Market values of interest rate and foreign exchange derivatives offset during the COVID-19 crisis https://www.bankofcanada.ca/?p=238078 Foreign exchange derivatives Interest rate derivatives Market uncertainty from COVID-19 crisis -3.831.35 -3.211.11 0.32-2.55 0.66-2.49 -2.810.58 -2.840.63 -0.20-2.18 0.44-3.88 1.44-2.90 2.03-2.43 2.45-3.57 0.95-3.18 8.00-7.003.46 -4.993.85 3.22-3.94 -2.102.45 -1.95-1.27 -1.730.18 -2.54-0.19 -1.671.01 -1.16-1.97 -1.25-3.93 -0.33-3.45 -3.79-0.46 -0.30-2.72