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Key question

When commodity costs are hedged in a foreign currency, how should hedge maturities be aligned to eliminate residual FX risk?

How It Works

Commodity purchases in a foreign currency create a two-layer risk

When a company sources commodities priced in a currency different from its reporting currency, two independent risks arise: commodity price risk and FX transaction risk. Example: a EUR-reporting manufacturer buying coffee priced in USD faces both coffee price movements and EUR/USD exposure on the USD payments.

Illustrative — two independent risk sources moving separately

Misaligned hedge maturities introduce a hidden third risk

When the commodity and FX hedge horizons differ, a residual FX exposure appears. Its size is measured as tracking error — which falls to zero when both horizons align. Volatility and drawdown stay broadly stable regardless of horizon; only the maturity gap matters. Example: commodity fixed 3m ahead, FX hedged for 6m — the USD amount changes in months 3–6 without cover, creating extra cost volatility in the reporting currency.

Tracking error by commodity hedge horizon — drops to zero when matched with FX horizon

Your company

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demo

Commodity costs and hedge horizons

commoditycontractvolumeCCY
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demoM lbs
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3m
3m
1m12m
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FX hedge horizons

FX pair
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6m
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6m
1m12m
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Mismatch of 3m — residual FX exposure

Analysis Results

Tracking error by commodity hedge horizon

Tracking error measures the residual cost volatility caused by the maturity mismatch. With FX hedge fixed at 6m, any other commodity horizon introduces extra volatility. Use the slider in "Your company" to see the effect.

Commodity horizon

3m

3m mismatch

Tracking error (EUR mn)

26

residual FX exposure

Volatility

33.5%

annual — stable across horizons

Selected horizon highlighted. At 6m — tracking error = 0.

Optimal hedging approach

Two routes to eliminate the mismatch: align the commodity and FX hedge horizons, or use a quanto product that fixes the commodity price directly in the reporting currency.

Route 1 · Align horizons

Match to 6m

procurement adjusts to treasury's horizon

Route 2 · Quanto hedge

Single product

fixes coffee price in EUR directly

Advanced Analysis

Demo is based on historical data. In the full version — current data, your commodity, your company's portfolio.

Optimal quanto strike calibrated to budget costdemo
Tracking error under different FX hedge horizonsdemo
Multi-commodity portfolio with cross-maturity optimisationdemo
Hedge accounting documentation under IFRS 9 §6.3.1(a)demo