17.
Leases We lease certain locomotives, freight cars, and other property.
The Consolidated Statements of Financial Position as of December 31, 2017, and 2016 included $1,635 million, net of $953 million of accumulated depreciation, and $1,997 million, net of $1,121 million of accumulated depreciation, respectively, for properties held under capital leases.
A charge to income resulting from the depreciation for assets held under capital leases is included within depreciation expense in our Consolidated Statements of Income.
Future minimum lease payments for operating and capital leases with initial or remaining non-cancelable lease terms in excess of one year as of December 31, 2017, were as follows:
## Table 0 ##
Approximately 97% of capital lease payments relate to locomotives.
Rent expense for operating leases with terms exceeding one month was $480 million in 2017, $535 million in 2016, and $590 million in 2015.
When cash rental payments are not made on a straight-line basis, we recognize variable rental expense on a straight-line basis over the lease term.
Contingent rentals and sub-rentals are not significant.18.
Commitments and Contingencies Asserted and Unasserted Claims – Various claims and lawsuits are pending against us and certain of our subsidiaries.
We cannot fully determine the effect of all asserted and unasserted claims on our consolidated results of operations, financial condition, or liquidity.
To the extent possible, we have recorded a liability where asserted and unasserted claims are considered probable and where such claims can be reasonably estimated.
We do not expect that any known lawsuits, claims, environmental costs, commitments, contingent liabilities, or guarantees will have a material adverse effect on our consolidated results of operations, financial condition, or liquidity after taking into account liabilities and insurance recoveries previously recorded for these matters.
Personal Injury – The cost of personal injuries to employees and others related to our activities is charged to expense based on estimates of the ultimate cost and number of incidents each year.
We use an actuarial analysis to measure the expense and liability, including unasserted claims.
The Federal Employers’ Liability Act (FELA) governs compensation for work-related accidents.
Under FELA, damages are assessed based on a finding of fault through litigation or out-of-court settlements.
We offer a comprehensive variety of services and rehabilitation programs for employees who are injured at work.
Our personal injury liability is not discounted to present value due to the uncertainty surrounding the timing of future payments.
Approximately 95% of the recorded liability is related to asserted claims and approximately 5% is related to unasserted claims at December 31, 2017.
Because of the uncertainty surrounding the ultimate outcome of personal injury claims, it is reasonably possible that future costs to settle these claims may range from approximately $285 million to $310 million.
We record an accrual at the low end of the range as no amount of loss within the range is more probable than any other.
Estimates can vary over time due to evolving trends in litigation.
As of Dec.  31, 2005, the VaRs for the commodity trading operations were:
## Table 1 ##
(a) Comprises transactions for NSP-Minnesota, PSCo and SPS.
Interest Rate Risk Xcel Energy and its subsidiaries are subject to the risk of fluctuating interest rates in the normal course of business.
Xcel Energy’s policy allows interest rate risk to be managed through the use of fixed rate debt, floating rate debt and interest rate derivatives such as swaps, caps, collars and put or call options.
Xcel Energy engages in hedges of cash flow and fair value exposure.
The fair value of interest rate swaps designated as cash flow hedges is initially recorded in Other Comprehensive Income.
Reclassification of unrealized gains or losses on cash flow hedges of variable rate debt instruments from Other Comprehensive Income into earnings occurs as interest payments are accrued on the debt instrument, and generally offsets the change in the interest accrued on the underlying variable rate debt.
Hedges of fair value exposure are entered into to hedge the fair value of a recognized asset, liability or firm commitment.
Changes in the derivative fair values that are designated as fair value hedges are recognized in earnings as offsets to the changes in fair values of related hedged assets, liabilities or firm commitments.
To test the effectiveness of such swaps, a hypothetical swap is used to mirror all the critical terms of the underlying debt and regression analysis is utilized to assess the effectiveness of the actual swap at inception and on an ongoing basis.
The fair value of interest rate swaps is determined through counterparty valuations, internal valuations and broker quotes.
There have been no material changes in the techniques or models used in the valuation of interest rate swaps during the periods presented.
At Dec.  31, 2005 and 2004, a 100-basis-point change in the benchmark rate on Xcel Energy’s variable rate debt would impact pretax interest expense by approximately $10.3 million and $6.8 million, respectively.
