Hornet FX desk

Scratch trades USD/MXN

Valuation date

Market

Spot MXN/USD

USD rate %

MXN rate %

Volatility smile

ATM vol %

RR vol pts

Fly vol pts

Anchor strikes

Low strike MXN/USD

ATM strike MXN/USD

High strike MXN/USD

Scratch trades. Editable contract cells and calculated risk in USD.
Contract						Valuation & risk USD
#	Instrument	Side	Notional USD	Strike MXN/USD	Expiry	MtM	Delta	Gamma	ATM vega	Rega	Fly vega	USD rho	MXN rho	Carry	Remove
Total			—			—	—	—	—	—	—	—	—	—

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Model notes

Illustrative markets, priced locally by the Hornet practice engine. Scratch trades stay in this session. Workbook layout and cell precision follow MiniSystem; pricing parity with its VBA has not been established.