course of business , we actively manage our exposure to these market risks by entering into various hedging transactions , authorized under established policies that place clear controls on these activities . the counterparties in these transactions are generally highly rated institutions . we establish credit limits for each counterparty . our hedging transactions include but are not limited to a variety of derivative financial instruments . for information on interest rate , foreign exchange , commodity price , and equity instrument risk , please see note 7 to the consolidated financial statements in item 8 of this report . value at risk the estimates in the table below are intended to measure the maximum potential fair value we could lose in one day from adverse changes in market interest rates , foreign exchange rates , commodity prices , and equity prices under normal market conditions . a monte carlo value-at-risk ( var ) methodology was used to quantify the market risk for our exposures . the models assumed normal market conditions and used a 95 percent confidence level . the var calculation used historical interest and foreign exchange rates , and commodity and equity prices from the past year to estimate the potential volatility and correlation of these rates in the future . the market data were drawn from the riskmetrics 2122 data set . the calculations are not intended to represent actual losses in fair value that we expect to incur . further , since the hedging instrument ( the derivative ) inversely correlates with the underlying exposure , we would expect that any loss or gain in the fair value of our derivatives would be generally offset by an increase or decrease in the fair value of the underlying exposure . the positions included in the calculations were : debt ; investments ; interest rate swaps ; foreign exchange forwards ; commodity swaps , futures , and options ; and equity instruments . the calculations do not include the underlying foreign exchange and commodities or equity-related positions that are offset by these market-risk-sensitive instruments . the table below presents the estimated maximum potential var arising from a one-day loss in fair value for our interest rate , foreign currency , commodity , and equity market-risk-sensitive instruments outstanding as of may 27 , 2018 and may 28 , 2017 , and the average fair value impact during the year ended may 27 , 2018. .

fair value impact may 27 2018: interest rate instruments: 33.2
foreign currency instruments: 21.3
commodity instruments: 1.9
equity instruments: 2
fair value impact averageduringfiscal 2018: interest rate instruments: 27.5
foreign currency instruments: 23.1
commodity instruments: 2.1
equity instruments: 1.4
fair value impact may 282017: interest rate instruments: 25.1
foreign currency instruments: 24.6
commodity instruments: 3.2
equity instruments: 1.3

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Questions:
what was the total of interest rate instruments as of may 2018?
and what was it in may of the previous year?
by how much, then, did it increase?
and in that same year of 2018, what was the total of those interest rate instruments and the foreign currency ones?
including the commodity instruments, what becomes this total?
and including the equity ones, what becomes the total for all instruments?

Answers:
33.2
25.1
8.1
54.5
56.4
58.4