[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
so what was the percentage change during this time?

Dialogue history:
[Turn 1] what was the ratio of the 2016 hedged gallons to 2017?
[Turn 2] what was the change in the aggregate fair values of outstanding fuel hedge between 2014 and 2015?
[Turn 3] so what was the percentage change during this time?

Pre-table text:
republic services , inc .
notes to consolidated financial statements 2014 ( continued ) 16 .
financial instruments fuel hedges we have entered into multiple swap agreements designated as cash flow hedges to mitigate some of our exposure related to changes in diesel fuel prices .
these swaps qualified for , and were designated as , effective hedges of changes in the prices of forecasted diesel fuel purchases ( fuel hedges ) .
the following table summarizes our outstanding fuel hedges as of december 31 , 2015 : year gallons hedged weighted average contract price per gallon .

Table:
year	gallons hedged	weighted average contractprice per gallon
2016	27000000	$ 3.57
2017	12000000	2.92

Post-table text:
if the national u.s .
on-highway average price for a gallon of diesel fuel as published by the department of energy exceeds the contract price per gallon , we receive the difference between the average price and the contract price ( multiplied by the notional gallons ) from the counterparty .
if the average price is less than the contract price per gallon , we pay the difference to the counterparty .
the fair values of our fuel hedges are determined using standard option valuation models with assumptions about commodity prices based on those observed in underlying markets ( level 2 in the fair value hierarchy ) .
the aggregate fair values of our outstanding fuel hedges as of december 31 , 2015 and 2014 were current liabilities of $ 37.8 million and $ 34.4 million , respectively , and have been recorded in other accrued liabilities in our consolidated balance sheets .
the ineffective portions of the changes in fair values resulted in a loss of $ 0.4 million and $ 0.5 million for the years ended december 31 , 2015 and 2014 respectively , and a gain of less than $ 0.1 million for the year ended december 31 , 2013 , and have been recorded in other income , net in our consolidated statements of income .
total ( loss ) gain recognized in other comprehensive ( loss ) income for fuel hedges ( the effective portion ) was $ ( 2.0 ) million , $ ( 24.2 ) million and $ 2.4 million , for the years ended december 31 , 2015 , 2014 and 2013 , respectively .
recycling commodity hedges revenue from the sale of recycled commodities is primarily from sales of old corrugated cardboard and old newspaper .
from time to time we use derivative instruments such as swaps and costless collars designated as cash flow hedges to manage our exposure to changes in prices of these commodities .
we had no outstanding recycling commodity hedges as of december 31 , 2015 and 2014 .
no amounts were recognized in other income , net in our consolidated statements of income for the ineffective portion of the changes in fair values during the years ended december 31 , 2015 , 2014 and 2013 .
total gain ( loss ) recognized in other comprehensive income for recycling commodity hedges ( the effective portion ) was $ 0.1 million and $ ( 0.1 ) million for the years ended december 31 , 2014 and 2013 , respectively .
no amount was recognized in other comprehensive income for 2015 .
fair value measurements in measuring fair values of assets and liabilities , we use valuation techniques that maximize the use of observable inputs ( level 1 ) and minimize the use of unobservable inputs ( level 3 ) .
we also use market data or assumptions that we believe market participants would use in pricing an asset or liability , including assumptions about risk when appropriate. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what was the total in raw materials and supplies in 2018?

Dialogue history:
[Turn 1] what was the total in raw materials and supplies in 2018?

Pre-table text:
note 6 : inventories we use the last-in , first-out ( lifo ) method for the majority of our inventories located in the continental u.s .
other inventories are valued by the first-in , first-out ( fifo ) method .
fifo cost approximates current replacement cost .
inventories measured using lifo must be valued at the lower of cost or market .
inventories measured using fifo must be valued at the lower of cost or net realizable value .
inventories at december 31 consisted of the following: .

Table:
	2018	2017
finished products	$ 988.1	$ 1211.4
work in process	2628.2	2697.7
raw materials and supplies	506.5	488.8
total ( approximates replacement cost )	4122.8	4397.9
increase ( reduction ) to lifo cost	-11.0 ( 11.0 )	60.4
inventories	$ 4111.8	$ 4458.3

Post-table text:
inventories valued under the lifo method comprised $ 1.57 billion and $ 1.56 billion of total inventories at december 31 , 2018 and 2017 , respectively .
note 7 : financial instruments financial instruments that potentially subject us to credit risk consist principally of trade receivables and interest- bearing investments .
wholesale distributors of life-science products account for a substantial portion of our trade receivables ; collateral is generally not required .
we seek to mitigate the risk associated with this concentration through our ongoing credit-review procedures and insurance .
a large portion of our cash is held by a few major financial institutions .
we monitor our exposures with these institutions and do not expect any of these institutions to fail to meet their obligations .
major financial institutions represent the largest component of our investments in corporate debt securities .
in accordance with documented corporate risk-management policies , we monitor the amount of credit exposure to any one financial institution or corporate issuer .
we are exposed to credit-related losses in the event of nonperformance by counterparties to risk-management instruments but do not expect any counterparties to fail to meet their obligations given their high credit ratings .
we consider all highly liquid investments with a maturity of three months or less from the date of purchase to be cash equivalents .
the cost of these investments approximates fair value .
our equity investments are accounted for using three different methods depending on the type of equity investment : 2022 investments in companies over which we have significant influence but not a controlling interest are accounted for using the equity method , with our share of earnings or losses reported in other-net , ( income ) expense .
2022 for equity investments that do not have readily determinable fair values , we measure these investments at cost , less any impairment , plus or minus changes resulting from observable price changes in orderly transactions for the identical or similar investment of the same issuer .
any change in recorded value is recorded in other-net , ( income ) expense .
2022 our public equity investments are measured and carried at fair value .
any change in fair value is recognized in other-net , ( income ) expense .
we review equity investments other than public equity investments for indications of impairment on a regular basis .
our derivative activities are initiated within the guidelines of documented corporate risk-management policies and are intended to offset losses and gains on the assets , liabilities , and transactions being hedged .
management reviews the correlation and effectiveness of our derivatives on a quarterly basis. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
and what was it in 2017?

Dialogue history:
[Turn 1] what was the total in raw materials and supplies in 2018?
[Turn 2] and what was it in 2017?

Pre-table text:
note 6 : inventories we use the last-in , first-out ( lifo ) method for the majority of our inventories located in the continental u.s .
other inventories are valued by the first-in , first-out ( fifo ) method .
fifo cost approximates current replacement cost .
inventories measured using lifo must be valued at the lower of cost or market .
inventories measured using fifo must be valued at the lower of cost or net realizable value .
inventories at december 31 consisted of the following: .

Table:
	2018	2017
finished products	$ 988.1	$ 1211.4
work in process	2628.2	2697.7
raw materials and supplies	506.5	488.8
total ( approximates replacement cost )	4122.8	4397.9
increase ( reduction ) to lifo cost	-11.0 ( 11.0 )	60.4
inventories	$ 4111.8	$ 4458.3

Post-table text:
inventories valued under the lifo method comprised $ 1.57 billion and $ 1.56 billion of total inventories at december 31 , 2018 and 2017 , respectively .
note 7 : financial instruments financial instruments that potentially subject us to credit risk consist principally of trade receivables and interest- bearing investments .
wholesale distributors of life-science products account for a substantial portion of our trade receivables ; collateral is generally not required .
we seek to mitigate the risk associated with this concentration through our ongoing credit-review procedures and insurance .
a large portion of our cash is held by a few major financial institutions .
we monitor our exposures with these institutions and do not expect any of these institutions to fail to meet their obligations .
major financial institutions represent the largest component of our investments in corporate debt securities .
in accordance with documented corporate risk-management policies , we monitor the amount of credit exposure to any one financial institution or corporate issuer .
we are exposed to credit-related losses in the event of nonperformance by counterparties to risk-management instruments but do not expect any counterparties to fail to meet their obligations given their high credit ratings .
we consider all highly liquid investments with a maturity of three months or less from the date of purchase to be cash equivalents .
the cost of these investments approximates fair value .
our equity investments are accounted for using three different methods depending on the type of equity investment : 2022 investments in companies over which we have significant influence but not a controlling interest are accounted for using the equity method , with our share of earnings or losses reported in other-net , ( income ) expense .
2022 for equity investments that do not have readily determinable fair values , we measure these investments at cost , less any impairment , plus or minus changes resulting from observable price changes in orderly transactions for the identical or similar investment of the same issuer .
any change in recorded value is recorded in other-net , ( income ) expense .
2022 our public equity investments are measured and carried at fair value .
any change in fair value is recognized in other-net , ( income ) expense .
we review equity investments other than public equity investments for indications of impairment on a regular basis .
our derivative activities are initiated within the guidelines of documented corporate risk-management policies and are intended to offset losses and gains on the assets , liabilities , and transactions being hedged .
management reviews the correlation and effectiveness of our derivatives on a quarterly basis. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what was, then, the change over the year?

