MillTech Team

In this guide, MillTech&rsquo;s Quant Solutions Group explores how dynamically adjusting hedge duration can help asset managers and corporates preserve currency protection while capturing opportunities to enhance yields and reduce hedging costs as market conditions evolve.
Download the guide to learn:
<ul>
<li data-prosemirror-content-type="node" data-prosemirror-node-name="paragraph" data-prosemirror-node-block="true">Why FX volatility is reshaping the economics of currency hedging</li>
<li data-prosemirror-content-type="node" data-prosemirror-node-name="paragraph" data-prosemirror-node-block="true">How tenor management can improve hedge efficiency without materially increasing currency risk</li>
<li data-prosemirror-content-type="node" data-prosemirror-node-name="paragraph" data-prosemirror-node-block="true">Where yield opportunities may emerge across FX forward curves</li>
<li data-prosemirror-content-type="node" data-prosemirror-node-name="paragraph" data-prosemirror-node-block="true">Why tenor flexibility is likely to become increasingly important heading into 2026</li>
</ul>
A practical guide for organisations seeking to modernise their FX hedging approach in an increasingly complex global environment.

Big Book Millennium

Small Book Millennium

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MillTech’s Quant Solutions Group explores how tenor management can help enhance yields and reduce hedging costs.

Navigating Currency Risk: Harnessing Tenor Management in a Shifting Global Economy