Financial report context:
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 .

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

Additional report context:
( 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 2016 what was the ratio of the aaa/aaa to aa-/aa3 to the a+/a1 to a-/a3
Answer: 1.35