Computer system and method for hedging a currency exchange rate risk

摘要

The invention relates to a computer system and a method for hedging a currency exchange rate risk associated with a primary transaction of an exchange traded item. The computer system (100) comprises means (110) for executing the primary transaction, the primary transaction having a transaction value, means (112) for receiving a currency change rate, means (116) for determining a hedging price based at least on the currency exchange rate, a hedging period and the transaction value or a fraction of the transaction value, and means (108) or outputting a hedging offer, the hedging offer comprising at least the hedging price.