FX Operations
Foreign exchange management, hedging, and currency risk control
Total FX Reserves
$4.20B
+2.1%
vs last month
Daily P&L
+$2.4M
USD strength
vs last month
VaR (1-day, 95%)
$18.5M
-$1.2M
vs last month
Open Positions
12
3 maturing today
vs last month
Currency Allocation
Currency Volatility
FX Position Summary
USD
USD Reserves
67.8% of total • Vol: 12.3%
$2.9B
+0.15%
Partially Hedged
EUR
EUR Reserves
16.2% of total • Vol: 14.1%
$680M
-0.08%
Unhedged
GBP
GBP Reserves
10% of total • Vol: 15.8%
$420M
+0.22%
Fully Hedged
JPY
JPY Reserves
4.4% of total • Vol: 11.9%
$185M
-0.12%
Unhedged
CNY
CNY Reserves
1.6% of total • Vol: 8.7%
$67M
+0.05%
Partially Hedged