Financial report context:
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 .

Financial table:
rating equivalent december 31 ( in millions except ratios ): aaa/aaa to aa-/aa3; rating equivalent exposure net of all collateral: $ 11831; rating equivalent % (  % ) of exposure netof all collateral: 31% ( 31 % ); exposure net of all collateral: $ 11529; % (  % ) of exposure netof all collateral: 29% ( 29 % )
rating equivalent december 31 ( in millions except ratios ): a+/a1 to a-/a3; rating equivalent exposure net of all collateral: 7428; rating equivalent % (  % ) of exposure netof all collateral: 19; exposure net of all collateral: 6919; % (  % ) of exposure netof all collateral: 17
rating equivalent december 31 ( in millions except ratios ): bbb+/baa1 to bbb-/baa3; rating equivalent exposure net of all collateral: 12536; rating equivalent % (  % ) of exposure netof all collateral: 32; exposure net of all collateral: 13925; % (  % ) of exposure netof all collateral: 34
rating equivalent december 31 ( in millions except ratios ): bb+/ba1 to b-/b3; rating equivalent exposure net of all collateral: 6373; rating equivalent % (  % ) of exposure netof all collateral: 16; exposure net of all collateral: 7397; % (  % ) of exposure netof all collateral: 18
rating equivalent december 31 ( in millions except ratios ): ccc+/caa1 and below; rating equivalent exposure net of all collateral: 723; rating equivalent % (  % ) of exposure netof all collateral: 2; exposure net of all collateral: 645; % (  % ) of exposure netof all collateral: 2
rating equivalent december 31 ( in millions except ratios ): total; rating equivalent exposure net of all collateral: $ 38891; rating equivalent % (  % ) of exposure netof all collateral: 100% ( 100 % ); exposure net of all collateral: $ 40415; % (  % ) of exposure netof all collateral: 100% ( 100 % )

Additional report context:
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: considering the year 2018 , what is the amount of money represented by all the class b derivatives , in millions of dollars?
Answer: 21322