the goldman sachs group , inc . and subsidiaries management 2019s discussion and analysis sensitivity measures certain portfolios and individual positions are not included in var because var is not the most appropriate risk measure . other sensitivity measures we use to analyze market risk are described below . 10% ( 10 % ) sensitivity measures . the table below presents market risk for positions , accounted for at fair value , that are not included in var by asset category. .

as of december 2017: equity: 2096
debt: 1606
total: 3702
as of december 2016: equity: 2085
debt: 1702
total: 3787
as of december 2015: equity: 2157
debt: 1479
total: 3636

in the table above : 2030 the market risk of these positions is determined by estimating the potential reduction in net revenues of a 10% ( 10 % ) decline in the value of these positions . 2030 equity positions relate to private and restricted public equity securities , including interests in funds that invest in corporate equities and real estate and interests in hedge funds . 2030 debt positions include interests in funds that invest in corporate mezzanine and senior debt instruments , loans backed by commercial and residential real estate , corporate bank loans and other corporate debt , including acquired portfolios of distressed loans . 2030 equity and debt funded positions are included in our consolidated statements of financial condition in financial instruments owned . see note 6 to the consolidated financial statements for further information about cash instruments . 2030 these measures do not reflect the diversification effect across asset categories or across other market risk measures . credit spread sensitivity on derivatives and financial liabilities . var excludes the impact of changes in counterparty and our own credit spreads on derivatives , as well as changes in our own credit spreads ( debt valuation adjustment ) on financial liabilities for which the fair value option was elected . the estimated sensitivity to a one basis point increase in credit spreads ( counterparty and our own ) on derivatives was a gain of $ 3 million and $ 2 million ( including hedges ) as of december 2017 and december 2016 , respectively . in addition , the estimated sensitivity to a one basis point increase in our own credit spreads on financial liabilities for which the fair value option was elected was a gain of $ 35 million and $ 25 million as of december 2017 and december 2016 , respectively . however , the actual net impact of a change in our own credit spreads is also affected by the liquidity , duration and convexity ( as the sensitivity is not linear to changes in yields ) of those financial liabilities for which the fair value option was elected , as well as the relative performance of any hedges undertaken . interest rate sensitivity . loans receivable as of december 2017 and december 2016 were $ 65.93 billion and $ 49.67 billion , respectively , substantially all of which had floating interest rates . as of december 2017 and december 2016 , the estimated sensitivity to a 100 basis point increase in interest rates on such loans was $ 527 million and $ 405 million , respectively , of additional interest income over a twelve-month period , which does not take into account the potential impact of an increase in costs to fund such loans . see note 9 to the consolidated financial statements for further information about loans receivable . other market risk considerations as of december 2017 and december 2016 , we had commitments and held loans for which we have obtained credit loss protection from sumitomo mitsui financial group , inc . see note 18 to the consolidated financial statements for further information about such lending commitments . in addition , we make investments in securities that are accounted for as available-for-sale and included in financial instruments owned in the consolidated statements of financial condition . see note 6 to the consolidated financial statements for further information . we also make investments accounted for under the equity method and we also make direct investments in real estate , both of which are included in other assets . direct investments in real estate are accounted for at cost less accumulated depreciation . see note 13 to the consolidated financial statements for further information about other assets . goldman sachs 2017 form 10-k 93 .

Questions:
between the years of 2015 and 2016, what was the change in the estimated sensitivity to a one basis point increase in credit spreads on financial liabilities for which the fair value option was elected?
and in the subsequent year of this period, in 2017, what percentage of the total market risk for positions, accounted for at fair value, that are not included in var, was due to equity?

Answers:
10
57%