the table below represents unrealized losses related to derivative amounts included in 201caccumulated other comprehensive loss 201d for the years ended december 31 , ( in thousands ) : balance in accumulated other comprehensive loss .

balance in accumulated other comprehensive loss 2009: interest rate swaps: 13053
balance in accumulated other comprehensive loss 2008: interest rate swaps: 18874

note 9 2013 fair value measurements the company uses the fair value hierarchy , which prioritizes the inputs used to measure the fair value of certain of its financial instruments . the hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities ( level 1 measurement ) and the lowest priority to unobservable inputs ( level 3 measurement ) . the three levels of the fair value hierarchy are set forth below : 2022 level 1 2013 quoted prices are available in active markets for identical assets or liabilities as of the reporting date . active markets are those in which transactions for the asset or liability occur in sufficient frequency and volume to provide pricing information on an ongoing basis . 2022 level 2 2013 pricing inputs are other than quoted prices in active markets included in level 1 , which are either directly or indirectly observable as of the reporting date . level 2 includes those financial instruments that are valued using models or other valuation methodologies . these models are primarily industry-standard models that consider various assumptions , including time value , volatility factors , and current market and contractual prices for the underlying instruments , as well as other relevant economic measures . substantially all of these assumptions are observable in the marketplace throughout the full term of the instrument , can be derived from observable data or are supported by observable levels at which transactions are executed in the marketplace . 2022 level 3 2013 pricing inputs include significant inputs that are generally less observable from objective sources . these inputs may be used with internally developed methodologies that result in management 2019s best estimate of fair value from the perspective of a market participant . the fair value of the interest rate swap transactions are based on the discounted net present value of the swap using third party quotes ( level 2 ) . changes in fair market value are recorded in other comprehensive income ( loss ) , and changes resulting from ineffectiveness are recorded in current earnings . assets and liabilities measured at fair value are based on one or more of three valuation techniques . the three valuation techniques are identified in the table below and are as follows : a ) market approach 2013 prices and other relevant information generated by market transactions involving identical or comparable assets or liabilities b ) cost approach 2013 amount that would be required to replace the service capacity of an asset ( replacement cost ) c ) income approach 2013 techniques to convert future amounts to a single present amount based on market expectations ( including present value techniques , option-pricing and excess earnings models ) .

Questions:
what was the value of interest rate swaps in 2009?
and in 2008?
so how much did this value change during this time?
and the percentage change during this time?

Answers:
13053
18874
-5821
-30.8%