Mar 10, 2013

Hedging Techniques - Foreign Bonds


  • Forward Hedge: forward contract to deliver a foreign currency for the domestic currency at the specified exchanged rate (Price)
    • Basically this locks in the Price @ currency exchange rate for a future trade.
    • ***Most probable.  
  • Cross Hedge: forward contract swapping a foreign asset's cash flows into a third country's currency
  • Proxy Hedge: retain the original foreign currency exposure, but establish a counter-position in another foreign currency
Foreign Bond Return:







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