Hedge coverage report

Per currency pair: sum of guard intrinsic value in the protection zone (and settlement window), the corresponding back-to-back option mid MtM, and the resulting coverage ratios. Scoped to the authenticated regulated entity.

get/api-regulated/v1/reports/hedge-coverage

Request

Base URL: https://api.currencyguard.com
URL: https://api.currencyguard.com/api-regulated/v1/reports/hedge-coverage
Auth: HTTP bearer

Response

Report computed

asOfstring

Valuation instant the figures were computed at (ISO-8601 UTC)

Example response

{
  "asOf": "2026-06-24T14:19:39Z",
  "currencyPairs": [
    {
      "currencyPair": "GBPUSD",
      "guardCurrencyCode": "GBP",
      "foreignCurrencyCode": "USD",
      "overallCoverageRatio": 0.98,
      "settlementWindowCoverageRatio": 1.01,
      "overallCoverageRatioInclOrphan": 1.03
    }
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.