See Note 12 to the Consolidated Financial Statements for a discussion of Xcel Energy and its subsidiaries’ interest rate swaps.
Xcel Energy and its subsidiaries also maintain trust funds, as required by the Nuclear Regulatory Commission (NRC), to fund certain costs of nuclear decommissioning, which are subject to interest rate risk and equity price risk.
As of Dec.  31, 2005 and 2004, these funds were invested primarily in domestic and international equity securities and fixed-rate fixed-income securities.
Per NRC mandates, these funds may be used only for activities related to nuclear decommissioning.
The accounting for nuclear decommissioning recognizes that costs are recovered through rates; therefore fluctuations in equity prices or interest rates do not have an impact on earnings.
Credit Risk In addition to the risks discussed previously, Xcel Energy and its subsidiaries are exposed to credit risk.
Credit risk relates to the risk of loss resulting from the nonperformance by a counterparty of its contractual obligations.
Xcel Energy and its subsidiaries maintain credit policies intended to minimize overall credit risk and actively monitor these policies to reflect changes and scope of operations.
Xcel Energy and its subsidiaries conduct standard credit reviews for all counterparties.
Xcel Energy employs additional credit risk control mechanisms when appropriate, such as letters of credit, parental guarantees, standardized master netting agreements and termination provisions that allow for offsetting of positive and negative exposures.
The credit exposure is monitored and, when necessary, the activity with a specific counterparty is limited until credit enhancement is provided.
At Dec.  31, 2005, a 10-percent increase in prices would have resulted in a net mark-to-market increase in credit risk exposure of $44.2 million, while a decrease of 10 percent would have resulted in a decrease of $41.1 million.
LIQUIDITY AND CAPITAL RESOURCES
## Table 2 ##
Cash provided by operating activities for continuing operations was basically unchanged for 2005 and 2004.
Cash provided by operating activities for discontinued operations increased $368 million during 2005 compared with 2004.
During 2004, Xcel Energy paid $752 million pursuant to the NRG settlement agreement, which was partially offset by tax benefits received.
Energy’s capitalization ratio at Dec.  31, 2006, was 81 percent.
Therefore, the restrictions do not place any effective limit on Xcel Energy’s ability to pay dividends.
Capital Sources Xcel Energy expects to meet future financing requirements by periodically issuing short-term debt, long-term debt, common stock, preferred securities and hybrid securities to maintain desired capitalization ratios.
Short-Term Funding Sources — Historically, Xcel Energy has used a number of sources to fulfill short-term funding needs, including operating cash flow, notes payable, commercial paper and bank lines of credit.
The amount and timing of short-term funding needs depend in large part on financing needs for construction expenditures and working capital.
Another significant short-term funding need is the dividend payment.
As of Feb.  20, 2007, Xcel Energy and its utility subsidiaries had the following committed credit facilities available to meet its liquidity needs:
## Table 3 ##
* Includes outstanding commercial paper and letters of credit.
Operating cash flow as a source of short-term funding is affected by such operating factors as weather; regulatory requirements, including rate recovery of costs; environmental regulation compliance; changes in the trends for energy prices; and supply and operational uncertainties, all of which are difficult to predict.
See further discussion of such factors under Statement of Operations Analysis.
Short-term borrowing as a source of funding is affected by regulatory actions and access to reasonably priced capital markets.
For additional information on Xcel Energy’s short-term borrowing arrangements, see Note 3 to the Consolidated Financial Statements.
Access to reasonably priced capital markets is dependent in part on credit agency reviews and ratings.
The following ratings reflect the views of Moody’s, Standard & Poor’s, and Fitch.
A security rating is not a recommendation to buy, sell or hold securities, and is subject to revision or withdrawal at any time by the rating agency.
As of Feb.  20, 2007, the following represents the credit ratings assigned to various Xcel Energy companies:
## Table 4 ##
Note: Moody’s highest credit rating for debt is Aaa and lowest investment grade rating is Baa3.
Both Standard & Poor’s and Fitch’s highest credit rating for debt are AAA and lowest investment grade rating is BBB-.
Moody’s prime ratings for commercial paper range from P-1 to P-3.
Standard & Poor’s ratings for commercial paper range from A-1 to A-3.
