What's your policy on foreign exchange hedging?

What's your policy on foreign exchange hedging?

We take a market benchmarked approach to managing Currency Risk.

Currency hedging is conducted by our international investment manager, DWS International GmbH (DWS), and implemented using Derivatives such as forward foreign exchange contracts.

Our hedging policy is set using the market average hedging ratios of providers that make up at least 80% of KiwiSaver industry funds under management. The hedging benchmarks and ranges are re-assessed 6-monthly and adjusted as required. Compliance with the hedging policy is monitored by the Investment Committee each quarter.

The foreign exchange exposure targets are currently as follows:

Asset class
Hedging style
Benchmark (%)
Range
International shares
Passive
50
40 to 60
International fixed interest
Passive
100
95 to 100

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