jpmorgan chase & co . / 2005 annual report 123 litigation reserve the firm maintains litigation reserves for certain of its litigations , including its material legal proceedings . while the outcome of litigation is inherently uncertain , management believes , in light of all information known to it at december 31 , 2005 , that the firm 2019s litigation reserves were adequate at such date . management reviews litigation reserves periodically , and the reserves may be increased or decreased in the future to reflect further litigation devel- opments . the firm believes it has meritorious defenses to claims asserted against it in its currently outstanding litigation and , with respect to such liti- gation , intends to continue to defend itself vigorously , litigating or settling cases according to management 2019s judgment as to what is in the best interest of stockholders . note 26 2013 accounting for derivative instruments and hedging activities derivative instruments enable end users to increase , reduce or alter exposure to credit or market risks . the value of a derivative is derived from its reference to an underlying variable or combination of variables such as equity , foreign exchange , credit , commodity or interest rate prices or indices . jpmorgan chase makes markets in derivatives for customers and also is an end-user of derivatives in order to manage the firm 2019s exposure to credit and market risks . sfas 133 , as amended by sfas 138 and sfas 149 , establishes accounting and reporting standards for derivative instruments , including those used for trading and hedging activities , and derivative instruments embedded in other contracts . all free-standing derivatives , whether designated for hedging rela- tionships or not , are required to be recorded on the balance sheet at fair value . the accounting for changes in value of a derivative depends on whether the contract is for trading purposes or has been designated and qualifies for hedge accounting . the majority of the firm 2019s derivatives are entered into for trading purposes . the firm also uses derivatives as an end user to hedge market exposures , modify the interest rate characteristics of related balance sheet instruments or meet longer-term investment objectives . both trading and end-user derivatives are recorded at fair value in trading assets and trading liabilities as set forth in note 3 on page 94 of this annual report . in order to qualify for hedge accounting , a derivative must be considered highly effective at reducing the risk associated with the exposure being hedged . each derivative must be designated as a hedge , with documentation of the risk management objective and strategy , including identification of the hedging instrument , the hedged item and the risk exposure , and how effectiveness is to be assessed prospectively and retrospectively . the extent to which a hedging instrument is effective at achieving offsetting changes in fair value or cash flows must be assessed at least quarterly . any ineffectiveness must be reported in current-period earnings . for qualifying fair value hedges , all changes in the fair value of the derivative and in the fair value of the item for the risk being hedged are recognized in earnings . if the hedge relationship is terminated , then the fair value adjust- ment to the hedged item continues to be reported as part of the basis of the item and is amortized to earnings as a yield adjustment . for qualifying cash flow hedges , the effective portion of the change in the fair value of the derivative is recorded in other comprehensive income and recognized in the income statement when the hedged cash flows affect earnings . the ineffective portions of cash flow hedges are immediately recognized in earnings . if the hedge relationship is terminated , then the change in fair value of the derivative recorded in other comprehensive income is recognized when the cash flows that were hedged occur , consistent with the original hedge strategy . for hedge relationships discontinued because the forecasted transaction is not expected to occur according to the original strategy , any related derivative amounts recorded in other comprehensive income are immediately recognized in earnings . for qualifying net investment hedges , changes in the fair value of the derivative or the revaluation of the foreign currency 2013denominated debt instrument are recorded in the translation adjustments account within other comprehensive income . any ineffective portions of net investment hedges are immediately recognized in earnings . jpmorgan chase 2019s fair value hedges primarily include hedges of fixed-rate long-term debt , loans , afs securities and msrs . interest rate swaps are the most common type of derivative contract used to modify exposure to interest rate risk , converting fixed-rate assets and liabilities to a floating rate . interest rate options , swaptions and forwards are also used in combination with interest rate swaps to hedge the fair value of the firm 2019s msrs . for a further discussion of msr risk management activities , see note 15 on pages 114 2013116 of this annual report . all amounts have been included in earnings consistent with the classification of the hedged item , primarily net interest income , mortgage fees and related income , and other income . the firm did not recognize any gains or losses during 2005 on firm