Smart Auto-Hedging Execution
Smart auto-hedging: client flow netted to a desk delta, hedged below the limit and halted above it. Pending business-risk governance.
Runnable once promoted to PROD
Flow hedged
$584M
client flow covered
Net delta
$41M
vs $75M limit
Auto-executed today
0
orders routed
Pending governance — auto-executes
This app auto-routes hedge orders below the risk limit, so it is held in BUSINESS_RISK_REVIEW: the $75M net-delta monitor auto-mandated a Level-3 compliance gate. Orders above the line halt for a human. Nothing here is live until the version is promoted to PROD.
Net delta vs limit
$41M of $75M limit
Intraday net delta
against the $75M desk limit
Hedge actions
| Product | Client flow | Hedge | Status |
|---|---|---|---|
| USDJPY DNT | $80,000,000 | $0 | Pending |
| USDKRW 3M NDF | $100,000,000 | $0 | Halted |
| EURUSD 1Y option | $120,000,000 | $60,000,000 | Executed |
| AUDUSD spot | $42,000,000 | $42,000,000 | Executed |
| GBPUSD spot | $64,000,000 | $64,000,000 | Executed |
| USDJPY 6M forward | $150,000,000 | $150,000,000 | Executed |
| EURUSD spot | $180,000,000 | $180,000,000 | Executed |
| USDCHF spot | $28,000,000 | $28,000,000 | Executed |