management 2019s discussion and analysis 118 jpmorgan chase & co./2018 form 10-k equivalent to the risk of loan exposures .dre is a less extreme measure of potential credit loss than peak and is used as an input for aggregating derivative credit risk exposures with loans and other credit risk .finally , avg is a measure of the expected fair value of the firm 2019s derivative receivables at future time periods , including the benefit of collateral .avg over the total life of the derivative contract is used as the primary metric for pricing purposes and is used to calculate credit risk capital and the cva , as further described below .the fair value of the firm 2019s derivative receivables incorporates cva to reflect the credit quality of counterparties .cva is based on the firm 2019s avg to a counterparty and the counterparty 2019s credit spread in the credit derivatives market .the firm believes that active risk management is essential to controlling the dynamic credit 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 contracts , as well as interest rate , foreign exchange , equity and commodity derivative contracts .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 , 2018 ( in billions ) the following table summarizes the ratings profile 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', '$ 11831', '31% ( 31 % )', '$ 11529', '29% ( 29 % )'], ['a+/a1 to a-/a3', '7428', '19', '6919', '17'], ['bbb+/baa1 to bbb-/baa3', '12536', '32', '13925', '34'], ['bb+/ba1 to b-/b3', '6373', '16', '7397', '18'], ['ccc+/caa1 and below', '723', '2', '645', '2'], ['total', '$ 38891', '100% ( 100 % )', '$ 40415', '100% ( 100 % )']]
as previously noted , the firm uses collateral agreements to mitigate counterparty credit risk .the percentage of the firm 2019s over-the-counter derivative 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 % ) at both december 31 , 2018 , and december 31 , 2017. .

Question: what is the percentual fluctuation of the aaa/aaa to aa-/aa3's exposure net of all collateral in relation with the bb+/ba1 to b-/b3 during 2017 and 2018?
Answer: 4%
Explanation: its the difference between those percentual variations during 2017 and 2018 .