Fitch’s ratings for commercial paper range from F1 to F3.
In the event of a downgrade of its credit ratings to below investment grade, Xcel Energy may be required to provide credit enhancements in the form of cash collateral, letters of credit or other security to satisfy all or a part of its exposures under guarantees outstanding.
See a list of guarantees at Note 12 to the Consolidated Financial Statements.
Xcel Energy has no explicit credit rating requirements in its debt agreements.
Money Pool — Xcel Energy received SEC and the FERC approval to establish a utility money pool arrangement with the utility subsidiaries, subject to receipt of required state regulatory approvals.
The utility money pool allows for short-term loans between the utility subsidiaries and from the holding company to the utility subsidiaries at market-based interest rates.
Xcel Energy enters into derivative instruments that mitigate commodity price risk on behalf of electric and natural gas customers but are not designated as qualifying hedging transactions.
Changes in the fair value of non-trading commodity derivative instruments are recorded in OCI or deferred as a regulatory asset or liability.
The classification as a regulatory asset or liability is based on commission approved regulatory recovery mechanisms.
Xcel Energy recorded immaterial amounts to income related to the ineffectiveness of cash flow hedges for the years ended Dec.  31, 2016 and 2015.
Additionally, Xcel Energy enters into commodity derivative instruments for trading purposes not directly related to commodity price risks associated with serving its electric and natural gas customers.
Changes in the fair value of these commodity derivatives are recorded in electric operating revenues, net of amounts credited to customers under margin-sharing mechanisms.
The following table details the gross notional amounts of commodity forwards, options and FTRs at Dec.  31:
## Table 5 ##
Consideration of Credit Risk and Concentrations — Xcel Energy continuously monitors the creditworthiness of the counterparties to its interest rate derivatives and commodity derivative contracts prior to settlement, and assesses each counterparty’s ability to perform on the transactions set forth in the contracts.
Given this assessment, as well as an assessment of the impact of Xcel Energy’s own credit risk when determining the fair value of derivative liabilities, the impact of considering credit risk was immaterial to the fair value of unsettled commodity derivatives presented in the consolidated balance sheets.
Xcel Energy Inc.  and its subsidiaries employ additional credit risk control mechanisms when appropriate, such as letters of credit, parental guarantees, standardized master netting agreements and termination provisions that allow for offsetting of positive and negative exposures.
Credit exposure is monitored and, when necessary, the activity with a specific counterparty is limited until credit enhancement is provided.
Xcel Energy’s utility subsidiaries’ most significant concentrations of credit risk with particular entities or industries are contracts with counterparties to their wholesale, trading and non-trading commodity activities.
At Dec.  31, 2016, one of Xcel Energy’s 10 most significant counterparties for these activities, comprising $13.4 million or 6 percent of this credit exposure, had investment grade credit ratings from S&P’s, Moody’s or Fitch Ratings.
Nine of the 10 most significant counterparties, comprising $77.5 million or 36 percent of this credit exposure, were not rated by these external agencies, but based on Xcel Energy’s internal analysis, had credit quality consistent with investment grade.
All ten of these significant counterparties are municipal or cooperative electric entities or other utilities.
