| ←
Back to Dashboard |
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Currency Exposure Mapping |
| |
Comprehensive mapping of FX exposures by entity,
currency, and type |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Reporting Parameters |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Base Currency: |
USD |
|
|
|
|
|
|
|
|
|
|
|
| |
Reporting Date: |
2/12/2026 |
|
|
|
|
|
|
|
|
|
|
|
| |
Reporting Period: |
Q1 2026 |
|
|
|
|
|
|
|
|
|
|
|
| |
Confidence Level: |
95% |
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
1. Transaction Exposures (Trade-Related) |
| |
Entity / Subsidiary |
Currency Pair |
Exposure Type |
Gross Exposure |
Maturity Bucket |
Net Exposure |
Hedged Amount |
Hedge Ratio |
Unhedged Exposure |
Hedge Instrument |
Counterparty |
Tenor (Days) |
Notes |
| |
North America Corp |
EUR/USD |
Receivable |
25,000,000 |
0-30 days |
25,000,000 |
18,750,000 |
75.0% |
6,250,000 |
FX Forward |
JP Morgan |
30 |
Trade receivables Q1 |
| |
North America Corp |
GBP/USD |
Receivable |
15,000,000 |
31-90 days |
15,000,000 |
12,000,000 |
80.0% |
3,000,000 |
FX Forward |
Citi |
60 |
UK subsidiary
receivables |
| |
Europe GmbH |
USD/EUR |
Payable |
20,000,000 |
0-30 days |
(20,000,000) |
16,000,000 |
80.0% |
4,000,000 |
FX Forward |
Deutsche Bank |
28 |
Raw material imports |
| |
Europe GmbH |
JPY/EUR |
Payable |
12,000,000 |
91-180 days |
(12,000,000) |
8,400,000 |
70.0% |
3,600,000 |
Option |
HSBC |
120 |
Equipment purchase |
| |
Asia Pacific Ltd |
CNY/USD |
Receivable |
30,000,000 |
31-90 days |
30,000,000 |
21,000,000 |
70.0% |
9,000,000 |
NDF |
Standard Chartered |
90 |
China sales revenue |
| |
Asia Pacific Ltd |
JPY/USD |
Payable |
18,000,000 |
0-30 days |
(18,000,000) |
14,400,000 |
80.0% |
3,600,000 |
FX Forward |
Mizuho |
25 |
Japan supplier
payments |
| |
LATAM SA |
BRL/USD |
Receivable |
10,000,000 |
91-180 days |
10,000,000 |
5,000,000 |
50.0% |
5,000,000 |
NDF |
Itau |
150 |
Brazil operations |
| |
LATAM SA |
MXN/USD |
Payable |
8,000,000 |
31-90 days |
(8,000,000) |
6,400,000 |
80.0% |
1,600,000 |
FX Forward |
BBVA |
75 |
Mexico manufacturing |
| |
Middle East FZE |
AED/USD |
Receivable |
5,000,000 |
0-30 days |
5,000,000 |
- |
0.0% |
5,000,000 |
Natural Hedge |
N/A |
15 |
AED pegged to USD |
| |
North America Corp |
CAD/USD |
Receivable |
12,000,000 |
31-90 days |
12,000,000 |
9,600,000 |
80.0% |
2,400,000 |
FX Forward |
RBC |
60 |
Canadian operations |
| |
Europe GmbH |
CHF/EUR |
Payable |
7,000,000 |
91-180 days |
(7,000,000) |
4,900,000 |
70.0% |
2,100,000 |
FX Swap |
UBS |
135 |
Swiss vendor payments |
| |
Asia Pacific Ltd |
KRW/USD |
Receivable |
9,000,000 |
181-360 days |
9,000,000 |
4,500,000 |
50.0% |
4,500,000 |
NDF |
KB Financial |
270 |
Korea tech sales |
| |
TOTAL |
|
|
171,000,000 |
|
41,000,000 |
120,950,000 |
70.7% |
50,050,000 |
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
