th e net amount of pre-tax gains and losses in aoci as of may 31 , 2015 , that we expect to be reclassifi ed into net earnings within the next 12 months is $ 2.3 million of gain . credit-risk-related contingent features certain of our derivative instruments contain pro- visions that require us to maintain an investment grade credit rating on our debt from each of the major credit rating agencies . if our debt were to fall below investment grade , the counterparties to the deriva- tive instruments could request full collateralization on derivative instruments in net liability positions . th e aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position on may 31 , 2015 , was $ 81.5 million . we have posted $ 25.0 million of collateral under these contracts . if the credit-risk-related contingent features underlying these agreements had been triggered on may 31 , 2015 , we would have been required to post $ 56.5 million of collateral to counterparties . concentrations of credit and counterparty credit risk during fi scal 2015 , wal-mart stores , inc . and its affi li- ates ( wal-mart ) accounted for 21 percent of our consol- idated net sales and 30 percent of our net sales in the u.s . retail segment . no other customer accounted for 10 percent or more of our consolidated net sales . wal- mart also represented 7 percent of our net sales in the international segment and 9 percent of our net sales in the convenience stores and foodservice segment . as of may 31 , 2015 , wal-mart accounted for 29 percent of our u.s . retail receivables , 6 percent of our international receivables , and 9 percent of our convenience stores and foodservice receivables . th e fi ve largest customers in our u.s . retail segment accounted for 54 percent of its fi scal 2015 net sales , the fi ve largest customers in our international segment accounted for 24 percent of its fi scal 2015 net sales , and the fi ve largest custom- ers in our convenience stores and foodservice segment accounted for 44 percent of its fi scal 2015 net sales . we enter into interest rate , foreign exchange , and certain commodity and equity derivatives , primarily with a diversifi ed group of highly rated counterparties . we continually monitor our positions and the credit ratings of the counterparties involved and , by policy , limit the amount of credit exposure to any one party . th ese transactions may expose us to potential losses due to the risk of nonperformance by these counter- parties ; however , we have not incurred a material loss . we also enter into commodity futures transactions through various regulated exchanges . th e amount of loss due to the credit risk of the counterparties , should the counterparties fail to per- form according to the terms of the contracts , is $ 16.7 million against which we do not hold collateral . under the terms of our swap agreements , some of our trans- actions require collateral or other security to support fi nancial instruments subject to threshold levels of exposure and counterparty credit risk . collateral assets are either cash or u.s . treasury instruments and are held in a trust account that we may access if the coun- terparty defaults . we off er certain suppliers access to a third party ser- vice that allows them to view our scheduled payments online . th e third party service also allows suppliers to fi nance advances on our scheduled payments at the sole discretion of the supplier and the third party . we have no economic interest in these fi nancing arrange- ments and no direct relationship with the suppliers , the third party , or any fi nancial institutions concerning this service . all of our accounts payable remain as obli- gations to our suppliers as stated in our supplier agree- ments . as of may 31 , 2015 , $ 448.6 million of our total accounts payable is payable to suppliers who utilize this third party service . 60 general mills .
amounts recorded in accumulated other comprehensive loss as of may 31 , 2015 , the aft er-tax amounts of unrealized gains and losses in aoci related to hedge derivatives follows: .
in may 2015 what was the ratio of the unrealized losses from interest rate cash flow hedges to the unrealized gains from foreign currency cash flow hedges
in millions the unrealized losses from interest rate cash flow hedges of after-tax gain/ ( loss ) is $ -36.5 ( 36.5 ) ; in millions the unrealized gains from foreign currency cash flow hedges of after-tax gain/ ( loss ) is 7.7 ;
in millions after-tax gain/ ( loss )
unrealized losses from interest rate cash flow hedges $ -36.5 ( 36.5 )
unrealized gains from foreign currency cash flow hedges 7.7
after-tax loss in aoci related to hedge derivatives $ -28.8 ( 28.8 )