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. .

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Row 1: $ in millions, as of december 2017, as of december 2016, as of december 2015
Row 2: equity, $ 2096, $ 2085, $ 2157
Row 3: debt, 1606, 1702, 1479
Row 4: total, $ 3702, $ 3787, $ 3636
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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 .

Question: what was change in millions for the estimated sensitivity to a one basis point increase in credit spreads on derivatives ( including hedges ) between 2017 and 2016?
Program: subtract(3, 2)
Answer: 1.0