human
we are exposed to market risk stemming from changes in interest and foreign exchange rates and commod- ity and equity prices. changes in these factors could cause fl uctuations in our earnings and cash fl ows. in the normal course of business, we actively manage our exposure to these market risks by entering into vari- ous hedging transactions, authorized under established policies that place clear controls on these activities. th e counterparties in these transactions are generally highly rated institutions. we establish credit limits for each counterparty. our hedging transactions include but are not limited to a variety of derivative fi nancial instruments. for information on interest rate, foreign exchange, commodity price, and equity instrument risk, please see note 7 to the consolidated financial statements on page 61 of this report. value at risk th e estimates in the table below are intended to mea- sure the maximum potential fair value we could lose in one day from adverse changes in market interest rates, foreign exchange rates, commodity prices, and equity prices under normal market conditions. a monte carlo value-at-risk (var) methodology was used to quantify the market risk for our exposures. th e models assumed normal market conditions and used a 95 percent confi - dence level. th e var calculation used historical interest and for- eign exchange rates, and commodity and equity prices from the past year to estimate the potential volatility and correlation of these rates in the future. th e market data were drawn from the riskmetrics 2122 data set. th e calculations are not intended to represent actual losses in fair value that we expect to incur. further, since the hedging instrument (the derivative) inversely cor- relates with the underlying exposure, we would expect that any loss or gain in the fair value of our derivatives would be generally off set by an increase or decrease in the fair value of the underlying exposure. th e positions included in the calculations were: debt; investments; interest rate swaps; foreign exchange forwards; com- modity swaps, futures and options; and equity instru- ments. th e calculations do not include the underlying foreign exchange and commodities or equity-related positions that are off set by these market-risk-sensitive instruments. th e table below presents the estimated maximum potential var arising from a one-day loss in fair value for our interest rate, foreign currency, commodity, and equity market-risk-sensitive instruments outstanding as of may 28, 2017, and may 29, 2016, and the average fair value impact during the year ended may 28, 2017. .
|  | Fair Value Impact |
| In Millions | May 28, 2017 | Averageduringfiscal 2017 | May 29, 2016 |
| Interest rate instruments | $25.1 | $26.5 | $33.3 |
| Foreign currency instruments | 24.6 | 22.9 | 27.6 |
| Commodity instruments | 3.2 | 2.5 | 3.3 |
| Equity instruments | 1.3 | 1.4 | 1.7 |
quantitative and qualitative disclosures about market risk 44 general mills.
Please answer the following questions with expressions if necessary.
what is the fair value impact of interest rate instruments?
assistant
26.5
human
what is the value of foreign currency instruments?
assistant
22.9
human
what is the sum?
assistant
add(26.5, 22.9)
human
what is the fair value of commodity instruments?
assistant
2.5
human
what is the prior sum including commodity instruments?
assistant
add(26.5, 22.9), add(#0, 2.5)
human
what is the total sum including equity instruments?
assistant
add(26.5, 22.9), add(#0, 2.5), add(#1, 1.4)