Aimed at asset managers with portfolios denominated in foreign currencies and companies with international activity, export or import, with working capital exposed to transactional exchange currency risk. Hedge your exchange risk easily with xRolling FX simulator and estimate potential scenarios regarding the effectiveness of your currency risk hedging.
Position information
Type of Foreign Exchange Risk
How FX Hedge Simulator Works (Spanish)
Objective
I am interested in hedging my transaction risk exposure and ensuring the value in euros of my future payments in other currencies.
Proposed hedging
| Rounding |
|
| Contract |
|
| Position |
Sell xRolling FX
|
| Number of contracts to
sell
|
|
| Hedge ratio |
|
* The BME Clearing margin requirement calculation is based on a historical simulation of the greatest potential losses of the portfolio with a certain level of confidence, which may be subject to variations. Both the closing and reduction of position risk involve the return by BME Clearing of the corresponding part of the deposited margins.
Example of P&L simulation of the position hedged with xRolling FX contracts
Please, enter fluctuation in the exchange rate
Outcome of the currency risk hedging
FX hedging calculation based on the current contract hedge ratio until expiration, without readjusting the number of contracts.
| Outcome of the position without FX hedging |
|
| Outcome of currency hedging |
|
| * Cost of Carry |
|
| Total outcome of currency risk hedging |
|
| Effectiveness ratio |
|
| Relative Cost of Carry Performance |
|
* Cost of carry is the charge or payment derived from daily rollover of the open positions at the end of the day. The calculation was made based on the differential between the interest rates of both currencies at market close of
26/04/2024
, so this estimation might change, depending on the fluctuation of the said differential during the maturity of the currency risk exposure.
