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.

Text: management 2019s discussion and analysis 102 jpmorgan chase & co./2016 annual report derivative contracts in the normal course of business , the firm uses derivative instruments predominantly for market-making activities . derivatives enable customers to manage exposures to fluctuations in interest rates , currencies and other markets . the firm also uses derivative instruments to manage its own credit and other market risk exposure . the nature of the counterparty and the settlement mechanism of the derivative affect the credit risk to which the firm is exposed . for otc derivatives the firm is exposed to the credit risk of the derivative counterparty . for exchange- traded derivatives ( 201cetd 201d ) , such as futures and options and 201ccleared 201d over-the-counter ( 201cotc-cleared 201d ) derivatives , the firm is generally exposed to the credit risk of the relevant ccp . where possible , the firm seeks to mitigate its credit risk exposures arising from derivative transactions through the use of legally enforceable master netting arrangements and collateral agreements . for further discussion of derivative contracts , counterparties and settlement types , see note 6 . the following table summarizes the net derivative receivables for the periods presented . derivative receivables . <table class='wikitable'><tr><td>1</td><td>december 31 ( in millions )</td><td>2016</td><td>2015</td></tr><tr><td>2</td><td>interest rate</td><td>$ 28302</td><td>$ 26363</td></tr><tr><td>3</td><td>credit derivatives</td><td>1294</td><td>1423</td></tr><tr><td>4</td><td>foreign exchange</td><td>23271</td><td>17177</td></tr><tr><td>5</td><td>equity</td><td>4939</td><td>5529</td></tr><tr><td>6</td><td>commodity</td><td>6272</td><td>9185</td></tr><tr><td>7</td><td>total net of cash collateral</td><td>64078</td><td>59677</td></tr><tr><td>8</td><td>liquid securities and other cash collateral held against derivative receivables ( a )</td><td>-22705 ( 22705 )</td><td>-16580 ( 16580 )</td></tr><tr><td>9</td><td>total net of all collateral</td><td>$ 41373</td><td>$ 43097</td></tr></table> ( a ) includes collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained . derivative receivables reported on the consolidated balance sheets were $ 64.1 billion and $ 59.7 billion at december 31 , 2016 and 2015 , respectively . these amounts represent the fair value of the derivative contracts after giving effect to legally enforceable master netting agreements and cash collateral held by the firm . however , in management 2019s view , the appropriate measure of current credit risk should also take into consideration additional liquid securities ( primarily u.s . government and agency securities and other group of seven nations ( 201cg7 201d ) government bonds ) and other cash collateral held by the firm aggregating $ 22.7 billion and $ 16.6 billion at december 31 , 2016 and 2015 , respectively , that may be used as security when the fair value of the client 2019s exposure is in the firm 2019s favor . the change in derivative receivables was predominantly related to client-driven market-making activities in cib . the increase in derivative receivables reflected the impact of market movements , which increased foreign exchange receivables , partially offset by reduced commodity derivative receivables . in addition to the collateral described in the preceding paragraph , the firm also holds additional collateral ( primarily cash , g7 government securities , other liquid government-agency and guaranteed securities , and corporate debt and equity securities ) delivered by clients at the initiation of transactions , as well as collateral related to contracts that have a non-daily call frequency and collateral that the firm has agreed to return but has not yet settled as of the reporting date . although this collateral does not reduce the balances and is not included in the table above , it is available as security against potential exposure that could arise should the fair value of the client 2019s derivative transactions move in the firm 2019s favor . the derivative receivables fair value , net of all collateral , also does not include other credit enhancements , such as letters of credit . for additional information on the firm 2019s use of collateral agreements , see note 6 . while useful as a current view of credit exposure , the net fair value of the derivative receivables does not capture the potential future variability of that credit exposure . to capture the potential future variability of credit exposure , the firm calculates , on a client-by-client basis , three measures of potential derivatives-related credit loss : peak , derivative risk equivalent ( 201cdre 201d ) , and average exposure ( 201cavg 201d ) . these measures all incorporate netting and collateral benefits , where applicable . peak represents a conservative measure of potential exposure to a counterparty calculated in a manner that is broadly equivalent to a 97.5% ( 97.5 % ) confidence level over the life of the transaction . peak is the primary measure used by the firm for setting of credit limits for derivative transactions , senior management reporting and derivatives exposure management . dre exposure is a measure that expresses the risk of derivative exposure on a basis intended to be equivalent to the risk of loan exposures . dre is a less extreme measure of potential credit loss than peak and is used 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 exposure over the total life of the derivative contract is used as the primary metric for pricing purposes and is used to calculate credit capital and the cva , as further described below . the three year avg exposure was $ 31.1 billion and $ 32.4 billion at december 31 , 2016 and 2015 , respectively , compared with derivative receivables , net of all collateral , of $ 41.4 billion and $ 43.1 billion at december 31 , 2016 and 2015 , respectively . the fair value of the firm 2019s derivative receivables incorporates an adjustment , the cva , to reflect the credit quality of counterparties . the cva is based on the firm 2019s avg to a counterparty and the counterparty 2019s credit spread in the credit derivatives market . the primary components of changes in cva are credit spreads , new deal activity or unwinds , and changes in the underlying market environment . the firm believes that active risk management is essential to controlling the dynamic credit .
Question: what was the foreign exchange amount in 2016?
Answer: 23271.0
Question: and what was it in 2015?
Answer: 17177.0
Question: how much, then, did the 2016 amount represent in relation to this 2015 one?
Answer: 1.35478
Question: and in that same year of 2016, how much did the avg exposure represent in relation to the derivative receivables?

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