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

fiscal year 2018: net gain ( loss ) onmark-to-marketvaluation of commodity positions: 14.3
net loss on commodity positions reclassified from unallocated corporate items to segmentoperating profit: 11.3
netmark-to-marketrevaluation of certain grain inventories: 6.5
netmark-to-marketvaluation of certain commodity positions recognized in unallocated corporate items: 32.1
fiscal year 2017: net gain ( loss ) onmark-to-marketvaluation of commodity positions: -22
net loss on commodity positions reclassified from unallocated corporate items to segmentoperating profit: 32
netmark-to-marketrevaluation of certain grain inventories: 3.9
netmark-to-marketvaluation of certain commodity positions recognized in unallocated corporate items: 13.9
fiscal year 2016: net gain ( loss ) onmark-to-marketvaluation of commodity positions: -69.1
net loss on commodity positions reclassified from unallocated corporate items to segmentoperating profit: 127.9
netmark-to-marketrevaluation of certain grain inventories: 4
netmark-to-marketvaluation of certain commodity positions recognized in unallocated corporate items: 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. .

Questions:
as of may 27, 2018, how much did the net notional value of commodity derivatives related to agricultural inputs represent in relation to the total of that net notional value?
and from 2017 to that year, what was the change in the netmark-to-market valuation of certain commodity positions?

Answers:
61.9%
18.2