Itô Markets

Hedge desk

Cash-settled · no delivery

Tell me what you're holding and what you want to hedge — size, sectors, horizon. I'll map it onto the Itô thematic factor model and propose a cash-settled basket composition with the basis coverage spelled out.

Proposed composition

Describe your exposure on the left. The desk decomposes it into Barra, thematic, and idiosyncratic variance, then sizes purity-adjusted basket positions (h* = δ/π) from the live Itô baskets — with the honest coverage number, not a pretend-perfect hedge.