Dialogue history:
[Turn 1] what was the total in raw materials and supplies in 2018?
[Turn 2] and what was it in 2017?
[Turn 3] what was, then, the change over the year?

Pre-table text:
note 6 : inventories we use the last-in , first-out ( lifo ) method for the majority of our inventories located in the continental u.s .
other inventories are valued by the first-in , first-out ( fifo ) method .
fifo cost approximates current replacement cost .
inventories measured using lifo must be valued at the lower of cost or market .
inventories measured using fifo must be valued at the lower of cost or net realizable value .
inventories at december 31 consisted of the following: .

Table:
	2018	2017
finished products	$ 988.1	$ 1211.4
work in process	2628.2	2697.7
raw materials and supplies	506.5	488.8
total ( approximates replacement cost )	4122.8	4397.9
increase ( reduction ) to lifo cost	-11.0 ( 11.0 )	60.4
inventories	$ 4111.8	$ 4458.3

Post-table text:
inventories valued under the lifo method comprised $ 1.57 billion and $ 1.56 billion of total inventories at december 31 , 2018 and 2017 , respectively .
note 7 : financial instruments financial instruments that potentially subject us to credit risk consist principally of trade receivables and interest- bearing investments .
wholesale distributors of life-science products account for a substantial portion of our trade receivables ; collateral is generally not required .
we seek to mitigate the risk associated with this concentration through our ongoing credit-review procedures and insurance .
a large portion of our cash is held by a few major financial institutions .
we monitor our exposures with these institutions and do not expect any of these institutions to fail to meet their obligations .
major financial institutions represent the largest component of our investments in corporate debt securities .
in accordance with documented corporate risk-management policies , we monitor the amount of credit exposure to any one financial institution or corporate issuer .
we are exposed to credit-related losses in the event of nonperformance by counterparties to risk-management instruments but do not expect any counterparties to fail to meet their obligations given their high credit ratings .
we consider all highly liquid investments with a maturity of three months or less from the date of purchase to be cash equivalents .
the cost of these investments approximates fair value .
our equity investments are accounted for using three different methods depending on the type of equity investment : 2022 investments in companies over which we have significant influence but not a controlling interest are accounted for using the equity method , with our share of earnings or losses reported in other-net , ( income ) expense .
2022 for equity investments that do not have readily determinable fair values , we measure these investments at cost , less any impairment , plus or minus changes resulting from observable price changes in orderly transactions for the identical or similar investment of the same issuer .
any change in recorded value is recorded in other-net , ( income ) expense .
2022 our public equity investments are measured and carried at fair value .
any change in fair value is recognized in other-net , ( income ) expense .
we review equity investments other than public equity investments for indications of impairment on a regular basis .
our derivative activities are initiated within the guidelines of documented corporate risk-management policies and are intended to offset losses and gains on the assets , liabilities , and transactions being hedged .
management reviews the correlation and effectiveness of our derivatives on a quarterly basis. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what was the total in raw materials and supplies in 2017?

Dialogue history:
[Turn 1] what was the total in raw materials and supplies in 2018?
[Turn 2] and what was it in 2017?
[Turn 3] what was, then, the change over the year?
[Turn 4] what was the total in raw materials and supplies in 2017?

Pre-table text:
note 6 : inventories we use the last-in , first-out ( lifo ) method for the majority of our inventories located in the continental u.s .
other inventories are valued by the first-in , first-out ( fifo ) method .
fifo cost approximates current replacement cost .
inventories measured using lifo must be valued at the lower of cost or market .
inventories measured using fifo must be valued at the lower of cost or net realizable value .
inventories at december 31 consisted of the following: .

Table:
	2018	2017
finished products	$ 988.1	$ 1211.4
work in process	2628.2	2697.7
raw materials and supplies	506.5	488.8
total ( approximates replacement cost )	4122.8	4397.9
increase ( reduction ) to lifo cost	-11.0 ( 11.0 )	60.4
inventories	$ 4111.8	$ 4458.3

Post-table text:
inventories valued under the lifo method comprised $ 1.57 billion and $ 1.56 billion of total inventories at december 31 , 2018 and 2017 , respectively .
note 7 : financial instruments financial instruments that potentially subject us to credit risk consist principally of trade receivables and interest- bearing investments .
wholesale distributors of life-science products account for a substantial portion of our trade receivables ; collateral is generally not required .
we seek to mitigate the risk associated with this concentration through our ongoing credit-review procedures and insurance .
a large portion of our cash is held by a few major financial institutions .
we monitor our exposures with these institutions and do not expect any of these institutions to fail to meet their obligations .
major financial institutions represent the largest component of our investments in corporate debt securities .
in accordance with documented corporate risk-management policies , we monitor the amount of credit exposure to any one financial institution or corporate issuer .
we are exposed to credit-related losses in the event of nonperformance by counterparties to risk-management instruments but do not expect any counterparties to fail to meet their obligations given their high credit ratings .
we consider all highly liquid investments with a maturity of three months or less from the date of purchase to be cash equivalents .
the cost of these investments approximates fair value .
our equity investments are accounted for using three different methods depending on the type of equity investment : 2022 investments in companies over which we have significant influence but not a controlling interest are accounted for using the equity method , with our share of earnings or losses reported in other-net , ( income ) expense .
2022 for equity investments that do not have readily determinable fair values , we measure these investments at cost , less any impairment , plus or minus changes resulting from observable price changes in orderly transactions for the identical or similar investment of the same issuer .
any change in recorded value is recorded in other-net , ( income ) expense .
2022 our public equity investments are measured and carried at fair value .
any change in fair value is recognized in other-net , ( income ) expense .
we review equity investments other than public equity investments for indications of impairment on a regular basis .
our derivative activities are initiated within the guidelines of documented corporate risk-management policies and are intended to offset losses and gains on the assets , liabilities , and transactions being hedged .
management reviews the correlation and effectiveness of our derivatives on a quarterly basis. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
and how much does that change represent in relation to this 2017 total, in percentage?

Dialogue history:
[Turn 1] what was the total in raw materials and supplies in 2018?
[Turn 2] and what was it in 2017?
[Turn 3] what was, then, the change over the year?
[Turn 4] what was the total in raw materials and supplies in 2017?
[Turn 5] and how much does that change represent in relation to this 2017 total, in percentage?

Pre-table text:
note 6 : inventories we use the last-in , first-out ( lifo ) method for the majority of our inventories located in the continental u.s .
other inventories are valued by the first-in , first-out ( fifo ) method .
fifo cost approximates current replacement cost .
inventories measured using lifo must be valued at the lower of cost or market .
inventories measured using fifo must be valued at the lower of cost or net realizable value .
inventories at december 31 consisted of the following: .

Table:
	2018	2017
finished products	$ 988.1	$ 1211.4
work in process	2628.2	2697.7
raw materials and supplies	506.5	488.8
total ( approximates replacement cost )	4122.8	4397.9
increase ( reduction ) to lifo cost	-11.0 ( 11.0 )	60.4
inventories	$ 4111.8	$ 4458.3

Post-table text:
inventories valued under the lifo method comprised $ 1.57 billion and $ 1.56 billion of total inventories at december 31 , 2018 and 2017 , respectively .
note 7 : financial instruments financial instruments that potentially subject us to credit risk consist principally of trade receivables and interest- bearing investments .
wholesale distributors of life-science products account for a substantial portion of our trade receivables ; collateral is generally not required .
we seek to mitigate the risk associated with this concentration through our ongoing credit-review procedures and insurance .
a large portion of our cash is held by a few major financial institutions .
we monitor our exposures with these institutions and do not expect any of these institutions to fail to meet their obligations .
major financial institutions represent the largest component of our investments in corporate debt securities .
in accordance with documented corporate risk-management policies , we monitor the amount of credit exposure to any one financial institution or corporate issuer .
we are exposed to credit-related losses in the event of nonperformance by counterparties to risk-management instruments but do not expect any counterparties to fail to meet their obligations given their high credit ratings .
we consider all highly liquid investments with a maturity of three months or less from the date of purchase to be cash equivalents .
the cost of these investments approximates fair value .
our equity investments are accounted for using three different methods depending on the type of equity investment : 2022 investments in companies over which we have significant influence but not a controlling interest are accounted for using the equity method , with our share of earnings or losses reported in other-net , ( income ) expense .
2022 for equity investments that do not have readily determinable fair values , we measure these investments at cost , less any impairment , plus or minus changes resulting from observable price changes in orderly transactions for the identical or similar investment of the same issuer .
any change in recorded value is recorded in other-net , ( income ) expense .
2022 our public equity investments are measured and carried at fair value .
any change in fair value is recognized in other-net , ( income ) expense .
we review equity investments other than public equity investments for indications of impairment on a regular basis .
our derivative activities are initiated within the guidelines of documented corporate risk-management policies and are intended to offset losses and gains on the assets , liabilities , and transactions being hedged .
management reviews the correlation and effectiveness of our derivatives on a quarterly basis. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what were investment banking fees in 2007?