Financial Impact of Qualifying Cash Flow Hedges — The impact of qualifying interest rate and vehicle fuel cash flow hedges on Xcel Energy’s accumulated other comprehensive loss, included in the consolidated statements of common stockholders’ equity and in the consolidated statements of comprehensive income, is detailed in the following table:

<table><tr><td>Millions</td><td>OperatingLeases</td><td>CapitalLeases</td></tr><tr><td>2018</td><td>$398</td><td>$173</td></tr><tr><td>2019</td><td>359</td><td>156</td></tr><tr><td>2020</td><td>297</td><td>164</td></tr><tr><td>2021</td><td>259</td><td>168</td></tr><tr><td>2022</td><td>221</td><td>147</td></tr><tr><td>Later years</td><td>1,115</td><td>271</td></tr><tr><td>Total minimum lease payments</td><td>$2,649</td><td>$1,079</td></tr><tr><td>Amount representing interest</td><td>N/A</td><td>-187</td></tr><tr><td>Present value of minimum lease payments</td><td>N/A</td><td>$892</td></tr></table>
<table><tr><td> </td><td> </td><td colspan="3"> During 2005</td></tr><tr><td> (Millions of Dollars)</td><td> Year ended Dec. 31, 2005</td><td> Average</td><td> High</td><td> Low</td></tr><tr><td>Commodity trading (a)</td><td>$2.06</td><td>$1.44</td><td>$4.43</td><td>$0.26</td></tr></table>
<table><tr><td> (Millions of Dollars)</td><td> 2005</td><td>2004</td><td> 2003</td></tr><tr><td> Cash provided by (used in) operating activities</td><td></td><td></td><td></td></tr><tr><td>Continuing operations</td><td>$1,131</td><td>$1,128</td><td>$1,106</td></tr><tr><td>Discontinued operations</td><td>53</td><td>-315</td><td>275</td></tr><tr><td>Total</td><td>$1,184</td><td>$813</td><td>$1,381</td></tr></table>
<table><tr><td> </td><td> Facility</td><td> Drawn*</td><td> Available</td><td> Cash</td><td> Liquidity</td><td> Maturity</td></tr><tr><td> </td><td colspan="6"> (Millions of Dollars)</td></tr><tr><td>NSP-Minnesota</td><td>$500</td><td>$178.5</td><td>$321.5</td><td>$1.1</td><td>$322.6</td><td>December 2011</td></tr><tr><td>PSCo</td><td>700</td><td>237.0</td><td>463.0</td><td>1.3</td><td>464.3</td><td>December 2011</td></tr><tr><td>SPS</td><td>250</td><td>37.7</td><td>212.3</td><td>1.1</td><td>213.4</td><td>December 2011</td></tr><tr><td>Xcel Energy — holding company</td><td>800</td><td>133.7</td><td>666.3</td><td>2.1</td><td>668.4</td><td>December 2011</td></tr><tr><td>Total</td><td>$2,250</td><td>$586.9</td><td>$1,663.1</td><td>$5.6</td><td>$1,668.7</td><td></td></tr></table>
<table><tr><td> Company</td><td> Credit Type</td><td> Moody’s</td><td> Standard & Poor’s</td><td> Fitch</td></tr><tr><td>Xcel Energy</td><td>Senior Unsecured Debt</td><td>Baa1</td><td>BBB-</td><td>BBB+</td></tr><tr><td>Xcel Energy</td><td>Commercial Paper</td><td>P-2</td><td>A-2</td><td>F2</td></tr><tr><td>NSP-Minnesota</td><td>Senior Unsecured Debt</td><td>A3</td><td>BBB-</td><td>A</td></tr><tr><td>NSP-Minnesota</td><td>Senior Secured Debt</td><td>A2</td><td>A-</td><td>A+</td></tr><tr><td>NSP-Minnesota</td><td>Commercial Paper</td><td>P-2</td><td>A-2</td><td>F1</td></tr><tr><td>NSP-Wisconsin</td><td>Senior Unsecured Debt</td><td>A3</td><td>BBB</td><td>A</td></tr><tr><td>NSP-Wisconsin</td><td>Senior Secured Debt</td><td>A2</td><td>A-</td><td>A+</td></tr><tr><td>PSCo</td><td>Senior Unsecured Debt</td><td>Baa1</td><td>BBB-</td><td>BBB+</td></tr><tr><td>PSCo</td><td>Senior Secured Debt</td><td>A3</td><td>A-</td><td>A-</td></tr><tr><td>PSCo</td><td>Commercial Paper</td><td>P-2</td><td>A-2</td><td>F2</td></tr><tr><td>SPS</td><td>Senior Unsecured Debt</td><td>Baa1</td><td>BBB</td><td>A-</td></tr><tr><td>SPS</td><td>Commercial Paper</td><td>P-2</td><td>A-2</td><td>F2</td></tr></table>
<table><tr><td>(Amounts in Thousands)<sup>(a)(b)</sup></td><td>2016</td><td>2015</td></tr><tr><td>MWh of electricity</td><td>46,773</td><td>50,487</td></tr><tr><td>MMBtu of natural gas</td><td>121,978</td><td>20,874</td></tr><tr><td>Gallons of vehicle fuel</td><td>—</td><td>141</td></tr></table>

Question: What's the 80% of total Facility for Facility? (in Million)
Answer: 1800