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Hedge gold yield

Goal: your results depend on gold rates, and you want to remove that uncertainty while staying in gold.

Hedging is not a separate product. It uses the same positions as the other guides; what changes is why you take them. A hedge does not make you earn more. It makes the outcome predictable, like switching a mortgage from a variable to a fixed rate.

All examples: 1,000 PAXGy, 180D maturity, indicative testnet rate 2.55% a year (≈ 12.5 PAXG of yield over the term). Values rounded.

Case A — falling gold rates would hurt you

Section titled “Case A — falling gold rates would hurt you”

Example: a fund has promised its clients a gold return and pays it from the yield of the PAXGy it holds. If gold yield drops, it cannot pay.

Hedge: sell future yield. Keep PT, sell YT today for ≈ 12.3 PAXG. Whatever happens to rates, that amount is already received.

Actual gold yieldWithout hedge you receiveWith hedge you have
Falls to 1%≈ 4.9 PAXG≈ 12.3 PAXG (received upfront)
Stays at 2.55%≈ 12.5 PAXG≈ 12.3 PAXG
Rises to 5%≈ 24.4 PAXG≈ 12.3 PAXG

You give up the upside if rates rise, and remove the risk that they fall.

Case B — rising gold rates would hurt you

Section titled “Case B — rising gold rates would hurt you”

Example: a company has borrowed 1,000 oz of gold and pays a variable interest rate linked to gold rates. If rates rise, its cost rises.

Hedge: buy future yield. Buy YT on 1,000 PAXGy today for ≈ 12.3 PAXG. If rates rise, YT pays more and offsets the extra interest.

Gold rateInterest you payYT pays youYour net cost
Falls to 1%≈ 4.9≈ 4.9 (after paying 12.3)≈ 12.3 PAXG
Rises to 5%≈ 24.4≈ 24.4 (after paying 12.3)≈ 12.3 PAXG

Either way your cost stays around 12.3 PAXG: a variable cost has become a fixed one.

Your exposureRiskHedge
You earn gold yield (holder, lender, treasury)Gold rates fallSell future yield: keep PT, sell YT
You pay gold-linked rates (borrower, structured product)Gold rates riseBuy future yield: buy YT

Use Sell Future Yield for case A or Trade Future Yield for case B, with the notional and maturity that match the period you want to protect.

  • A hedge reduces rate risk; it does not remove the risks of the underlying asset or the protocol.
  • Match the maturity to the period you want to protect.
  • In case B, the hedge only works if the rate you pay moves together with PAXGy yield. The closer the link, the better the hedge.