Task: Table-QA (source dataset: FinQA)

Task: 
You are given a table containing structured data and a natural language question referring to the table. Your goal is to analyze the table and provide an accurate and concise answer based on the given data.

Instructions:
1. Understand the Table: Examine the structure, headers, and data in the table. Identify relevant columns and rows related to the question.
2. Interpret the Question: Determine whether the question requires direct retrieval, aggregation, comparison, sorting, filtering, or inference.
3. Extract the Answer: Use logical reasoning and numerical operations (if necessary) to derive the correct response from the table.
4. Format the Answer: No explanation, return the answer in a structured JSON format: {"answer": <answer>}. If the question cannot be answered due to missing or ambiguous data, return a JSON response with {"answer": null}.

Table:
| in millions                                             | after-tax gain/ ( loss )   |
|:--------------------------------------------------------|:---------------------------|
| unrealized losses from interest rate cash flow hedges   | $ -36.5 ( 36.5 )           |
| unrealized gains from foreign currency cash flow hedges | 7.7                        |
| after-tax loss in aoci related to hedge derivatives     | $ -28.8 ( 28.8 )           |

Question:
in may 2015 what was the ratio of the unrealized losses from interest rate cash flow hedges to the unrealized gains from foreign currency cash flow hedges


pre_text: amounts recorded in accumulated other comprehensive loss as of may 31 , 2015 , the aft er-tax amounts of unrealized gains and losses in aoci related to hedge derivatives follows: .
post_text: th e net amount of pre-tax gains and losses in aoci as of may 31 , 2015 , that we expect to be reclassifi ed into net earnings within the next 12 months is $ 2.3 million of gain .
credit-risk-related contingent features certain of our derivative instruments contain pro- visions that require us to maintain an investment grade credit rating on our debt from each of the major credit rating agencies .
if our debt were to fall below investment grade , the counterparties to the deriva- tive instruments could request full collateralization on derivative instruments in net liability positions .
th e aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position on may 31 , 2015 , was $ 81.5 million .
we have posted $ 25.0 million of collateral under these contracts .
if the credit-risk-related contingent features underlying these agreements had been triggered on may 31 , 2015 , we would have been required to post $ 56.5 million of collateral to counterparties .
concentrations of credit and counterparty credit risk during fi scal 2015 , wal-mart stores , inc .
and its affi li- ates ( wal-mart ) accounted for 21 percent of our consol- idated net sales and 30 percent of our net sales in the u.s .
retail segment .
no other customer accounted for 10 percent or more of our consolidated net sales .
wal- mart also represented 7 percent of our net sales in the international segment and 9 percent of our net sales in the convenience stores and foodservice segment .
as of may 31 , 2015 , wal-mart accounted for 29 percent of our u.s .
retail receivables , 6 percent of our international receivables , and 9 percent of our convenience stores and foodservice receivables .
th e fi ve largest customers in our u.s .
retail segment accounted for 54 percent of its fi scal 2015 net sales , the fi ve largest customers in our international segment accounted for 24 percent of its fi scal 2015 net sales , and the fi ve largest custom- ers in our convenience stores and foodservice segment accounted for 44 percent of its fi scal 2015 net sales .
we enter into interest rate , foreign exchange , and certain commodity and equity derivatives , primarily with a diversifi ed group of highly rated counterparties .
we continually monitor our positions and the credit ratings of the counterparties involved and , by policy , limit the amount of credit exposure to any one party .
th ese transactions may expose us to potential losses due to the risk of nonperformance by these counter- parties ; however , we have not incurred a material loss .
we also enter into commodity futures transactions through various regulated exchanges .
th e amount of loss due to the credit risk of the counterparties , should the counterparties fail to per- form according to the terms of the contracts , is $ 16.7 million against which we do not hold collateral .
under the terms of our swap agreements , some of our trans- actions require collateral or other security to support fi nancial instruments subject to threshold levels of exposure and counterparty credit risk .
collateral assets are either cash or u.s .
treasury instruments and are held in a trust account that we may access if the coun- terparty defaults .
we off er certain suppliers access to a third party ser- vice that allows them to view our scheduled payments online .
th e third party service also allows suppliers to fi nance advances on our scheduled payments at the sole discretion of the supplier and the third party .
we have no economic interest in these fi nancing arrange- ments and no direct relationship with the suppliers , the third party , or any fi nancial institutions concerning this service .
all of our accounts payable remain as obli- gations to our suppliers as stated in our supplier agree- ments .
as of may 31 , 2015 , $ 448.6 million of our total accounts payable is payable to suppliers who utilize this third party service .
60 general mills .
label: -4.74026
qa: answer: -4.74
ann_table_rows: 1
2
steps: op: divide1-1
arg1: -36.5
arg2: 7.7
res: -4.74
program: divide(-36.5, 7.7)
gold_inds: table_1: in millions the unrealized losses from interest rate cash flow hedges of after-tax gain/ ( loss ) is $ -36.5 ( 36.5 ) ;
table_2: in millions the unrealized gains from foreign currency cash flow hedges of after-tax gain/ ( loss ) is 7.7 ;
exe_ans: -4.74026
tfidftopn: text_22: collateral assets are either cash or u.s .
program_re: divide(-36.5, 7.7)
model_input: table_1
in millions the unrealized losses from interest rate cash flow hedges of after-tax gain/ ( loss ) is $ -36.5 ( 36.5 ) ;
table_2
in millions the unrealized gains from foreign currency cash flow hedges of after-tax gain/ ( loss ) is 7.7 ;
text_1
th e net amount of pre-tax gains and losses in aoci as of may 31 , 2015 , that we expect to be reclassifi ed into net earnings within the next 12 months is $ 2.3 million of gain .