Dialogue history:
[Turn 1] what were investment banking fees in 2007?

Pre-table text:
jpmorgan chase & co .
/ 2007 annual report 31 the following section provides a comparative discussion of jpmorgan chase 2019s consolidated results of operations on a reported basis for the three-year period ended december 31 , 2007 .
factors that relate primarily to a single business segment are discussed in more detail within that business segment than they are in this consolidated sec- tion .
for a discussion of the critical accounting estimates used by the firm that affect the consolidated results of operations , see pages 96 201398 of this annual report .
revenue .

Table:
year ended december 31 ( in millions )	2007	2006	2005
investment banking fees	$ 6635	$ 5520	$ 4088
principal transactions	9015	10778	8072
lending & deposit-related fees	3938	3468	3389
asset management administration and commissions	14356	11855	9988
securities gains ( losses )	164	-543 ( 543 )	-1336 ( 1336 )
mortgage fees and related income	2118	591	1054
credit card income	6911	6913	6754
other income	1829	2175	2684
noninterest revenue	44966	40757	34693
net interest income	26406	21242	19555
total net revenue	$ 71372	$ 61999	$ 54248

Post-table text:
2007 compared with 2006 total net revenue of $ 71.4 billion was up $ 9.4 billion , or 15% ( 15 % ) , from the prior year .
higher net interest income , very strong private equity gains , record asset management , administration and commissions revenue , higher mortgage fees and related income and record investment banking fees contributed to the revenue growth .
these increases were offset partially by lower trading revenue .
investment banking fees grew in 2007 to a level higher than the pre- vious record set in 2006 .
record advisory and equity underwriting fees drove the results , partially offset by lower debt underwriting fees .
for a further discussion of investment banking fees , which are primarily recorded in ib , see the ib segment results on pages 40 201342 of this annual report .
principal transactions revenue consists of trading revenue and private equity gains .
trading revenue declined significantly from the 2006 level , primarily due to markdowns in ib of $ 1.4 billion ( net of hedges ) on subprime positions , including subprime cdos , and $ 1.3 billion ( net of fees ) on leveraged lending funded loans and unfunded commitments .
also in ib , markdowns in securitized products on nonsubprime mortgages and weak credit trading performance more than offset record revenue in currencies and strong revenue in both rates and equities .
equities benefited from strong client activity and record trading results across all products .
ib 2019s credit portfolio results increased compared with the prior year , primarily driven by higher revenue from risk management activities .
the increase in private equity gains from 2006 reflected a significantly higher level of gains , the classification of certain private equity carried interest as compensation expense and a fair value adjustment in the first quarter of 2007 on nonpublic private equity investments resulting from the adoption of sfas 157 ( 201cfair value measurements 201d ) .
for a further discussion of principal transactions revenue , see the ib and corporate segment results on pages 40 201342 and 59 201360 , respectively , and note 6 on page 122 of this annual report .
lending & deposit-related fees rose from the 2006 level , driven pri- marily by higher deposit-related fees and the bank of new york transaction .
for a further discussion of lending & deposit-related fees , which are mostly recorded in rfs , tss and cb , see the rfs segment results on pages 43 201348 , the tss segment results on pages 54 201355 , and the cb segment results on pages 52 201353 of this annual report .
asset management , administration and commissions revenue reached a level higher than the previous record set in 2006 .
increased assets under management and higher performance and placement fees in am drove the record results .
the 18% ( 18 % ) growth in assets under management from year-end 2006 came from net asset inflows and market appreciation across all segments : institutional , retail , private bank and private client services .
tss also contributed to the rise in asset management , administration and commissions revenue , driven by increased product usage by new and existing clients and market appreciation on assets under custody .
finally , commissions revenue increased , due mainly to higher brokerage transaction volume ( primarily included within fixed income and equity markets revenue of ib ) , which more than offset the sale of the insurance business by rfs in the third quarter of 2006 and a charge in the first quarter of 2007 resulting from accelerated surrenders of customer annuities .
for additional information on these fees and commissions , see the segment discussions for ib on pages 40 201342 , rfs on pages 43 201348 , tss on pages 54 201355 , and am on pages 56 201358 , of this annual report .
the favorable variance resulting from securities gains in 2007 compared with securities losses in 2006 was primarily driven by improvements in the results of repositioning of the treasury invest- ment securities portfolio .
also contributing to the positive variance was a $ 234 million gain from the sale of mastercard shares .
for a fur- ther discussion of securities gains ( losses ) , which are mostly recorded in the firm 2019s treasury business , see the corporate segment discussion on pages 59 201360 of this annual report .
consol idated results of operat ions .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what were they in 2006?

Dialogue history:
[Turn 1] what were investment banking fees in 2007?
[Turn 2] what were they in 2006?

Pre-table text:
jpmorgan chase & co .
/ 2007 annual report 31 the following section provides a comparative discussion of jpmorgan chase 2019s consolidated results of operations on a reported basis for the three-year period ended december 31 , 2007 .
factors that relate primarily to a single business segment are discussed in more detail within that business segment than they are in this consolidated sec- tion .
for a discussion of the critical accounting estimates used by the firm that affect the consolidated results of operations , see pages 96 201398 of this annual report .
revenue .

Table:
year ended december 31 ( in millions )	2007	2006	2005
investment banking fees	$ 6635	$ 5520	$ 4088
principal transactions	9015	10778	8072
lending & deposit-related fees	3938	3468	3389
asset management administration and commissions	14356	11855	9988
securities gains ( losses )	164	-543 ( 543 )	-1336 ( 1336 )
mortgage fees and related income	2118	591	1054
credit card income	6911	6913	6754
other income	1829	2175	2684
noninterest revenue	44966	40757	34693
net interest income	26406	21242	19555
total net revenue	$ 71372	$ 61999	$ 54248

Post-table text:
2007 compared with 2006 total net revenue of $ 71.4 billion was up $ 9.4 billion , or 15% ( 15 % ) , from the prior year .
higher net interest income , very strong private equity gains , record asset management , administration and commissions revenue , higher mortgage fees and related income and record investment banking fees contributed to the revenue growth .
these increases were offset partially by lower trading revenue .
investment banking fees grew in 2007 to a level higher than the pre- vious record set in 2006 .
record advisory and equity underwriting fees drove the results , partially offset by lower debt underwriting fees .
for a further discussion of investment banking fees , which are primarily recorded in ib , see the ib segment results on pages 40 201342 of this annual report .
principal transactions revenue consists of trading revenue and private equity gains .
trading revenue declined significantly from the 2006 level , primarily due to markdowns in ib of $ 1.4 billion ( net of hedges ) on subprime positions , including subprime cdos , and $ 1.3 billion ( net of fees ) on leveraged lending funded loans and unfunded commitments .
also in ib , markdowns in securitized products on nonsubprime mortgages and weak credit trading performance more than offset record revenue in currencies and strong revenue in both rates and equities .
equities benefited from strong client activity and record trading results across all products .
ib 2019s credit portfolio results increased compared with the prior year , primarily driven by higher revenue from risk management activities .
the increase in private equity gains from 2006 reflected a significantly higher level of gains , the classification of certain private equity carried interest as compensation expense and a fair value adjustment in the first quarter of 2007 on nonpublic private equity investments resulting from the adoption of sfas 157 ( 201cfair value measurements 201d ) .
for a further discussion of principal transactions revenue , see the ib and corporate segment results on pages 40 201342 and 59 201360 , respectively , and note 6 on page 122 of this annual report .
lending & deposit-related fees rose from the 2006 level , driven pri- marily by higher deposit-related fees and the bank of new york transaction .
for a further discussion of lending & deposit-related fees , which are mostly recorded in rfs , tss and cb , see the rfs segment results on pages 43 201348 , the tss segment results on pages 54 201355 , and the cb segment results on pages 52 201353 of this annual report .
asset management , administration and commissions revenue reached a level higher than the previous record set in 2006 .
increased assets under management and higher performance and placement fees in am drove the record results .
the 18% ( 18 % ) growth in assets under management from year-end 2006 came from net asset inflows and market appreciation across all segments : institutional , retail , private bank and private client services .
tss also contributed to the rise in asset management , administration and commissions revenue , driven by increased product usage by new and existing clients and market appreciation on assets under custody .
finally , commissions revenue increased , due mainly to higher brokerage transaction volume ( primarily included within fixed income and equity markets revenue of ib ) , which more than offset the sale of the insurance business by rfs in the third quarter of 2006 and a charge in the first quarter of 2007 resulting from accelerated surrenders of customer annuities .
for additional information on these fees and commissions , see the segment discussions for ib on pages 40 201342 , rfs on pages 43 201348 , tss on pages 54 201355 , and am on pages 56 201358 , of this annual report .
the favorable variance resulting from securities gains in 2007 compared with securities losses in 2006 was primarily driven by improvements in the results of repositioning of the treasury invest- ment securities portfolio .
also contributing to the positive variance was a $ 234 million gain from the sale of mastercard shares .
for a fur- ther discussion of securities gains ( losses ) , which are mostly recorded in the firm 2019s treasury business , see the corporate segment discussion on pages 59 201360 of this annual report .
consol idated results of operat ions .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what is the difference of the 2007 value less that in 2006?

