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

Questions:
in 2018, what percentage of the total derivative receivable ratings were ones equivalent to junk bonds?
and what was, in millions, the total amount of money represented by class b derivatives?

Answers:
18
21322