The client needed to rerun quarterly analytics on a hedge portfolio of swaps and options for the last two years due to portfolio adjustments.
OutcomeAEGIS Hedging maintains an accurate database of all hedges for its clients. Working with our clients to thoroughly check entries, the database accurately captures all deals and provides an audit trail for all trades so that modified and terminated deals can be monitored. This database is seamlessly linked to our valuation analytics, which pull historical pricing and volatility data. Initial inputs are reviewed by staff and then by clients. Once trades have been verified as complete and accurate, a variety of reports are available to clients for any prior date. Reports and analysis are provided to clients at the end of each reporting period and as requested. Prior period valuations can be run accurately and efficiently. |
This testimonial is not indicative of future performance or success. Commodity interest trading involves risk and, therefore, is not appropriate for all persons; failure to manage commercial risk by engaging in some form of hedging also involves risk. Past performance is not necessarily indicative of future results. There is no guarantee that hedge program objectives will be achieved. Neither this trading advisor nor any of its trading principals offer a trading program to clients, nor do they propose guiding or directing a commodity interest account for any client based on any such trading program. Hedge advisory services are performed by the registered commodity trading advisor AEGIS-CTA, LLC, a wholly-owned subsidiary of AEGIS Hedging Solutions, LLC. This case study is not required to be and has not been, filed with the Commodity Futures Trading Commission ("CFTC"). The CFTC does not pass upon the adequacy or accuracy of this commodity trading advisor disclosure. Consequently, the CFTC has not reviewed or approved this case study.