2. Translation Exposures (Balance Sheet) |
| |
Subsidiary |
Functional Currency |
Total Assets (LC) |
Total Liabilities (LC) |
Net Assets (LC) |
Spot Rate (vs USD) |
Net Assets (USD) |
Translation Adj. (USD) |
Hedge Status |
Notes |
|
|
|
| |
Europe GmbH |
EUR |
450,000,000 |
280,000,000 |
170,000,000 |
1.08500 |
$184,450,000 |
($8,500,000) |
Partially Hedged |
Net investment hedge in place |
|
|
|
| |
UK Operations |
GBP |
320,000,000 |
195,000,000 |
125,000,000 |
1.26500 |
$158,125,000 |
($4,200,000) |
Hedged |
Cross-currency swap |
|
|
|
| |
Asia Pacific Ltd |
JPY |
55,000,000,000 |
35,000,000,000 |
20,000,000,000 |
0.00667 |
$133,400,000 |
$12,000,000 |
Unhedged |
Under review |
|
|
|
| |
LATAM SA |
BRL |
800,000,000 |
520,000,000 |
280,000,000 |
0.17300 |
$48,440,000 |
($15,000,000) |
Partially Hedged |
NDF program |
|
|
|
| |
Canada Inc |
CAD |
180,000,000 |
110,000,000 |
70,000,000 |
0.73500 |
$51,450,000 |
$2,100,000 |
Hedged |
Natural hedge via USD debt |
|
|
|
| |
China WFOE |
CNY |
2,200,000,000 |
1,400,000,000 |
800,000,000 |
0.13700 |
$109,600,000 |
($6,800,000) |
Partially Hedged |
Capital controls limit hedging |
|
|
|
| |
TOTAL |
|
|
|
|
|
$685,465,000 |
($20,400,000) |
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
3. Economic Exposure Summary by Currency |
|
|
|
|
| |
Currency |
Transaction Exp. |
Translation Exp. |
Total Gross Exp. |
Hedged Amount |
Net Unhedged |
% of Total |
Risk Rating |
Priority |
|
|
|
|
| |
EUR |
$39,000,000 |
$184,425,000 |
$223,425,000 |
$164,900,000 |
$58,525,000 |
26.7% |
High |
1 |
|
|
|
|
| |
GBP |
$15,000,000 |
$158,100,000 |
$173,100,000 |
$140,550,000 |
$32,550,000 |
20.7% |
Medium |
2 |
|
|
|
|
| |
JPY |
$30,000,000 |
$133,400,000 |
$163,400,000 |
$122,700,000 |
$40,700,000 |
19.5% |
High |
1 |
|
|
|
|
| |
CNY |
$30,000,000 |
$109,600,000 |
$139,600,000 |
$102,500,000 |
$37,100,000 |
16.7% |
High |
1 |
|
|
|
|
| |
BRL |
$10,000,000 |
$48,440,000 |
$58,440,000 |
$36,200,000 |
$22,240,000 |
7.0% |
High |
2 |
|
|
|
|
| |
CAD |
$12,000,000 |
$51,450,000 |
$63,450,000 |
$49,500,000 |
$13,950,000 |
7.6% |
Low |
3 |
|
|
|
|
| |
MXN |
$8,000,000 |
- |
$8,000,000 |
$6,400,000 |
$1,600,000 |
1.0% |
Medium |
2 |
|
|
|
|
| |
CHF |
$7,000,000 |
- |
$7,000,000 |
$4,900,000 |
$2,100,000 |
0.8% |
Low |
3 |
|
|
|
|
| |
TOTAL |
$151,000,000 |
$685,415,000 |
$836,415,000 |
$627,650,000 |
$208,765,000 |
100.0% |
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Notes: |
|
|
|
|
|
|
|
|
|
|
|
|
| |
- All amounts in USD
equivalent unless otherwise specified. Blue text = input cells
(user-editable). Black text = calculated formulas. |
|
|
|
|
|
|
|
|
| |
- Transaction exposures
sourced from treasury management system. Translation exposures from latest
consolidated balance sheet. |
|
|
|
|
|
|
|
|
| |
- Sample data for
illustration. Replace with actual exposure data from your systems. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|