jpmorgan chase & co./2017 annual report 115 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 , 2017 ( 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 assigned by s&p and moody 2019s .ratings profile of derivative receivables .
[['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', '$ 11529', '29% ( 29 % )', '$ 11449', '28% ( 28 % )'], ['a+/a1 to a-/a3', '6919', '17', '8505', '20'], ['bbb+/baa1 to bbb-/baa3', '13925', '34', '13127', '32'], ['bb+/ba1 to b-/b3', '7397', '18', '7308', '18'], ['ccc+/caa1 and below', '645', '2', '984', '2'], ['total', '$ 40415', '100% ( 100 % )', '$ 41373', '100% ( 100 % )']]
as previously noted , the firm uses collateral agreements to mitigate counterparty credit risk .the percentage of the firm 2019s over-the-counter 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 and centrally cleared trades that are settled daily 2014 was approximately 90% ( 90 % ) as of december 31 , 2017 , largely unchanged compared with december 31 , 2016 .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 5 .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 5 .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 5 .10 years5 years2 years1 year .

Question: in 2017 what was the percent of the total exposure net of all collateral that was a+/a1 to a-/a3
Answer: 17.1%