Dialogue history:
[Turn 1] what were investment banking fees in 2007?
[Turn 2] what were they in 2006?
[Turn 3] what is the difference of the 2007 value less that in 2006?

Pre-table text:
jpmorgan chase & co .
/ 2007 annual report 31 the following section provides a comparative discussion of jpmorgan chase 2019s consolidated results of operations on a reported basis for the three-year period ended december 31 , 2007 .
factors that relate primarily to a single business segment are discussed in more detail within that business segment than they are in this consolidated sec- tion .
for a discussion of the critical accounting estimates used by the firm that affect the consolidated results of operations , see pages 96 201398 of this annual report .
revenue .

Table:
year ended december 31 ( in millions )	2007	2006	2005
investment banking fees	$ 6635	$ 5520	$ 4088
principal transactions	9015	10778	8072
lending & deposit-related fees	3938	3468	3389
asset management administration and commissions	14356	11855	9988
securities gains ( losses )	164	-543 ( 543 )	-1336 ( 1336 )
mortgage fees and related income	2118	591	1054
credit card income	6911	6913	6754
other income	1829	2175	2684
noninterest revenue	44966	40757	34693
net interest income	26406	21242	19555
total net revenue	$ 71372	$ 61999	$ 54248

Post-table text:
2007 compared with 2006 total net revenue of $ 71.4 billion was up $ 9.4 billion , or 15% ( 15 % ) , from the prior year .
higher net interest income , very strong private equity gains , record asset management , administration and commissions revenue , higher mortgage fees and related income and record investment banking fees contributed to the revenue growth .
these increases were offset partially by lower trading revenue .
investment banking fees grew in 2007 to a level higher than the pre- vious record set in 2006 .
record advisory and equity underwriting fees drove the results , partially offset by lower debt underwriting fees .
for a further discussion of investment banking fees , which are primarily recorded in ib , see the ib segment results on pages 40 201342 of this annual report .
principal transactions revenue consists of trading revenue and private equity gains .
trading revenue declined significantly from the 2006 level , primarily due to markdowns in ib of $ 1.4 billion ( net of hedges ) on subprime positions , including subprime cdos , and $ 1.3 billion ( net of fees ) on leveraged lending funded loans and unfunded commitments .
also in ib , markdowns in securitized products on nonsubprime mortgages and weak credit trading performance more than offset record revenue in currencies and strong revenue in both rates and equities .
equities benefited from strong client activity and record trading results across all products .
ib 2019s credit portfolio results increased compared with the prior year , primarily driven by higher revenue from risk management activities .
the increase in private equity gains from 2006 reflected a significantly higher level of gains , the classification of certain private equity carried interest as compensation expense and a fair value adjustment in the first quarter of 2007 on nonpublic private equity investments resulting from the adoption of sfas 157 ( 201cfair value measurements 201d ) .
for a further discussion of principal transactions revenue , see the ib and corporate segment results on pages 40 201342 and 59 201360 , respectively , and note 6 on page 122 of this annual report .
lending & deposit-related fees rose from the 2006 level , driven pri- marily by higher deposit-related fees and the bank of new york transaction .
for a further discussion of lending & deposit-related fees , which are mostly recorded in rfs , tss and cb , see the rfs segment results on pages 43 201348 , the tss segment results on pages 54 201355 , and the cb segment results on pages 52 201353 of this annual report .
asset management , administration and commissions revenue reached a level higher than the previous record set in 2006 .
increased assets under management and higher performance and placement fees in am drove the record results .
the 18% ( 18 % ) growth in assets under management from year-end 2006 came from net asset inflows and market appreciation across all segments : institutional , retail , private bank and private client services .
tss also contributed to the rise in asset management , administration and commissions revenue , driven by increased product usage by new and existing clients and market appreciation on assets under custody .
finally , commissions revenue increased , due mainly to higher brokerage transaction volume ( primarily included within fixed income and equity markets revenue of ib ) , which more than offset the sale of the insurance business by rfs in the third quarter of 2006 and a charge in the first quarter of 2007 resulting from accelerated surrenders of customer annuities .
for additional information on these fees and commissions , see the segment discussions for ib on pages 40 201342 , rfs on pages 43 201348 , tss on pages 54 201355 , and am on pages 56 201358 , of this annual report .
the favorable variance resulting from securities gains in 2007 compared with securities losses in 2006 was primarily driven by improvements in the results of repositioning of the treasury invest- ment securities portfolio .
also contributing to the positive variance was a $ 234 million gain from the sale of mastercard shares .
for a fur- ther discussion of securities gains ( losses ) , which are mostly recorded in the firm 2019s treasury business , see the corporate segment discussion on pages 59 201360 of this annual report .
consol idated results of operat ions .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what is the net change divided by the 2006 value?

Dialogue history:
[Turn 1] what were investment banking fees in 2007?
[Turn 2] what were they in 2006?
[Turn 3] what is the difference of the 2007 value less that in 2006?
[Turn 4] what is the net change divided by the 2006 value?

Pre-table text:
jpmorgan chase & co .
/ 2007 annual report 31 the following section provides a comparative discussion of jpmorgan chase 2019s consolidated results of operations on a reported basis for the three-year period ended december 31 , 2007 .
factors that relate primarily to a single business segment are discussed in more detail within that business segment than they are in this consolidated sec- tion .
for a discussion of the critical accounting estimates used by the firm that affect the consolidated results of operations , see pages 96 201398 of this annual report .
revenue .

Table:
year ended december 31 ( in millions )	2007	2006	2005
investment banking fees	$ 6635	$ 5520	$ 4088
principal transactions	9015	10778	8072
lending & deposit-related fees	3938	3468	3389
asset management administration and commissions	14356	11855	9988
securities gains ( losses )	164	-543 ( 543 )	-1336 ( 1336 )
mortgage fees and related income	2118	591	1054
credit card income	6911	6913	6754
other income	1829	2175	2684
noninterest revenue	44966	40757	34693
net interest income	26406	21242	19555
total net revenue	$ 71372	$ 61999	$ 54248

