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Key question

Which hedging instrument and maturity structure minimise the cost of carry while still protecting against EM currency depreciation?

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BrazilBRL
Revenue
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Two hedging approaches are compared. The first is a special case of the second, shown separately for clarity: 100% of exposure is hedged at a single fixed maturity. The second is more flexible: the hedge ratio and maturity structure can be distributed across multiple tenors.

demo3M
demo6M
demo9M

Analysis Results

Average cost of hedging strategy

The forward eliminates volatility entirely but systematically overpays: average annual carry 6.54%. Hedge efficiency 15.3 — the price of absolute predictability.

Realised carry

6.54%

average over 2000–2018

One-sided vol reduction

100%

vs spot (14.35%) · hedge eff: 15.3

Hedging instrument comparison

Bottom-left is ideal: minimum carry at minimum vol. The forward eliminates vol entirely but is expensive in carry terms. The ATMF option has historically been closest to the optimum.

EM currency comparison · optimal instrument

The optimal instrument depends on the currency's carry level. At moderate carry (3–8%), the ATMF option has historically offered the best protection-to-cost ratio. At very high carry (TRY), a forward is the only viable option — option premiums are too high. At low carry (PLN), OTMF is cheaper.

BRLATMF

Brazil

Forward carry6.54%
Hedge efficiency58.7
MXNATMF

Mexico

Forward carry4.1%
Hedge efficiency44.5
ZARATMF

South Africa

Forward carry5.8%
Hedge efficiency41.2
INRATMF

India

Forward carry5.2%
Hedge efficiency38.9
PLNOTMF

Poland

Forward carry2.3%
Hedge efficiency35.6
TRYForward

Turkey

Forward carry14.2%
Hedge efficiency18.3

Hedge efficiency = one-sided vol reduction / realised carry. USDBRL 2000–2018 data is exact (Ch. 19). Others are estimates based on historical currency characteristics. ↑ ATMF is the best instrument at moderate carry; forward at extreme carry.

Maturity comparison · USDBRL · best instrument

The optimal instrument depends on the hedging horizon. At short maturities the carry difference is small — ATMF is cheap. At longer maturities, forward carry accumulates, strengthening the advantage of ATMF.

MaturityForward
carry · vol
ATMF
carry · vol
OTMF
carry · vol
Risk Reversal
carry · vol
Best
3M1.64% · 0%0.27% · 10.9%0.23% · 13.3%1.54% · 8.9%ATMF
6M3.27% · 0%0.54% · 10.2%0.47% · 12.3%3.08% · 8.9%ATMF
9M4.91% · 0%0.81% · 7.5%0.70% · 11.3%4.61% · 8.9%ATMF
12M6.54% · 0%1.08% · 5.2%0.93% · 10.3%6.15% · 8.9%ATMF
Stagger (4M+8M+12M)4.3% · 9.9%≈0.6% · 9.9%≈0.5% · —≈4.0% · —Stagger V

carry · one-sided vol · USDBRL. 12M — exact data from Table 19.4. 3M/6M/9M — estimates based on scaling by period. Forward: vol reduced to 0% via full hedging.

Advanced Analysis

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

Optimal instrument across 19 EM currenciesdemo
Efficient frontier across all weight combinationsdemo
Combined analysis: optimal instrument + optimal maturitiesdemo