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 december 31 ( in millions except ratios ) | rating equivalent exposure net of all collateral | rating equivalent % (  % ) of exposure netof all collateral | exposure net of all collateral | % (  % ) of exposure netof all collateral
aaa/aaa to aa-/aa3                                          | $ 11449                                          | 28% ( 28 % )                                                | $ 10371                        | 24% ( 24 % )                             
a+/a1 to a-/a3                                              | 8505                                             | 20                                                          | 10595                          | 25                                       
bbb+/baa1 to bbb-/baa3                                      | 13127                                            | 32                                                          | 13807                          | 32                                       
bb+/ba1 to b-/b3                                            | 7308                                             | 18                                                          | 7500                           | 17                                       
ccc+/caa1 and below                                         | 984                                              | 2                                                           | 824                            | 2                                        
total                                                       | $ 41373                                          | 100% ( 100 % )                                              | $ 43097                        | 100% ( 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. .
Question: 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?

Read the following texts and table with financial data from an S&P 500 earnings report carefully.Based on the question-answer history (if provided), answer the last question. The answer may require mathematical calculation based on the data provided.
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 december 31 ( in millions except ratios ) | rating equivalent exposure net of all collateral | rating equivalent % (  % ) of exposure netof all collateral | exposure net of all collateral | % (  % ) of exposure netof all collateral
aaa/aaa to aa-/aa3                                          | $ 11449                                          | 28% ( 28 % )                                                | $ 10371                        | 24% ( 24 % )                             
a+/a1 to a-/a3                                              | 8505                                             | 20                                                          | 10595                          | 25                                       
bbb+/baa1 to bbb-/baa3                                      | 13127                                            | 32                                                          | 13807                          | 32                                       
bb+/ba1 to b-/b3                                            | 7308                                             | 18                                                          | 7500                           | 17                                       
ccc+/caa1 and below                                         | 984                                              | 2                                                           | 824                            | 2                                        
total                                                       | $ 41373                                          | 100% ( 100 % )                                              | $ 43097                        | 100% ( 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. .
Question: 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?
