Staircase hedging

The ”staircase hedging” strategy tracks the market closely by incremental hedging.

The strategy is based on:

  • Long-term hedging horizon with a 50%/30%/20% profile. 50% is hedged in a period of more than 2 years, 30% in a period of 3 years or more and 20% is spot.
  • Option to leave the trade mandate to the portfolio manager.
  • The portfolio trades include purchasing and selling although with limited trading activity.
  • Optimisation on product level: SYSTEM, EPAD, EEX, periods, base, peak.
  • Fixed amount hedging every month/quarter/year which minimises price fluctuations.

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