JP
Atlas Global Consulting

Hedging

Quantify committed currency exposure, price a protection strategy, stress-test it, and book it inside board policy limits. Pricing and execution in this demo are simulated.

Vols & forwards indicative · 08:42 UTC
Exposure at risk
$10.14m
6 currency pairs committed
Policy coverage
27%
Target 50–90%
Hedge book MTM
+$6,390
4 open contracts
Under-hedged pairs
5
PHP · INR · EUR · ZAR · TRY

Exposure register

Committed foreign-currency cash flows and how much of each is already protected

Hedge builder

USD/PHP · $2.21m exposure over 90 days

60%

Notional $1,325,088 · takes USD/PHP coverage from 29% to 89%

Within delegated authority

Indicative quote

Forward · USD/PHP · 90 days

Spot58.14
Forward58.58 (+0.4444)
Contract rate58.58
Notional$1,325,088
Premium / cost$1,060 · 8 bps
Downside removed (95%)$66,252

Rate fixed today for the full tenor. No premium beyond the dealt spread; all upside and downside on the hedged portion is removed.

Scenario stress test

P&L on the full exposure, unhedged versus with this strategy

MoveRateUnhedgedHedgedBenefit
-10.0%52.33$221k$87k$-134k
-5.0%55.23$110k$43k$-67k
-2.5%56.69$55k$21k$-34k
0.0%58.14$0$-1k$-1k
+2.5%59.59$-55k$-23k$32k
+5.0%61.05$-110k$-45k$65k
+10.0%63.95$-221k$-89k$131k

Shocks applied to spot at a 95% one-tailed confidence move; premium is included in the hedged column. Indicative only — not a quote or investment advice.

Hedge book

Open and historic contracts with nightly mark-to-market

ContractInstrumentNotionalRateMTMValue dateStatusAction
hdg-1041
GBP/USD · Sarah Mitchell
Forward
30d tenor
$900,0001.2714+$4,82013 Sept 2026Scheduled
hdg-1039
EUR/USD · James Parker
Collar
120d tenor
$1,100,0001.0785$1,26025 Nov 2026Scheduled
hdg-1034
USD/PHP · Sarah Mitchell
Window Forward
90d tenor
$640,00058.61+$2,19031 Oct 2026Scheduled
hdg-1028
USD/ZAR · Sarah Mitchell
Option
90d tenor
$120,00018.90+$64018 Nov 2026Scheduled

Hedging policy

Enforced by Sherwood before any hedge books

  • Board policy: 50–90% of committed foreign-currency exposure inside 12 months must be hedged.
  • Speculative positions are prohibited — every hedge must map to a documented exposure.
  • Notionals above $1.5m equivalent route to the Group CFO for authorisation before booking.
  • Options are permitted only where the exposure is probable but not yet contractually committed.
  • Mark-to-market is revalued nightly against indicative rates; this demo prices are simulated.