Skip to content

menu

Open Legal Blog Archive logo
HomeAboutBlogsFAQsSubmit

Rule 18f-4: Trimming Hedges—Hedges Excluded from Derivatives Exposure

By Andrew P. Cross on July 30, 2021

By Stephen A. Keen and Andrew P. Cross

Our post on the derivatives exposure equation began with a separate equation concerning interest rate and currency hedges. This post explains the significance of this equation and what hedges should be excluded from a fund’s derivatives exposure. Our next post will address hedges included in derivatives exposures before we raise some interpretive questions about how the exclusion should be applied.

Continue to the full blog post at The Asset Management ADVocate.

Good day.  Good to know what is excluded and what is not…even if it is not alot.  DR2

  • Posted in:
    Financial
  • Blog:
    Derivatives & Repo Report
  • Organization:
    Perkins Coie LLP
  • Article: View Original Source

Open Legal Blog Archive, Inc. logo
Seattle, Washington
Copyright © 2026, Open Legal Blog Archive, Inc. All Rights Reserved.
Law blog design & platform by LexBlog LexBlog Logo