fxhedge

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Market data as of Oct. 16, 2026 · amounts in INR unless stated
Open derivatives MTM
4,253,712
Hedged share of net exposure
43.5%
Policy breaches
5
Cash flow hedge reserve
1,204,987

EUR exposure versus hedges net, probability weighted

0k458k916k0-3m hedged 550,0000-3m unhedged 366,0000-3m3-6m hedged 200,0003-6m unhedged 112,0003-6m6-12m hedged 06-12m unhedged 792,0006-12m

Hedged Unhedged

BucketNet exposureHedgedRatioPolicy bandStatusSuggested trade
0-3m 916,000 550,000 60.0% 70% - 90% Under-hedged SELL 175000 book
3-6m 312,000 200,000 64.1% 50% - 70% Within policy -
6-12m 792,000 0 0.0% 25% - 50% Under-hedged SELL 300000 book

USD exposure versus hedges net, probability weighted

0k1,445k2,890k0-3m hedged 1,350,0000-3m unhedged 1,540,0000-3m3-6m hedged 934,0003-6m unhedged 03-6m6-12m hedged 06-12m unhedged 2,833,8006-12m

Hedged Unhedged

BucketNet exposureHedgedRatioPolicy bandStatusSuggested trade
0-3m 2,890,000 1,350,000 46.7% 70% - 90% Under-hedged SELL 950000 book
3-6m 934,000 1,700,000 182.0% 50% - 70% Over-hedged BUY 1150000 book
6-12m 2,833,800 0 0.0% 25% - 50% Under-hedged SELL 1050000 book