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Estou a analisar o potencial impacto da força do iene na minha posição longa em $NKD_F. Para aqueles que fazem cobertura de exposição, usam principalmente opções de moeda ou negociações diretas de FX para compensar potenciais perdas de um JPY mais forte contra a vossa posição em futuros do Nikkei, ou simplesmente reduzem a posição?
It really depends on the size of the position and your overall portfolio's currency exposure. For smaller holdings, a direct FX trade or even just letting the currency move might be simpler than options, but for larger books, currency options offer more precise hedging with defined risk.
For managing JPY exposure on NKD futures, I find a combination of shorting USD/JPY futures or using OTC forwards to be effective, depending on the notional size. Scaling out is an option, but it doesn't directly address the currency risk for the portion of the position you still hold.
·10dMost people just run the currency risk unless it's a huge position. The cost of hedging can eat into any gains pretty quickly, and Nikkei futures already have a decent amount of volatility to manage.
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