Post-table text:
2007 compared with 2006 total net revenue of $ 71.4 billion was up $ 9.4 billion , or 15% ( 15 % ) , from the prior year .
higher net interest income , very strong private equity gains , record asset management , administration and commissions revenue , higher mortgage fees and related income and record investment banking fees contributed to the revenue growth .
these increases were offset partially by lower trading revenue .
investment banking fees grew in 2007 to a level higher than the pre- vious record set in 2006 .
record advisory and equity underwriting fees drove the results , partially offset by lower debt underwriting fees .
for a further discussion of investment banking fees , which are primarily recorded in ib , see the ib segment results on pages 40 201342 of this annual report .
principal transactions revenue consists of trading revenue and private equity gains .
trading revenue declined significantly from the 2006 level , primarily due to markdowns in ib of $ 1.4 billion ( net of hedges ) on subprime positions , including subprime cdos , and $ 1.3 billion ( net of fees ) on leveraged lending funded loans and unfunded commitments .
also in ib , markdowns in securitized products on nonsubprime mortgages and weak credit trading performance more than offset record revenue in currencies and strong revenue in both rates and equities .
equities benefited from strong client activity and record trading results across all products .
ib 2019s credit portfolio results increased compared with the prior year , primarily driven by higher revenue from risk management activities .
the increase in private equity gains from 2006 reflected a significantly higher level of gains , the classification of certain private equity carried interest as compensation expense and a fair value adjustment in the first quarter of 2007 on nonpublic private equity investments resulting from the adoption of sfas 157 ( 201cfair value measurements 201d ) .
for a further discussion of principal transactions revenue , see the ib and corporate segment results on pages 40 201342 and 59 201360 , respectively , and note 6 on page 122 of this annual report .
lending & deposit-related fees rose from the 2006 level , driven pri- marily by higher deposit-related fees and the bank of new york transaction .
for a further discussion of lending & deposit-related fees , which are mostly recorded in rfs , tss and cb , see the rfs segment results on pages 43 201348 , the tss segment results on pages 54 201355 , and the cb segment results on pages 52 201353 of this annual report .
asset management , administration and commissions revenue reached a level higher than the previous record set in 2006 .
increased assets under management and higher performance and placement fees in am drove the record results .
the 18% ( 18 % ) growth in assets under management from year-end 2006 came from net asset inflows and market appreciation across all segments : institutional , retail , private bank and private client services .
tss also contributed to the rise in asset management , administration and commissions revenue , driven by increased product usage by new and existing clients and market appreciation on assets under custody .
finally , commissions revenue increased , due mainly to higher brokerage transaction volume ( primarily included within fixed income and equity markets revenue of ib ) , which more than offset the sale of the insurance business by rfs in the third quarter of 2006 and a charge in the first quarter of 2007 resulting from accelerated surrenders of customer annuities .
for additional information on these fees and commissions , see the segment discussions for ib on pages 40 201342 , rfs on pages 43 201348 , tss on pages 54 201355 , and am on pages 56 201358 , of this annual report .
the favorable variance resulting from securities gains in 2007 compared with securities losses in 2006 was primarily driven by improvements in the results of repositioning of the treasury invest- ment securities portfolio .
also contributing to the positive variance was a $ 234 million gain from the sale of mastercard shares .
for a fur- ther discussion of securities gains ( losses ) , which are mostly recorded in the firm 2019s treasury business , see the corporate segment discussion on pages 59 201360 of this annual report .
consol idated results of operat ions .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what is the net change in the value of commodities from 2016 to 2017?

Dialogue history:
[Turn 1] what is the net change in the value of commodities from 2016 to 2017?

Pre-table text:
the goldman sachs group , inc .
and subsidiaries notes to consolidated financial statements in the tables above : 2030 the gross fair values exclude the effects of both counterparty netting and collateral netting , and therefore are not representative of the firm 2019s exposure .
2030 counterparty netting is reflected in each level to the extent that receivable and payable balances are netted within the same level and is included in counterparty netting in levels .
where the counterparty netting is across levels , the netting is included in cross-level counterparty netting .
2030 derivative assets are shown as positive amounts and derivative liabilities are shown as negative amounts .
significant unobservable inputs the table below presents the amount of level 3 assets ( liabilities ) , and ranges , averages and medians of significant unobservable inputs used to value the firm 2019s level 3 derivatives .
level 3 assets ( liabilities ) and range of significant unobservable inputs ( average/median ) as of december $ in millions 2017 2016 .

Table:
$ in millions	level 3 assets ( liabilities ) and range of significant unobservable inputs ( average/median ) as of december 2017	level 3 assets ( liabilities ) and range of significant unobservable inputs ( average/median ) as of december 2016
interest rates net	$ -410 ( 410 )	$ -381 ( 381 )
correlation	( 10 ) % (  % ) to 95% ( 95 % ) ( 71%/79% ( 71%/79 % ) )	( 10 ) % (  % ) to 86% ( 86 % ) ( 56%/60% ( 56%/60 % ) )
volatility ( bps )	31 to 150 ( 84/78 )	31 to 151 ( 84/57 )
credit net	$ 1505	$ 2504
correlation	28% ( 28 % ) to 84% ( 84 % ) ( 61%/60% ( 61%/60 % ) )	35% ( 35 % ) to 91% ( 91 % ) ( 65%/68% ( 65%/68 % ) )
credit spreads ( bps )	1 to 633 ( 69/42 )	1 to 993 ( 122/73 )
upfront credit points	0 to 97 ( 42/38 )	0 to 100 ( 43/35 )
recovery rates	22% ( 22 % ) to 73% ( 73 % ) ( 68%/73% ( 68%/73 % ) )	1% ( 1 % ) to 97% ( 97 % ) ( 58%/70% ( 58%/70 % ) )
currencies net	$ -181 ( 181 )	$ 3
correlation	49% ( 49 % ) to 72% ( 72 % ) ( 61%/62% ( 61%/62 % ) )	25% ( 25 % ) to 70% ( 70 % ) ( 50%/55% ( 50%/55 % ) )
commodities net	$ 47	$ 73
volatility	9% ( 9 % ) to 79% ( 79 % ) ( 24%/24% ( 24%/24 % ) )	13% ( 13 % ) to 68% ( 68 % ) ( 33%/33% ( 33%/33 % ) )
natural gas spread	$ ( 2.38 ) to $ 3.34 ( $ ( 0.22 ) /$ ( 0.12 ) )	$ ( 1.81 ) to $ 4.33 ( $ ( 0.14 ) /$ ( 0.05 ) )
oil spread	$ ( 2.86 ) to $ 23.61 ( $ 6.47/$ 2.35 )	$ ( 19.72 ) to $ 64.92 ( $ 25.30/$ 16.43 )
equities net	$ -1249 ( 1249 )	$ -3416 ( 3416 )
correlation	( 36 ) % (  % ) to 94% ( 94 % ) ( 50%/52% ( 50%/52 % ) )	( 39 ) % (  % ) to 88% ( 88 % ) ( 41%/41% ( 41%/41 % ) )
volatility	4% ( 4 % ) to 72% ( 72 % ) ( 24%/22% ( 24%/22 % ) )	5% ( 5 % ) to 72% ( 72 % ) ( 24%/23% ( 24%/23 % ) )

Post-table text:
in the table above : 2030 derivative assets are shown as positive amounts and derivative liabilities are shown as negative amounts .
2030 ranges represent the significant unobservable inputs that were used in the valuation of each type of derivative .
2030 averages represent the arithmetic average of the inputs and are not weighted by the relative fair value or notional of the respective financial instruments .
an average greater than the median indicates that the majority of inputs are below the average .
for example , the difference between the average and the median for credit spreads and oil spread inputs indicates that the majority of the inputs fall in the lower end of the range .
2030 the ranges , averages and medians of these inputs are not representative of the appropriate inputs to use when calculating the fair value of any one derivative .
for example , the highest correlation for interest rate derivatives is appropriate for valuing a specific interest rate derivative but may not be appropriate for valuing any other interest rate derivative .
accordingly , the ranges of inputs do not represent uncertainty in , or possible ranges of , fair value measurements of the firm 2019s level 3 derivatives .
2030 interest rates , currencies and equities derivatives are valued using option pricing models , credit derivatives are valued using option pricing , correlation and discounted cash flow models , and commodities derivatives are valued using option pricing and discounted cash flow models .
2030 the fair value of any one instrument may be determined using multiple valuation techniques .
for example , option pricing models and discounted cash flows models are typically used together to determine fair value .
therefore , the level 3 balance encompasses both of these techniques .
2030 correlation within currencies and equities includes cross- product type correlation .
2030 natural gas spread represents the spread per million british thermal units of natural gas .
2030 oil spread represents the spread per barrel of oil and refined products .
range of significant unobservable inputs the following is information about the ranges of significant unobservable inputs used to value the firm 2019s level 3 derivative instruments : 2030 correlation .
ranges for correlation cover a variety of underliers both within one product type ( e.g. , equity index and equity single stock names ) and across product types ( e.g. , correlation of an interest rate and a currency ) , as well as across regions .
generally , cross-product type correlation inputs are used to value more complex instruments and are lower than correlation inputs on assets within the same derivative product type .
2030 volatility .
ranges for volatility cover numerous underliers across a variety of markets , maturities and strike prices .
for example , volatility of equity indices is generally lower than volatility of single stocks .
2030 credit spreads , upfront credit points and recovery rates .
the ranges for credit spreads , upfront credit points and recovery rates cover a variety of underliers ( index and single names ) , regions , sectors , maturities and credit qualities ( high-yield and investment-grade ) .
the broad range of this population gives rise to the width of the ranges of significant unobservable inputs .
130 goldman sachs 2017 form 10-k .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what is the percent change?

