Hedging Calculator
Determine Your Required Forex Hedges
This tool provides details on the carry spot trades required to maintain your preferred hedging ratio from your previous reporting period to your current reporting period.
| Tell Us... | ||||
|---|---|---|---|---|
| Your Reporting Currency | ||||
| The Foreign Currency | ||||
| Your Balance Sheet Information | ||||
| Reporting Date DD/MM/YYYY |
Net Foreign Asset (Liability) Amount () | |||
| As at prior reporting date | ||||
| As at current reporting date | ||||
| Change in Foreign Currency Exposure | ||||
| Your Forex Hedge Information | ||||
| Hedge Date DD/MM/YYYY |
Hedge Amount () | Ending Forex Exposure () | Hedging Ratio | |
| As at previous hedge date | ||||
| As at current hedge date | ||||
| Forex Hedge Transaction | ||||
| Transaction required to modify previously hedged amount (to match current hedge amount shown above) |
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| Ending Forex Exposure Amount | ||||
| Find out how much is at risk | ||||
| Carry Spot Trades Required to Modify Hedge | ||||
|---|---|---|---|---|
| Currency Pair | Position Direction | Units | Sell Rate* | Buy Rate* |
| Rate Summary | ||
|---|---|---|
| Currency Pair | Sell Rate* | Buy Rate* |
- The inverted rate is provided for those accustomed to seeing their preferred currency pairs quoted in the opposite order.
- Direct Pairs are so called because they enable you to convert directly from one currency to the other in a single trade. For example, EUR/USD or CAD/JPY. OANDA's currency trading platform, FXTrade, supports 38 direct currency pairs.
- Synthetic Crosses are not currently offered on FXTrade as direct pairs and, as such, require that you make two or more trades to convert from one currency to the other (usually converting to U.S. dollars or euros first). For example, converting from Australian dollars (AUD) to Turkish lira (TRY) would require two trades: AUD/USD and USD/TRY.
| Ending Forex Exposure | ||
|---|---|---|
| Date | Amount () | |
| Balance Sheet Amount | ||
| Hedge Amount | ||
| Ending Foreign Currency Exposure | ||
| Daily Interest Carry Amount | ||
|---|---|---|
| Daily Interest Earned (Paid)** | Date | See Detailed Breakdown |
* Based on current OANDA FXTrade rates. Subject to change.
** Based on current OANDA FXTrade interest rates. Subject to change.
The learning materials on this web site have been developed to enable users to develop an initial level of knowledge of hedge accounting and forex hedging. OANDA does not guarantee the content to be a complete analysis of hedge accounting or forex hedging. The material does not guarantee that users will obtain a complete knowledge of hedge accounting, and will not facilitate making accounting judgments or give users the ability to make hedge accounting decisions.
Examples and other materials on this website are solely for illustrative purposes and should not be relied on for technical answers on technical issues. Before making any hedge accounting decisions, companies should consult their accounting professionals to discuss their specific situations and fact patterns. Neither OANDA nor any of its employees accept any liability whatsoever for any loss or damage, however caused, arising from the use of these tools or documents.
