The Hedge Ratio report calculates the hedge ratio for each share class within an entity that elects share class hedging. It allows you to verify currency hedge ratios. You can run the report by each hedge share class or at the fund level. For more information, see Report on Share Class Hedging
To create the Hedge Ratio report:
In Accounting Center, in the left navigation pane, click Reports > Fund Accounting Reports > Mutual Fund - Capital Stock > Hedge Ratio Report.
You see the Hedge Ratio Report panel.
Complete the options on the Hedge Ratio Report panel.
Under Result Options, click Grid or Advanced Report for the report view you want.
Click Submit.
The report appears on your desktop for the view selected.
Hedge Ratio Report Panel Options
A definition of the options on the Hedge Ratio Report panel follows.
Option | Description |
|---|---|
Search Criteria | |
Entity ID | Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity. |
Entity Name | Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity. |
Accounting Basis | Displays the entity accounting basis. For example, USTAX, GAAP, or IFRS. |
Valuation Date | Specifies the valuation date for your report results. |
Share Class | Allows you to filter results by share class. |
Capital Stock Adjustment | Specifies an amount for capital stock adjustments. If you specify a value, the report compares the hedge class adjusted net assets to the calculated forward currency contract market value. You can specify an amount if you specify a share class rather than run the report at the fund level. This option allows you to see how non base capstock impacts the hedge ratio. Funds may have a limit on exposures that the hedge share class can have. |
Advanced Report Options | |
Hedge Ratio | Specifies . Options include:
WRITERS NOTE: what is the difference between choosing Yes and No? purpose? |
Report Groups | You can group the report results. Options include:
|
Report Sorts | You can sort the report results. Options include:
|
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