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
2018
2017
December 31,(in millions, except ratios)
Exposure net of all collateral
% of exposure netof all collateral
Exposure net of all collateral
% of exposure netof all collateral
AAA/Aaa to AA-/Aa3
$11,831
31%
$11,529
29%
A+/A1 to A-/A3
7,428
19
6,919
17
BBB+/Baa1 to BBB-/Baa3
12,536
32
13,925
34
BB+/Ba1 to B-/B3
6,373
16
7,397
18
CCC+/Caa1 and below
723
2
645
2
Total
$38,891
100%
$40,415
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. .

Question: Analyse this data from a financial earnings document. what is the percentual fluctuation of the aaa/aaa to aa-/aa3's exposure net of all collateral in relation with the bb+/ba1 to b-/b3 during 2017 and 2018?
Choices:
2020
2.02
6920.71
288.02
12537.71
Correct choice index: 1