commitments that no longer qualify as fair value hedges . jpmorgan chase also enters into derivative contracts to hedge exposure to variability in cash flows from floating-rate financial instruments and forecasted transactions , primarily the rollover of short-term assets and liabilities , and foreign currency-denominated revenues and expenses . interest rate swaps , futures and forward contracts are the most common instruments used to reduce the impact of interest rate and foreign exchange rate changes on future earnings . all amounts affecting earnings have been recognized consistent with the classification of the hedged item , primarily net interest income . the firm uses forward foreign exchange contracts and foreign currency- denominated debt instruments to protect the value of net investments in foreign currencies in non-u.s . subsidiaries . the portion of the hedging instru- ments excluded from the assessment of hedge effectiveness ( forward points ) is recorded in net interest income . the following table presents derivative instrument hedging-related activities for the periods indicated : year ended december 31 , ( in millions ) ( a ) 2005 2004 fair value hedge ineffective net gains/ ( losses ) ( b ) $ ( 58 ) $ 199 cash flow hedge ineffective net gains/ ( losses ) ( b ) ( 2 ) 2014 cash flow hedging gains on forecasted transactions that failed to occur 2014 1 ( a ) 2004 results include six months of the combined firm 2019s results and six months of heritage jpmorgan chase results . ( b ) includes ineffectiveness and the components of hedging instruments that have been excluded from the assessment of hedge effectiveness . over the next 12 months , it is expected that $ 44 million ( after-tax ) of net gains recorded in other comprehensive income at december 31 , 2005 , will be recognized in earnings . the maximum length of time over which forecasted transactions are hedged is 10 years , and such transactions primarily relate to core lending and borrowing activities . jpmorgan chase does not seek to apply hedge accounting to all of the firm 2019s economic hedges . for example , the firm does not apply hedge accounting to standard credit derivatives used to manage the credit risk of loans and commitments because of the difficulties in qualifying such contracts as hedges under sfas 133 . similarly , the firm does not apply hedge accounting to certain interest rate derivatives used as economic hedges. .

----------------------------------------
year ended december 31 ( in millions ) ( a ) | 2005 | 2004
----------|----------|----------
fair value hedge ineffective net gains/ ( losses ) ( b ) | $ -58 ( 58 ) | $ 199
cash flow hedge ineffective net gains/ ( losses ) ( b ) | -2 ( 2 ) | 2014
cash flow hedging gains on forecastedtransactions that failed to occur | 2014 | 1
----------------------------------------

jpmorgan chase & co . / 2005 annual report 123 litigation reserve the firm maintains litigation reserves for certain of its litigations , including its material legal proceedings . while the outcome of litigation is inherently uncertain , management believes , in light of all information known to it at december 31 , 2005 , that the firm 2019s litigation reserves were adequate at such date . management reviews litigation reserves periodically , and the reserves may be increased or decreased in the future to reflect further litigation devel- opments . the firm believes it has meritorious defenses to claims asserted against it in its currently outstanding litigation and , with respect to such liti- gation , intends to continue to defend itself vigorously , litigating or settling cases according to management 2019s judgment as to what is in the best interest of stockholders . note 26 2013 accounting for derivative instruments and hedging activities derivative instruments enable end users to increase , reduce or alter exposure to credit or market risks . the value of a derivative is derived from its reference to an underlying variable or combination of variables such as equity , foreign exchange , credit , commodity or interest rate prices or indices . jpmorgan chase makes markets in derivatives for customers and also is an end-user of derivatives in order to manage the firm 2019s exposure to credit and market risks . sfas 133 , as amended by sfas 138 and sfas 149 , establishes accounting and reporting standards for derivative instruments , including those used for trading and hedging activities , and derivative instruments embedded in other contracts . all free-standing derivatives , whether designated for hedging rela- tionships or not , are required to be recorded on the balance sheet at fair value . the accounting for changes in value of a derivative depends on whether the contract is for trading purposes or has been designated and qualifies for hedge accounting . the majority of the firm 2019s derivatives are entered into for trading purposes . the firm also uses derivatives as an end user to hedge market exposures , modify the interest rate characteristics of related balance sheet instruments or meet longer-term investment objectives . both trading and end-user derivatives are recorded at fair value in trading assets and trading liabilities as set forth in note 3 on page 94 of this annual report . in order to qualify for hedge accounting , a derivative must be considered highly effective at reducing the risk associated with the exposure being hedged . each derivative must be designated as a hedge , with documentation of the risk management objective and strategy , including identification of the hedging instrument , the hedged item and the risk exposure , and how effectiveness is to be assessed prospectively and retrospectively . the extent to which a hedging instrument is effective at achieving offsetting changes in fair value or cash flows must be assessed at least quarterly . any ineffectiveness must be reported in current-period earnings . for qualifying fair value hedges , all changes in the fair value of the derivative and in the fair value of the item for the risk being hedged are recognized in earnings . if the hedge relationship is terminated , then the fair value adjust- ment to the hedged item continues to be reported as part of the basis of the item and is amortized to earnings as a yield adjustment . for qualifying cash flow hedges , the effective portion of the change in the fair value of the derivative is recorded in other comprehensive income and recognized in the income statement when the hedged cash flows affect earnings . the ineffective portions of cash flow hedges are immediately recognized in earnings . if the hedge relationship is terminated , then the change in fair value of the derivative recorded in other comprehensive income is recognized when the cash flows that were hedged occur , consistent with the original hedge strategy . for hedge relationships discontinued because the forecasted transaction is not expected to occur according to the original strategy , any related derivative amounts recorded in other comprehensive income are immediately recognized in earnings . for qualifying net investment hedges , changes in the fair value of the derivative or the revaluation of the foreign currency 2013denominated debt instrument are recorded in the translation adjustments account within other comprehensive income . any ineffective portions of net investment hedges are immediately recognized in earnings . jpmorgan chase 2019s fair value hedges primarily include hedges of fixed-rate long-term debt , loans , afs securities and msrs . interest rate swaps are the most common type of derivative contract used to modify exposure to interest rate risk , converting fixed-rate assets and liabilities to a floating rate . interest rate options , swaptions and forwards are also used in combination with interest rate swaps to hedge the fair value of the firm 2019s msrs . for a further discussion of msr risk management activities , see note 15 on pages 114 2013116 of this annual report . all amounts have been included in earnings consistent with the classification of the hedged item , primarily net interest income , mortgage fees and related income , and other income . the firm did not recognize any gains or losses during 2005 on firm commitments that no longer qualify as fair value hedges . jpmorgan chase also enters into derivative contracts to hedge exposure to variability in cash flows from floating-rate financial instruments and forecasted transactions , primarily the rollover of short-term assets and liabilities , and foreign currency-denominated revenues and expenses . interest rate swaps , futures and forward contracts are the most common instruments used to reduce the impact of interest rate and foreign exchange rate changes on future earnings . all amounts affecting earnings have been recognized consistent with the classification of the hedged item , primarily net interest income . the firm uses forward foreign exchange contracts and foreign currency- denominated debt instruments to protect the value of net investments in foreign currencies in non-u.s . subsidiaries . the portion of the hedging instru- ments excluded from the assessment of hedge effectiveness ( forward points ) is recorded in net interest income . the following table presents derivative instrument hedging-related activities for the periods indicated : year ended december 31 , ( in millions ) ( a ) 2005 2004 fair value hedge ineffective net gains/ ( losses ) ( b ) $ ( 58 ) $ 199 cash flow hedge ineffective net gains/ ( losses ) ( b ) ( 2 ) 2014 cash flow hedging gains on forecasted transactions that failed to occur 2014 1 ( a ) 2004 results include six months of the combined firm 2019s results and six months of heritage jpmorgan chase results . ( b ) includes ineffectiveness and the components of hedging instruments that have been excluded from the assessment of hedge effectiveness . over the next 12 months , it is expected that $ 44 million ( after-tax ) of net gains recorded in other comprehensive income at december 31 , 2005 , will be recognized in earnings . the maximum length of time over which forecasted transactions are hedged is 10 years , and such transactions primarily relate to core lending and borrowing activities . jpmorgan chase does not seek to apply hedge accounting to all of the firm 2019s economic hedges . for example , the firm does not apply hedge accounting to standard credit derivatives used to manage the credit risk of loans and commitments because of the difficulties in qualifying such contracts as hedges under sfas 133 . similarly , the firm does not apply hedge accounting to certain interest rate derivatives used as economic hedges. .

Question: what were the total 2005 and 2004 fair value hedge gains/ ( losses ) due to ineffectiveness , in us$ m?
Program: add(-58, 199)
Answer: 141.0