{"pre_text": ["table of contents valero energy corporation and subsidiaries notes to consolidated financial statements ( continued ) commodity price risk we are exposed to market risks related to the volatility in the price of crude oil , refined products ( primarily gasoline and distillate ) , grain ( primarily corn ) , and natural gas used in our operations .", "to reduce the impact of price volatility on our results of operations and cash flows , we use commodity derivative instruments , including futures , swaps , and options .", "we use the futures markets for the available liquidity , which provides greater flexibility in transacting our hedging and trading operations .", "we use swaps primarily to manage our price exposure .", "our positions in commodity derivative instruments are monitored and managed on a daily basis by a risk control group to ensure compliance with our stated risk management policy that has been approved by our board of directors .", "for risk management purposes , we use fair value hedges , cash flow hedges , and economic hedges .", "in addition to the use of derivative instruments to manage commodity price risk , we also enter into certain commodity derivative instruments for trading purposes .", "our objective for entering into each type of hedge or trading derivative is described below .", "fair value hedges fair value hedges are used to hedge price volatility in certain refining inventories and firm commitments to purchase inventories .", "the level of activity for our fair value hedges is based on the level of our operating inventories , and generally represents the amount by which our inventories differ from our previous year-end lifo inventory levels .", "as of december 31 , 2012 , we had the following outstanding commodity derivative instruments that were entered into to hedge crude oil and refined product inventories and commodity derivative instruments related to the physical purchase of crude oil and refined products at a fixed price .", "the information presents the notional volume of outstanding contracts by type of instrument and year of maturity ( volumes in thousands of barrels ) .", "notional contract volumes by year of maturity derivative instrument 2013 ."], "post_text": ["."], "table": [["derivative instrument", "notionalcontractvolumes byyear ofmaturity 2013"], ["crude oil and refined products:", ""], ["futures 2013 long", "1052"], ["futures 2013 short", "4857"], ["physical contracts - long", "3805"]], "table_ori": [["Derivative Instrument", "NotionalContractVolumes byYear ofMaturity 2013"], ["Crude oil and refined products:", ""], ["Futures – long", "1,052"], ["Futures – short", "4,857"], ["Physical contracts - long", "3,805"]]}

Question: what percentage increase would in long futures would need to occur to double the short futures?
Evidence:
table_2: derivative instrument the futures 2013 long of notionalcontractvolumes byyear ofmaturity 2013 is 1052 ;
table_3: derivative instrument the futures 2013 short of notionalcontractvolumes byyear ofmaturity 2013 is 4857 ;
table_4: derivative instrument the physical contracts - long of notionalcontractvolumes byyear ofmaturity 2013 is 3805 ;
Program: multiply(4857, const_2), subtract(#0, 3805), subtract(#1, 1052), divide(#2, 1052)
Answer:
str_answer: 462%
exe_answer: 4.61692