management 2019s discussion and analysis 144 jpmorgan chase & co./2010 annual report compared with $ 57 million for 2009 .
decreases in cio and mort- gage banking var for 2010 were again driven by the decline in market volatility and position changes .
the decline in mortgage banking var at december 31 , 2010 , reflects management 2019s deci- sion to reduce risk given market volatility at the time .
the firm 2019s average ib and other var diversification benefit was $ 59 million or 37% ( 37 % ) of the sum for 2010 , compared with $ 82 million or 28% ( 28 % ) of the sum for 2009 .
the firm experienced an increase in the diversification benefit in 2010 as positions changed and correla- tions decreased .
in general , over the course of the year , var expo- sure can vary significantly as positions change , market volatility fluctuates and diversification benefits change .
var back-testing the firm conducts daily back-testing of var against its market risk- related revenue , which is defined as the change in value of : princi- pal transactions revenue for ib and cio ( less private equity gains/losses and revenue from longer-term cio investments ) ; trading-related net interest income for ib , cio and mortgage bank- ing ; ib brokerage commissions , underwriting fees or other revenue ; revenue from syndicated lending facilities that the firm intends to distribute ; and mortgage fees and related income for the firm 2019s mortgage pipeline and warehouse loans , msrs , and all related hedges .
daily firmwide market risk 2013related revenue excludes gains and losses from dva .
the following histogram illustrates the daily market risk 2013related gains and losses for ib , cio and mortgage banking positions for 2010 .
the chart shows that the firm posted market risk 2013related gains on 248 out of 261 days in this period , with 12 days exceeding $ 210 million .
the inset graph looks at those days on which the firm experienced losses and depicts the amount by which the 95% ( 95 % ) confidence-level var ex- ceeded the actual loss on each of those days .
during 2010 , losses were sustained on 13 days , none of which exceeded the var measure .
daily ib and other market risk-related gains and losses ( 95% ( 95 % ) confidence-level var ) year ended december 31 , 2010 average daily revenue : $ 87 million $ in millions $ in millions daily ib and other var less market risk-related losses the following table provides information about the gross sensitivity of dva to a one-basis-point increase in jpmorgan chase 2019s credit spreads .
this sensitivity represents the impact from a one-basis-point parallel shift in jpmorgan chase 2019s entire credit curve .
as credit curves do not typically move in a parallel fashion , the sensitivity multiplied by the change in spreads at a single maturity point may not be representative of the actual revenue recognized .
debit valuation adjustment sensitivity 1 basis point increase in december 31 , ( in millions ) jpmorgan chase 2019s credit spread .

December 31, (in millions)
1 Basis point increase in JPMorgan Chase’s credit spread
2010
$35
2009
$39

.

Question: Analyse this data from a financial earnings document. on what percent of trading days were there market gains above $ 210 million?
Choices:
0.77011
0.04598
261.04598
-0.04598
0.04839
Correct choice index: 1