Dialogue history:
[Turn 1] what is the net change in the value of commodities from 2016 to 2017?
[Turn 2] what is the percent change?

Pre-table text:
the goldman sachs group , inc .
and subsidiaries notes to consolidated financial statements in the tables above : 2030 the gross fair values exclude the effects of both counterparty netting and collateral netting , and therefore are not representative of the firm 2019s exposure .
2030 counterparty netting is reflected in each level to the extent that receivable and payable balances are netted within the same level and is included in counterparty netting in levels .
where the counterparty netting is across levels , the netting is included in cross-level counterparty netting .
2030 derivative assets are shown as positive amounts and derivative liabilities are shown as negative amounts .
significant unobservable inputs the table below presents the amount of level 3 assets ( liabilities ) , and ranges , averages and medians of significant unobservable inputs used to value the firm 2019s level 3 derivatives .
level 3 assets ( liabilities ) and range of significant unobservable inputs ( average/median ) as of december $ in millions 2017 2016 .

Table:
$ in millions	level 3 assets ( liabilities ) and range of significant unobservable inputs ( average/median ) as of december 2017	level 3 assets ( liabilities ) and range of significant unobservable inputs ( average/median ) as of december 2016
interest rates net	$ -410 ( 410 )	$ -381 ( 381 )
correlation	( 10 ) % (  % ) to 95% ( 95 % ) ( 71%/79% ( 71%/79 % ) )	( 10 ) % (  % ) to 86% ( 86 % ) ( 56%/60% ( 56%/60 % ) )
volatility ( bps )	31 to 150 ( 84/78 )	31 to 151 ( 84/57 )
credit net	$ 1505	$ 2504
correlation	28% ( 28 % ) to 84% ( 84 % ) ( 61%/60% ( 61%/60 % ) )	35% ( 35 % ) to 91% ( 91 % ) ( 65%/68% ( 65%/68 % ) )
credit spreads ( bps )	1 to 633 ( 69/42 )	1 to 993 ( 122/73 )
upfront credit points	0 to 97 ( 42/38 )	0 to 100 ( 43/35 )
recovery rates	22% ( 22 % ) to 73% ( 73 % ) ( 68%/73% ( 68%/73 % ) )	1% ( 1 % ) to 97% ( 97 % ) ( 58%/70% ( 58%/70 % ) )
currencies net	$ -181 ( 181 )	$ 3
correlation	49% ( 49 % ) to 72% ( 72 % ) ( 61%/62% ( 61%/62 % ) )	25% ( 25 % ) to 70% ( 70 % ) ( 50%/55% ( 50%/55 % ) )
commodities net	$ 47	$ 73
volatility	9% ( 9 % ) to 79% ( 79 % ) ( 24%/24% ( 24%/24 % ) )	13% ( 13 % ) to 68% ( 68 % ) ( 33%/33% ( 33%/33 % ) )
natural gas spread	$ ( 2.38 ) to $ 3.34 ( $ ( 0.22 ) /$ ( 0.12 ) )	$ ( 1.81 ) to $ 4.33 ( $ ( 0.14 ) /$ ( 0.05 ) )
oil spread	$ ( 2.86 ) to $ 23.61 ( $ 6.47/$ 2.35 )	$ ( 19.72 ) to $ 64.92 ( $ 25.30/$ 16.43 )
equities net	$ -1249 ( 1249 )	$ -3416 ( 3416 )
correlation	( 36 ) % (  % ) to 94% ( 94 % ) ( 50%/52% ( 50%/52 % ) )	( 39 ) % (  % ) to 88% ( 88 % ) ( 41%/41% ( 41%/41 % ) )
volatility	4% ( 4 % ) to 72% ( 72 % ) ( 24%/22% ( 24%/22 % ) )	5% ( 5 % ) to 72% ( 72 % ) ( 24%/23% ( 24%/23 % ) )

Post-table text:
in the table above : 2030 derivative assets are shown as positive amounts and derivative liabilities are shown as negative amounts .
2030 ranges represent the significant unobservable inputs that were used in the valuation of each type of derivative .
2030 averages represent the arithmetic average of the inputs and are not weighted by the relative fair value or notional of the respective financial instruments .
an average greater than the median indicates that the majority of inputs are below the average .
for example , the difference between the average and the median for credit spreads and oil spread inputs indicates that the majority of the inputs fall in the lower end of the range .
2030 the ranges , averages and medians of these inputs are not representative of the appropriate inputs to use when calculating the fair value of any one derivative .
for example , the highest correlation for interest rate derivatives is appropriate for valuing a specific interest rate derivative but may not be appropriate for valuing any other interest rate derivative .
accordingly , the ranges of inputs do not represent uncertainty in , or possible ranges of , fair value measurements of the firm 2019s level 3 derivatives .
2030 interest rates , currencies and equities derivatives are valued using option pricing models , credit derivatives are valued using option pricing , correlation and discounted cash flow models , and commodities derivatives are valued using option pricing and discounted cash flow models .
2030 the fair value of any one instrument may be determined using multiple valuation techniques .
for example , option pricing models and discounted cash flows models are typically used together to determine fair value .
therefore , the level 3 balance encompasses both of these techniques .
2030 correlation within currencies and equities includes cross- product type correlation .
2030 natural gas spread represents the spread per million british thermal units of natural gas .
2030 oil spread represents the spread per barrel of oil and refined products .
range of significant unobservable inputs the following is information about the ranges of significant unobservable inputs used to value the firm 2019s level 3 derivative instruments : 2030 correlation .
ranges for correlation cover a variety of underliers both within one product type ( e.g. , equity index and equity single stock names ) and across product types ( e.g. , correlation of an interest rate and a currency ) , as well as across regions .
generally , cross-product type correlation inputs are used to value more complex instruments and are lower than correlation inputs on assets within the same derivative product type .
2030 volatility .
ranges for volatility cover numerous underliers across a variety of markets , maturities and strike prices .
for example , volatility of equity indices is generally lower than volatility of single stocks .
2030 credit spreads , upfront credit points and recovery rates .
the ranges for credit spreads , upfront credit points and recovery rates cover a variety of underliers ( index and single names ) , regions , sectors , maturities and credit qualities ( high-yield and investment-grade ) .
the broad range of this population gives rise to the width of the ranges of significant unobservable inputs .
130 goldman sachs 2017 form 10-k .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what is the net change in loews common stock from 2013 to 2014?

Dialogue history:
[Turn 1] what is the net change in loews common stock from 2013 to 2014?

Pre-table text:
item 5 .
market for the registrant 2019s common equity , related stockholder matters and issuer purchases of equity securities the following graph compares annual total return of our common stock , the standard & poor 2019s 500 composite stock index ( 201cs&p 500 index 201d ) and our peer group ( 201cloews peer group 201d ) for the five years ended december 31 , 2015 .
the graph assumes that the value of the investment in our common stock , the s&p 500 index and the loews peer group was $ 100 on december 31 , 2010 and that all dividends were reinvested. .

Table:
	2010	2011	2012	2013	2014	2015
loews common stock	100.0	97.37	106.04	126.23	110.59	101.72
s&p 500 index	100.0	102.11	118.45	156.82	178.29	180.75
loews peer group ( a )	100.0	101.59	115.19	145.12	152.84	144.70

Post-table text:
( a ) the loews peer group consists of the following companies that are industry competitors of our principal operating subsidiaries : ace limited , w.r .
berkley corporation , the chubb corporation , energy transfer partners l.p. , ensco plc , the hartford financial services group , inc. , kinder morgan energy partners , l.p .
( included through november 26 , 2014 when it was acquired by kinder morgan inc. ) , noble corporation , spectra energy corp , transocean ltd .
and the travelers companies , inc .
dividend information we have paid quarterly cash dividends on loews common stock in each year since 1967 .
regular dividends of $ 0.0625 per share of loews common stock were paid in each calendar quarter of 2015 and 2014. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what is the percent change?

Dialogue history:
[Turn 1] what is the net change in loews common stock from 2013 to 2014?
[Turn 2] what is the percent change?

Pre-table text:
item 5 .
market for the registrant 2019s common equity , related stockholder matters and issuer purchases of equity securities the following graph compares annual total return of our common stock , the standard & poor 2019s 500 composite stock index ( 201cs&p 500 index 201d ) and our peer group ( 201cloews peer group 201d ) for the five years ended december 31 , 2015 .
the graph assumes that the value of the investment in our common stock , the s&p 500 index and the loews peer group was $ 100 on december 31 , 2010 and that all dividends were reinvested. .

