unallocated corporate items for fiscal 2018 , 2017 and 2016 included: .
what is the net change of netmark-to-marketvaluation of certain commodity positions from 2017 to 2018?
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. .