{% extends "hedge/base.html" %} {% load hedge_extras %} {% block title %}{{ rel.name }}{% endblock %} {% block content %}
{{ rel.documentation }}
{% if latest %}| Period end | Instrument change | Hypothetical change | Offset (period) | Cum. instrument | Cum. hypothetical | Offset (cum.) | Slope | R² | OCI reserve | OCI movement | P&L ineffectiveness |
|---|---|---|---|---|---|---|---|---|---|---|---|
| {{ t.period.period_end }} | {{ t.delta_instrument|num }} | {{ t.delta_hedged|num }} | {{ t.offset_period|pct }} | {{ t.cum_instrument|num }} | {{ t.cum_hedged|num }} | {{ t.offset_cumulative|pct }} | {% if t.slope != None %}{{ t.slope|floatformat:3 }}{% else %}-{% endif %} | {% if t.r_squared != None %}{{ t.r_squared|floatformat:3 }}{% else %}-{% endif %} | {{ t.reserve_end|num }} | {{ t.oci_change|num }} | {{ t.pnl_change|num }} |
| No locked period has tested this relationship yet. | |||||||||||
Dollar offset = change in hedging instrument / change in hypothetical derivative; the 80-125% band is a reference. The OCI reserve is the lesser (in absolute terms) of the cumulative instrument change and the cumulative hypothetical derivative change; the excess is cumulative P&L ineffectiveness.
{{ reclass.amount|num:2 }} released from the cash flow hedge reserve to profit or loss on {{ reclass.date }}.
Releases the reserve at the last locked period and completes the relationship.