Table:
	2010	2011	2012	2013	2014	2015
loews common stock	100.0	97.37	106.04	126.23	110.59	101.72
s&p 500 index	100.0	102.11	118.45	156.82	178.29	180.75
loews peer group ( a )	100.0	101.59	115.19	145.12	152.84	144.70

Post-table text:
( a ) the loews peer group consists of the following companies that are industry competitors of our principal operating subsidiaries : ace limited , w.r .
berkley corporation , the chubb corporation , energy transfer partners l.p. , ensco plc , the hartford financial services group , inc. , kinder morgan energy partners , l.p .
( included through november 26 , 2014 when it was acquired by kinder morgan inc. ) , noble corporation , spectra energy corp , transocean ltd .
and the travelers companies , inc .
dividend information we have paid quarterly cash dividends on loews common stock in each year since 1967 .
regular dividends of $ 0.0625 per share of loews common stock were paid in each calendar quarter of 2015 and 2014. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what was the total of payments for entergy arkansas, in millions?

Dialogue history:
[Turn 1] what was the total of payments for entergy arkansas, in millions?

Pre-table text:
payments ( receipts ) ( in millions ) .

Table:
	payments ( receipts ) ( in millions )
entergy arkansas	$ 2
entergy louisiana	$ 6
entergy mississippi	( $ 4 )
entergy new orleans	( $ 1 )
entergy texas	( $ 3 )

Post-table text:
in september 2016 the ferc accepted the february 2016 compliance filing subject to a further compliance filing made in november 2016 .
the further compliance filing was required as a result of an order issued in september 2016 ruling on the january 2016 rehearing requests filed by the lpsc , the apsc , and entergy .
in the order addressing the rehearing requests , the ferc granted the lpsc 2019s rehearing request and directed that interest be calculated on the payment/receipt amounts .
the ferc also granted the apsc 2019s and entergy 2019s rehearing request and ordered the removal of both securitized asset accumulated deferred income taxes and contra-securitization accumulated deferred income taxes from the calculation .
in november 2016 , entergy submitted its compliance filing in response to the ferc 2019s order on rehearing .
the compliance filing included a revised refund calculation of the true-up payments and receipts based on 2009 test year data and interest calculations .
the lpsc protested the interest calculations .
in november 2017 the ferc issued an order rejecting the november 2016 compliance filing .
the ferc determined that the payments detailed in the november 2016 compliance filing did not include adequate interest for the payments from entergy arkansas to entergy louisiana because it did not include interest on the principal portion of the payment that was made in february 2016 .
in december 2017 , entergy recalculated the interest pursuant to the november 2017 order .
as a result of the recalculations , entergy arkansas owed very minor payments to entergy louisiana , entergy mississippi , and entergy new orleans .
2011 rate filing based on calendar year 2010 production costs in may 2011 , entergy filed with the ferc the 2011 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in july a02011 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a01 , a02011 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2011 rate filing with the 2012 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2012 rate filing based on calendar year 2011 production costs in may 2012 , entergy filed with the ferc the 2012 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in august 2012 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a02012 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2012 rate filing with the 2011 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2013 rate filing based on calendar year 2012 production costs in may 2013 , entergy filed with the ferc the 2013 rates in accordance with the ferc 2019s orders in the system agreement proceeding .
several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest .
the city council intervened and filed comments related to including the outcome of a related ferc proceeding in the 2013 cost equalization calculation .
in august 2013 the ferc issued an order accepting the 2013 rates , effective june 1 , 2013 , subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2013 rate filing with the 2011 , 2012 , and 2014 rate filings for settlement and hearing procedures .
entergy corporation and subsidiaries notes to financial statements .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
and what was it for entergy louisiana?

Dialogue history:
[Turn 1] what was the total of payments for entergy arkansas, in millions?
[Turn 2] and what was it for entergy louisiana?

Pre-table text:
payments ( receipts ) ( in millions ) .

Table:
	payments ( receipts ) ( in millions )
entergy arkansas	$ 2
entergy louisiana	$ 6
entergy mississippi	( $ 4 )
entergy new orleans	( $ 1 )
entergy texas	( $ 3 )

Post-table text:
in september 2016 the ferc accepted the february 2016 compliance filing subject to a further compliance filing made in november 2016 .
the further compliance filing was required as a result of an order issued in september 2016 ruling on the january 2016 rehearing requests filed by the lpsc , the apsc , and entergy .
in the order addressing the rehearing requests , the ferc granted the lpsc 2019s rehearing request and directed that interest be calculated on the payment/receipt amounts .
the ferc also granted the apsc 2019s and entergy 2019s rehearing request and ordered the removal of both securitized asset accumulated deferred income taxes and contra-securitization accumulated deferred income taxes from the calculation .
in november 2016 , entergy submitted its compliance filing in response to the ferc 2019s order on rehearing .
the compliance filing included a revised refund calculation of the true-up payments and receipts based on 2009 test year data and interest calculations .
the lpsc protested the interest calculations .
in november 2017 the ferc issued an order rejecting the november 2016 compliance filing .
the ferc determined that the payments detailed in the november 2016 compliance filing did not include adequate interest for the payments from entergy arkansas to entergy louisiana because it did not include interest on the principal portion of the payment that was made in february 2016 .
in december 2017 , entergy recalculated the interest pursuant to the november 2017 order .
as a result of the recalculations , entergy arkansas owed very minor payments to entergy louisiana , entergy mississippi , and entergy new orleans .
2011 rate filing based on calendar year 2010 production costs in may 2011 , entergy filed with the ferc the 2011 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in july a02011 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a01 , a02011 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2011 rate filing with the 2012 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2012 rate filing based on calendar year 2011 production costs in may 2012 , entergy filed with the ferc the 2012 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in august 2012 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a02012 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2012 rate filing with the 2011 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2013 rate filing based on calendar year 2012 production costs in may 2013 , entergy filed with the ferc the 2013 rates in accordance with the ferc 2019s orders in the system agreement proceeding .
several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest .
the city council intervened and filed comments related to including the outcome of a related ferc proceeding in the 2013 cost equalization calculation .
in august 2013 the ferc issued an order accepting the 2013 rates , effective june 1 , 2013 , subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2013 rate filing with the 2011 , 2012 , and 2014 rate filings for settlement and hearing procedures .
entergy corporation and subsidiaries notes to financial statements .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
what was, then, the difference between them?

Dialogue history:
[Turn 1] what was the total of payments for entergy arkansas, in millions?
[Turn 2] and what was it for entergy louisiana?
[Turn 3] what was, then, the difference between them?

Pre-table text:
payments ( receipts ) ( in millions ) .

Table:
	payments ( receipts ) ( in millions )
entergy arkansas	$ 2
entergy louisiana	$ 6
entergy mississippi	( $ 4 )
entergy new orleans	( $ 1 )
entergy texas	( $ 3 )

Post-table text:
in september 2016 the ferc accepted the february 2016 compliance filing subject to a further compliance filing made in november 2016 .
the further compliance filing was required as a result of an order issued in september 2016 ruling on the january 2016 rehearing requests filed by the lpsc , the apsc , and entergy .
in the order addressing the rehearing requests , the ferc granted the lpsc 2019s rehearing request and directed that interest be calculated on the payment/receipt amounts .
the ferc also granted the apsc 2019s and entergy 2019s rehearing request and ordered the removal of both securitized asset accumulated deferred income taxes and contra-securitization accumulated deferred income taxes from the calculation .
in november 2016 , entergy submitted its compliance filing in response to the ferc 2019s order on rehearing .
the compliance filing included a revised refund calculation of the true-up payments and receipts based on 2009 test year data and interest calculations .
the lpsc protested the interest calculations .
in november 2017 the ferc issued an order rejecting the november 2016 compliance filing .
the ferc determined that the payments detailed in the november 2016 compliance filing did not include adequate interest for the payments from entergy arkansas to entergy louisiana because it did not include interest on the principal portion of the payment that was made in february 2016 .
in december 2017 , entergy recalculated the interest pursuant to the november 2017 order .
as a result of the recalculations , entergy arkansas owed very minor payments to entergy louisiana , entergy mississippi , and entergy new orleans .
2011 rate filing based on calendar year 2010 production costs in may 2011 , entergy filed with the ferc the 2011 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in july a02011 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a01 , a02011 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2011 rate filing with the 2012 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2012 rate filing based on calendar year 2011 production costs in may 2012 , entergy filed with the ferc the 2012 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in august 2012 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a02012 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2012 rate filing with the 2011 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2013 rate filing based on calendar year 2012 production costs in may 2013 , entergy filed with the ferc the 2013 rates in accordance with the ferc 2019s orders in the system agreement proceeding .
several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest .
the city council intervened and filed comments related to including the outcome of a related ferc proceeding in the 2013 cost equalization calculation .
in august 2013 the ferc issued an order accepting the 2013 rates , effective june 1 , 2013 , subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2013 rate filing with the 2011 , 2012 , and 2014 rate filings for settlement and hearing procedures .
entergy corporation and subsidiaries notes to financial statements .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
and what was the entergy louisiana amount as a percent of the entergy arkansas one?

