unallocated corporate items for fiscal 2018 , 2017 and 2016 included: .

Table:
in millions | fiscal year 2018 | fiscal year 2017 | fiscal year 2016
net gain ( loss ) onmark-to-marketvaluation of commodity positions | $ 14.3 | $ -22.0 ( 22.0 ) | $ -69.1 ( 69.1 )
net loss on commodity positions reclassified from unallocated corporate items to segmentoperating profit | 11.3 | 32.0 | 127.9
netmark-to-marketrevaluation of certain grain inventories | 6.5 | 3.9 | 4.0
netmark-to-marketvaluation of certain commodity positions recognized in unallocated corporate items | $ 32.1 | $ 13.9 | $ 62.8
net mark-to-market valuation of certain commodity positions recognized in unallocated corporate items $ 32.1 $ 13.9 $ 62.8 as of may 27 , 2018 , the net notional value of commodity derivatives was $ 238.8 million , of which $ 147.9 million related to agricultural inputs and $ 90.9 million related to energy inputs .
these contracts relate to inputs that generally will be utilized within the next 12 months .
interest rate risk we are exposed to interest rate volatility with regard to future issuances of fixed-rate debt , and existing and future issuances of floating-rate debt .
primary exposures include u.s .
treasury rates , libor , euribor , and commercial paper rates in the united states and europe .
we use interest rate swaps , forward-starting interest rate swaps , and treasury locks to hedge our exposure to interest rate changes , to reduce the volatility of our financing costs , and to achieve a desired proportion of fixed rate versus floating-rate debt , based on current and projected market conditions .
generally under these swaps , we agree with a counterparty to exchange the difference between fixed-rate and floating-rate interest amounts based on an agreed upon notional principal amount .
floating interest rate exposures 2014 floating-to-fixed interest rate swaps are accounted for as cash flow hedges , as are all hedges of forecasted issuances of debt .
effectiveness is assessed based on either the perfectly effective hypothetical derivative method or changes in the present value of interest payments on the underlying debt .
effective gains and losses deferred to aoci are reclassified into earnings over the life of the associated debt .
ineffective gains and losses are recorded as net interest .
the amount of hedge ineffectiveness was a $ 2.6 million loss in fiscal 2018 , and less than $ 1 million in fiscal 2017 and 2016 .
fixed interest rate exposures 2014 fixed-to-floating interest rate swaps are accounted for as fair value hedges with effectiveness assessed based on changes in the fair value of the underlying debt and derivatives , using incremental borrowing rates currently available on loans with similar terms and maturities .
ineffective gains and losses on these derivatives and the underlying hedged items are recorded as net interest .
the amount of hedge ineffectiveness was a $ 3.4 million loss in fiscal 2018 , a $ 4.3 million gain in fiscal 2017 , and less than $ 1 million in fiscal 2016 .
in advance of planned debt financing related to the acquisition of blue buffalo , we entered into $ 3800.0 million of treasury locks due april 19 , 2018 , with an average fixed rate of 2.9 percent , of which $ 2300.0 million were entered into in the third quarter of fiscal 2018 and $ 1500.0 million were entered into in the fourth quarter of fiscal 2018 .
all of these treasury locks were cash settled for $ 43.9 million during the fourth quarter of fiscal 2018 , concurrent with the issuance of our $ 850.0 million 5.5-year fixed-rate notes , $ 800.0 million 7-year fixed- rate notes , $ 1400.0 million 10-year fixed-rate notes , $ 500.0 million 20-year fixed-rate notes , and $ 650.0 million 30-year fixed-rate notes .
in advance of planned debt financing , in fiscal 2018 , we entered into $ 500.0 million of treasury locks due october 15 , 2017 with an average fixed rate of 1.8 percent .
all of these treasury locks were cash settled for $ 3.7 million during the second quarter of fiscal 2018 , concurrent with the issuance of our $ 500.0 million 5-year fixed-rate notes. .

Question: what is the net change of netmark-to-marketvaluation of certain commodity positions from 2017 to 2018?
Answer: 18.2
Calculation: subtract(32.1, 13.9)