FTB-C000194 / Financial concept

Currency Hedge

A currency hedge is a position or rule intended to offset some or all changes in value caused by exchange-rate movements.

Also known asFX hedgeforeign-exchange hedge

Definitions

In plain terms

A global index can use forward currency positions to reduce the base-currency investor's exposure to constituent currencies.

Technical

The hedge contract identifies exposure measurement, currencies, hedge ratio, instrument and tenor, roll schedule, rates, settlement, costs, holidays, and residual exposure.

Scope

A hedge is not perfect protection and can create basis, timing, counterparty, liquidity, and cost effects.

Examples

  • A governed methodology records currency hedge with its source, cutoff, units, parameters, and effective version.

Common misconceptions

  • Currency Hedge does not have one universal implementation without the declared methodology, data basis, and constraints.

Concept relationships

Where this concept is used

Evidence and governance

  1. FTSE Currency Hedging Methodology Overview FTSE Russell, London Stock Exchange Group · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: Production rates, holidays, currencies, tenors, and calculation details require the full applicable methodology and data licenses.

  2. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: variant distinction

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
fintech-builder-batch-004
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.