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Portfolio Spot Scenarios

Apply a shock preset or your own spot per pair to the live book and read per-month hedged coverage before vs after: over-hedged when a leveraged leg triggers, under-hedged when a knock-out cuts your cover, alongside net P&L impact and per-trade outcome chips. Hypothetical Trade Playbook trades can be folded in, or any single trade tested on its own.

To change the hedge mix rather than the spot rate, use the Hedge Simulator.

Inside the module
  • 01.Shock presets or a custom spot per currency pair
  • 02.Monthly coverage before vs after, split over- and under-hedged
  • 03.Per-trade outcome chips: knocked out, knocked in, protected, leveraged
Request a demoBack to Trading
00Live preview

Shock your book before the market does.

Five preset scenarios plus a custom shock form. Compute incremental portfolio P&L, per-trade impact and margin exposure, five-minute cache, so re-running a preset is instant.

Portfolio Spot Scenarios

Vantex Capital · forecast-coverage under a spot move

Spot scenario

Pick a spot move to model how much of your forecast stays hedged.

-20%-15%-10%-5%+5%+10%+15%+20% Custom rate

Trades included

Whole portfolioSelected trades only

Your whole open book is included: untick to exclude. Add hypothetical Trade Playbook ideas to see them layered on top.

Live tradesSelect all
VTX-TARF-1180TARF12 legs

GBP/USD · Sell GBP · Buy USD · TARF @ 1.2650 · KO 1.3400 · GBP 120,000

Only
VTX-FWD-2041Forward

GBP/USD · Sell GBP · Buy USD · Forward @ 1.2712 · GBP 1,200,000

Only
VTX-COL-0932Collar20 legs

EUR/GBP · Sell EUR · Buy GBP · Option @ 0.8450 · GBP 140,000

Only
VTX-KIKO-0771KIKO

GBP/USD · Sell GBP · Buy USD · Option @ 1.2680 · KI 1.2400 · KO 1.3350 · GBP 750,000

Only
VTX-FWD-1988Forward

EUR/GBP · Sell EUR · Buy GBP · Forward @ 0.8562 · GBP 640,000

Only
VTX-TARF-1203TARF6 legs

EUR/GBP · Sell EUR · Buy GBP · TARF @ 0.8510 · GBP 90,000

Only
VTX-FWD-2077Forward

GBP/USD · Sell GBP · Buy USD · Forward @ 1.2694 · GBP 400,000

Only

12 of 13 trades selected

Hypothetical ideas Trade Playbook
PB-IDEA-04

GBP/USD · Sell GBP · Buy USD · Seagull @ 1.2650 · GBP 90,000

Only
PB-IDEA-07

GBP/USD · Sell GBP · Buy USD · Forward @ 1.2735 · GBP 500,000

Only

1 selected

Coverage before → after

88%81%Over-hedged months +12%

Share of forecast hedged

Under-hedged

−£142KForecast £2.51M · Hedged £2.22M

Updated forecasted exposure

Net P&L impact

−£96K

On your unhedged exposure

Cover change vs spot

−£118K

Notional moved by optionality

GBP/USD −10% · EUR/GBP −10%GBP/USD: 1.2740 → 1.1466EUR/GBP: 0.8580 → 0.7722

Spot Scenario Coverage

Hedged notional each month before (grey) and after the scenario, against your forecast (dashed). The blue line tracks coverage as a % of forecast.

£600k£450k£300k£150k£0k
JulAugSepOctNovDec
Hedged beforeCoveredOver-hedgedUnder-hedged Coverage % Forecast

Outcome distribution

13 trades
Knocked Out3· £310KLeveraged2· £240KKnocked In1· £90KPivoted1· £75KIn range3· £280KProtected3· £420K

Per-trade outcomes by month

Expand a month to see each trade and how it settles at the scenario spot.

Calendar List
OutcomeKnocked OutLeveragedIn rangeProtected
Aug 20263 liveΣ £250KKnocked OutUnder-hedged
Sep 20263 live·+1 hypoΣ £470KLeveragedKnocked Out
TradeNotionalOutcome
GBP/USD · Sell GBP · Buy USD · TARF @ 1.2650 · KO 1.3400 · GBP 120,000VTX-TARF-1180
£240KLeveraged
EUR/GBP · Sell EUR · Buy GBP · Option @ 0.8450 · GBP 140,000VTX-COL-0932
£140KProtected
GBP/USD · Sell GBP · Buy USD · Option @ 1.2680 · KI 1.2400 · KO 1.3350 · GBP 750,000VTX-KIKO-0771
£0Knocked Out
GBP/USD · Sell GBP · Buy USD · Seagull @ 1.2650 · GBP 90,000PB-IDEA-04
£90KIn range
Dec 20262 liveΣ £560KLeveragedOver-hedged
01How it works

From input to outcome, in four steps.

Each card lights up in turn. The full cycle takes twelve seconds, about how long it takes a dealer to walk a client through the same flow.
01

Load data

Trades, rates, and forecasts stream into the platform.

02

Compute

Charts, KPIs, and aggregations recalculate live.

03

Review

Visualise the result alongside the underlying data.

04

Export

CSV or PDF for the audit file or the board pack.

024 capabilities

What's inside

The capabilities that ship with Portfolio Spot Scenarios, every one of them tested end-to-end before it lands on your desk.
  • 01Shock presets or a custom spot per currency pair
  • 02Monthly coverage before vs after, split over- and under-hedged
  • 03Per-trade outcome chips: knocked out, knocked in, protected, leveraged
  • 04Fold in hypothetical Playbook trades, or test one trade on its own
036 more in Trading

Other Trading modules

04Talk to the desk

See Portfolio Spot Scenarios on real treasury data.

Twenty minutes, no setup required. Bring your own book and we'll walk through Portfolio Spot Scenarios live, alongside the rest of HedgePoint.
Request a demoBack to Trading
Walkthrough plan20 MIN
  1. 01Your book, our chrome. We mount your trades behind HedgePoint.
  2. 02Live walkthrough. Portfolio Spot Scenarios in context with the rest.
  3. 03Q&A + integration map. Where it slots into your stack today.