Read the following texts and table with financial data from an S&P 500 earnings report carefully.Based on the question-answer history (if provided), answer the last question. The answer may require mathematical calculation based on the data provided.


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 . <table class='wikitable'><tr><td>1</td><td>rating equivalent december 31 ( in millions except ratios )</td><td>rating equivalent exposure net of all collateral</td><td>rating equivalent % (  % ) of exposure netof all collateral</td><td>exposure net of all collateral</td><td>% (  % ) of exposure netof all collateral</td></tr><tr><td>2</td><td>aaa/aaa to aa-/aa3</td><td>$ 11831</td><td>31% ( 31 % )</td><td>$ 11529</td><td>29% ( 29 % )</td></tr><tr><td>3</td><td>a+/a1 to a-/a3</td><td>7428</td><td>19</td><td>6919</td><td>17</td></tr><tr><td>4</td><td>bbb+/baa1 to bbb-/baa3</td><td>12536</td><td>32</td><td>13925</td><td>34</td></tr><tr><td>5</td><td>bb+/ba1 to b-/b3</td><td>6373</td><td>16</td><td>7397</td><td>18</td></tr><tr><td>6</td><td>ccc+/caa1 and below</td><td>723</td><td>2</td><td>645</td><td>2</td></tr><tr><td>7</td><td>total</td><td>$ 38891</td><td>100% ( 100 % )</td><td>$ 40415</td><td>100% ( 100 % )</td></tr></table> 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: in 2018, what percentage of the total derivative receivable ratings were ones equivalent to junk bonds?
Answer: 18.0
Question: and what was, in millions, the total amount of money represented by class b derivatives?

21322.0