Currency hedging

Discussion in 'Forex' started by Aifel, Jan 4, 2018.

  1. Aifel

    Aifel

    Hi traders,

    I'm mainly a stock investor and not forex trader so please excuse my possible ignorance.

    My domestic currency is CZK and I have 22.5k USD worth portfolio.

    What I did was that I shorted -22.500 USD.CZK at price around 21.5USD/CZK (total circa 500k CZK) in my Interactive Brokers account.

    However in my November statement I see I paid 1694CZK as a USD Debit Interest. That means (1694*12)/500.000 = 4%/yr for this position! Interest rate of Czech Koruna is 0.5%, US dollar is 1.5%, therefore I should be paying only 1%/yr interest when shorting USD.CZK. Maintenance margin for USD.CZK position is 20k CZK (circa 1k USD) so interest from margin should neither make a big amount.

    There are probably some other expenses that I don't know about.

    Can you please help me? Thanks in advance.
    Martin
     
  2. You can't short (borrow) something without paying interest. If you want to hedge, you buy a futures contract or an option.
     
    cvds16 likes this.
  3. MattZ

    MattZ Sponsor

    Maybe your broker charges more in fees on less liquid markets.
     
  4. Aifel

    Aifel

    to nooby:
    Paying interest is ok however what is the base I pay the interest from? Margin or the total worth of the position?
    Second interest is difference between interest rates of the currencies and in case of -USD/CZK it´s only 1%.
     
  5. https://www.interactivebrokers.co.uk/en/index.php?f=1595

    For a FX position you will be payed/charged the interest rate differentials on both legs. Look at interest rate payed/charged in the link above. You get nothing for your 21.5K USD leg and should pay like 3% for the ~500K CZK leg.
     
  6. Aifel

    Aifel

    Thanks for the link Pipi436, now it´s pretty clear. I have to close the position.

    I would like to hedge using the futures, but Czech koruna is not so popular currency and I see the volume on USD/Czech koruna futures is 0 (http://www.cmegroup.com/trading/fx/emerging-market/czech-koruna.html).

    Does anyone have any idea how to hedge Czech koruna?
     
  7. truetype

    truetype

    Don't worry about CME fx futures volumes. The markets are arbed against cash. Just offer at fair value minus ε and you'll be taken.