Clients use these functions to achieve synthetic exposures, either for hedging purposes, mandate completion, or for taking outright risk.

Who is this solution for?

Managers of hedged strategies (currency hedges, equity hedges, duration hedges), overlay strategies, or synthetic strategies with or without leverage.

Indexers using futures to fully equitize accruals.

Solution capabilities

Ryedale’s Hedging and Synthetics module provides:

• Futures and Currency Forwards: full support for these security types.
• Expiry Manager: monitor which exposures are nearing expiry and generate orders that sell out of a held position and buy into a longer-dated position.
• Cash Equitization: hedge income accruals to the benchmark of an index fund using equity futures.

Contact us to learn more.

IBOR | Index Portfolio Management | Order Management | Asset Allocation | Transition Management | ETF Basket Management | Compliance