Dialogue history:
[Turn 1] what was the total of payments for entergy arkansas, in millions?
[Turn 2] and what was it for entergy louisiana?
[Turn 3] what was, then, the difference between them?
[Turn 4] and what was the entergy louisiana amount as a percent of the entergy arkansas one?

Pre-table text:
payments ( receipts ) ( in millions ) .

Table:
	payments ( receipts ) ( in millions )
entergy arkansas	$ 2
entergy louisiana	$ 6
entergy mississippi	( $ 4 )
entergy new orleans	( $ 1 )
entergy texas	( $ 3 )

Post-table text:
in september 2016 the ferc accepted the february 2016 compliance filing subject to a further compliance filing made in november 2016 .
the further compliance filing was required as a result of an order issued in september 2016 ruling on the january 2016 rehearing requests filed by the lpsc , the apsc , and entergy .
in the order addressing the rehearing requests , the ferc granted the lpsc 2019s rehearing request and directed that interest be calculated on the payment/receipt amounts .
the ferc also granted the apsc 2019s and entergy 2019s rehearing request and ordered the removal of both securitized asset accumulated deferred income taxes and contra-securitization accumulated deferred income taxes from the calculation .
in november 2016 , entergy submitted its compliance filing in response to the ferc 2019s order on rehearing .
the compliance filing included a revised refund calculation of the true-up payments and receipts based on 2009 test year data and interest calculations .
the lpsc protested the interest calculations .
in november 2017 the ferc issued an order rejecting the november 2016 compliance filing .
the ferc determined that the payments detailed in the november 2016 compliance filing did not include adequate interest for the payments from entergy arkansas to entergy louisiana because it did not include interest on the principal portion of the payment that was made in february 2016 .
in december 2017 , entergy recalculated the interest pursuant to the november 2017 order .
as a result of the recalculations , entergy arkansas owed very minor payments to entergy louisiana , entergy mississippi , and entergy new orleans .
2011 rate filing based on calendar year 2010 production costs in may 2011 , entergy filed with the ferc the 2011 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in july a02011 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a01 , a02011 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2011 rate filing with the 2012 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2012 rate filing based on calendar year 2011 production costs in may 2012 , entergy filed with the ferc the 2012 rates in accordance with the ferc 2019s orders in the system agreement proceeding . a0 a0several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest . a0 a0in august 2012 the ferc a0accepted entergy 2019s proposed rates for filing , a0effective june a02012 , a0subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2012 rate filing with the 2011 , 2013 , and 2014 rate filings for settlement and hearing procedures .
see discussion below regarding the consolidated settlement and hearing procedures in connection with this proceeding .
2013 rate filing based on calendar year 2012 production costs in may 2013 , entergy filed with the ferc the 2013 rates in accordance with the ferc 2019s orders in the system agreement proceeding .
several parties intervened in the proceeding at the ferc , including the lpsc , which also filed a protest .
the city council intervened and filed comments related to including the outcome of a related ferc proceeding in the 2013 cost equalization calculation .
in august 2013 the ferc issued an order accepting the 2013 rates , effective june 1 , 2013 , subject to refund .
after an abeyance of the proceeding schedule , in december 2014 the ferc consolidated the 2013 rate filing with the 2011 , 2012 , and 2014 rate filings for settlement and hearing procedures .
entergy corporation and subsidiaries notes to financial statements .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
in 2013, what was the ratio of sales to operating income?

Dialogue history:
[Turn 1] in 2013, what was the ratio of sales to operating income?

Pre-table text:
equipment and energy .

Table:
	2013	2012	2011
sales	$ 451.1	$ 420.1	$ 400.6
operating income	65.5	44.6	62.8

Post-table text:
2013 vs .
2012 sales of $ 451.1 increased primarily from higher lng project activity .
operating income of $ 65.5 increased from the higher lng project activity .
the sales backlog for the equipment business at 30 september 2013 was $ 402 , compared to $ 450 at 30 september 2012 .
it is expected that approximately $ 250 of the backlog will be completed during 2014 .
2012 vs .
2011 sales of $ 420.1 increased 5% ( 5 % ) , or $ 19.5 , reflecting higher air separation unit ( asu ) activity .
operating income of $ 44.6 decreased 29% ( 29 % ) , or $ 18.2 , reflecting lower lng project activity .
the sales backlog for the equipment business at 30 september 2012 was $ 450 , compared to $ 334 at 30 september 2011 .
other operating income ( loss ) primarily includes other expense and income that cannot be directly associated with the business segments , including foreign exchange gains and losses .
also included are lifo inventory valuation adjustments , as the business segments use fifo , and the lifo pool valuation adjustments are not allocated to the business segments .
other also included stranded costs resulting from discontinued operations , as these costs were not reallocated to the businesses in 2012 .
2013 vs .
2012 other operating loss was $ 4.7 , compared to $ 6.6 in the prior year .
the current year includes an unfavorable lifo adjustment versus the prior year of $ 11 .
the prior year loss included stranded costs from discontinued operations of $ 10 .
2012 vs .
2011 other operating loss was $ 6.6 , compared to $ 39.3 in the prior year , primarily due to a reduction in stranded costs , a decrease in the lifo adjustment as a result of decreases in inventory values , and favorable foreign exchange , partially offset by gains on asset sales in the prior year. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.


[System] You are solving conversational numerical reasoning over financial reports. Use only the current question, dialogue history, pre-table text, table, and post-table text. Return ONLY a JSON object with exactly one key: "program_tokens". The value must be a list of FinQA-family DSL program tokens ending with "EOF". Do not return the final answer directly and do not include extra text.

[User]
Current question:
and in 2012?

Dialogue history:
[Turn 1] in 2013, what was the ratio of sales to operating income?
[Turn 2] and in 2012?

Pre-table text:
equipment and energy .

Table:
	2013	2012	2011
sales	$ 451.1	$ 420.1	$ 400.6
operating income	65.5	44.6	62.8

Post-table text:
2013 vs .
2012 sales of $ 451.1 increased primarily from higher lng project activity .
operating income of $ 65.5 increased from the higher lng project activity .
the sales backlog for the equipment business at 30 september 2013 was $ 402 , compared to $ 450 at 30 september 2012 .
it is expected that approximately $ 250 of the backlog will be completed during 2014 .
2012 vs .
2011 sales of $ 420.1 increased 5% ( 5 % ) , or $ 19.5 , reflecting higher air separation unit ( asu ) activity .
operating income of $ 44.6 decreased 29% ( 29 % ) , or $ 18.2 , reflecting lower lng project activity .
the sales backlog for the equipment business at 30 september 2012 was $ 450 , compared to $ 334 at 30 september 2011 .
other operating income ( loss ) primarily includes other expense and income that cannot be directly associated with the business segments , including foreign exchange gains and losses .
also included are lifo inventory valuation adjustments , as the business segments use fifo , and the lifo pool valuation adjustments are not allocated to the business segments .
other also included stranded costs resulting from discontinued operations , as these costs were not reallocated to the businesses in 2012 .
2013 vs .
2012 other operating loss was $ 4.7 , compared to $ 6.6 in the prior year .
the current year includes an unfavorable lifo adjustment versus the prior year of $ 11 .
the prior year loss included stranded costs from discontinued operations of $ 10 .
2012 vs .
2011 other operating loss was $ 6.6 , compared to $ 39.3 in the prior year , primarily due to a reduction in stranded costs , a decrease in the lifo adjustment as a result of decreases in inventory values , and favorable foreign exchange , partially offset by gains on asset sales in the prior year. .

Allowed operations:
add, subtract, multiply, divide, greater, exp, table_max, table_min, table_sum, table_average

Return JSON only in this form:
{"program_tokens": ["subtract(", "5829", "5735", ")", "EOF"]}
For number_turn cases, a valid program can also be a single numeric token followed by EOF, for example {"program_tokens": ["206588", "EOF"]}.