets</td><td>69,555.3</td><td>69,555.3</td><td>62,738.5</td><td>62,738.5</td></tr><tr><td>Cash collateral</td><td>236.0</td><td>236.0</td><td>386.4</td><td>386.4</td></tr><tr><td>Investment-type insurance contracts</td><td>-32,720.1</td><td>-32,828.6</td><td>-35,672.8</td><td>-34,876.3</td></tr><tr><td>Short-term debt</td><td>-107.9</td><td>-107.9</td><td>-101.6</td><td>-101.6</td></tr><tr><td>Long-term debt</td><td>-1,583.7</td><td>-1,756.3</td><td>-1,584.6</td><td>-1,608.4</td></tr><tr><td>Separate account liabilities</td><td>-62,681.4</td><td>-61,594.1</td><td>-56,897.4</td><td>-55,867.5</td></tr><tr><td>Derivative liabilities</td><td>-1,274.5</td><td>-1,274.5</td><td>-1,050.8</td><td>-1,050.8</td></tr><tr><td>Bank deposits</td><td>-2,219.2</td><td>-2,230.9</td><td>-2,185.8</td><td>-2,188.5</td></tr><tr><td>Cash collateral payable</td><td>-236.0</td><td>-236.0</td><td>-367.8</td><td>-367.8</td></tr><tr><td>Other liabilities</td><td>-250.3</td><td>-250.3</td><td>-99.2</td><td>-99.2</td></tr></table>
<table><tr><td></td><td>2017</td><td>2016</td><td>2015</td></tr><tr><td>Cash provided by operating activities</td><td>$1,910.7</td><td>$1,847.8</td><td>$1,679.7</td></tr><tr><td>Purchases of property and equipment</td><td>-989.8</td><td>-927.8</td><td>-945.6</td></tr><tr><td>Proceeds from sales of property and equipment</td><td>6.1</td><td>9.8</td><td>21.2</td></tr><tr><td>Free cash flow</td><td>$927.0</td><td>$929.8</td><td>$755.3</td></tr></table>

Question: what is the percent change in free cash flow from 2015 to 2016
Answer: 0.23103
Reasoning program: subtract(929.8,755.3), divide(#0,755.3)