human
jpmorgan chase & co./2016 annual report 103 risk in the derivatives portfolio. in addition, the firm 2019s risk management process takes into consideration the potential impact of wrong-way risk, which is broadly defined as the potential for increased correlation between the firm 2019s exposure to a counterparty (avg) and the counterparty 2019s credit quality. many factors may influence the nature and magnitude of these correlations over time. to the extent that these correlations are identified, the firm may adjust the cva associated with that counterparty 2019s avg. the firm risk manages exposure to changes in cva by entering into credit derivative transactions, as well as interest rate, foreign exchange, equity and commodity derivative transactions. the accompanying graph shows exposure profiles to the firm 2019s current derivatives portfolio over the next 10 years as calculated by the peak, dre and avg metrics. the three measures generally show that exposure will decline after the first year, if no new trades are added to the portfolio. exposure profile of derivatives measures december 31, 2016 (in billions) the following table summarizes the ratings profile by derivative counterparty of the firm 2019s derivative receivables, including credit derivatives, net of all collateral, at the dates indicated. the ratings scale is based on the firm 2019s internal ratings, which generally correspond to the ratings as defined by s&p and moody 2019s. ratings profile of derivative receivables rating equivalent 2016 2015 (a) december 31, (in millions, except ratios) exposure net of all collateral% (%) of exposure net of all collateral exposure net of all collateral% (%) of exposure net of all collateral.
| Rating equivalent | 2016 | 2015<sup>(a)</sup> |
| December 31,(in millions, except ratios) | Exposure net of all collateral | % of exposure netof all collateral | Exposure net of all collateral | % of exposure netof all collateral |
| AAA/Aaa to AA-/Aa3 | $11,449 | 28% | $10,371 | 24% |
| A+/A1 to A-/A3 | 8,505 | 20 | 10,595 | 25 |
| BBB+/Baa1 to BBB-/Baa3 | 13,127 | 32 | 13,807 | 32 |
| BB+/Ba1 to B-/B3 | 7,308 | 18 | 7,500 | 17 |
| CCC+/Caa1 and below | 984 | 2 | 824 | 2 |
| Total | $41,373 | 100% | $43,097 | 100% |
(a) prior period amounts have been revised to conform with the current period presentation. as previously noted, the firm uses collateral agreements to mitigate counterparty credit risk. the percentage of the firm 2019s derivatives transactions subject to collateral agreements 2014 excluding foreign exchange spot trades, which are not typically covered by collateral agreements due to their short maturity 2014 was 90% (90%) as of december 31, 2016, largely unchanged compared with 87% (87%) as of december 31, 2015. credit derivatives the firm uses credit derivatives for two primary purposes: first, in its capacity as a market-maker, and second, as an end-user to manage the firm 2019s own credit risk associated with various exposures. for a detailed description of credit derivatives, see credit derivatives in note 6. credit portfolio management activities included in the firm 2019s end-user activities are credit derivatives used to mitigate the credit risk associated with traditional lending activities (loans and unfunded commitments) and derivatives counterparty exposure in the firm 2019s wholesale businesses (collectively, 201ccredit portfolio management 201d activities). information on credit portfolio management activities is provided in the table below. for further information on derivatives used in credit portfolio management activities, see credit derivatives in note 6. the firm also uses credit derivatives as an end-user to manage other exposures, including credit risk arising from certain securities held in the firm 2019s market-making businesses. these credit derivatives are not included in credit portfolio management activities; for further information on these credit derivatives as well as credit derivatives used in the firm 2019s capacity as a market-maker in credit derivatives, see credit derivatives in note 6. .
Please answer the following questions with expressions if necessary.
in the year of 2016, how much did the aaa/aaa to aa-/aa3 amount represent in relation to the a+/a1 to a-/a3 one?
assistant
divide(11449, 8505)
human
and in the year before, what was the total percentage of the ratings profile of derivative receivables that had a rating equivalent for junk ratings?
assistant
add(17, const_2)