Statistical news focuses on the latest figures and trends in Danmarks Nationalbank’s statistics. Statistical news is targeted at people who want quick insight into current financial data.
Historical data on currency exposure and hedging are now available
In May 2024, Danmarks Nationalbank published an extended statistic on insurance and pension companies’ currency exposure and hedging including data from January 2019 onwards.* The statistic has now been expanded to also include historical data from January 2015 onwards, whereby the time series now covers close to a full decade. You can read more about recent developments in the dollar hedge ratio of the Danish insurance and pensions companies in the newest edition of Danmarks Nationalbank’s biannual analysis Monetary and financial trends**, and in an economic memo from May about the Danish pension sector and its currency hedging***.
The data coverage approaches a full decade
Note:
Danish insurance and pension companies’ dollar hedge ratio measured as the hedged dollar exposure divided by the total dollar exposure.
Source:
Danmarks Nationalbank, DNFPVALE.
* See Extended Statistic on Currency Exposure and Hedging (link).
** See Policy rates have been lowered, but monetary policy remains restrictive, Danmarks Nationalbank Analysis (Monetary and financial trends), no. 13, September 2024 (link).
*** See Economic Memo Currency hedging and the Danish pension sector, 2 May 2024 (link).