Open Position

Treasury

Turkish: Açık Pozisyon

Short definition

An open position is the net amount still sensitive to a rate (FX or interest) after hedges and natural offsets. Zero open is not zero risk: basis, tenor and cash timing remain.

Detailed explanation

For FX: assets (cash, receivables, the pass-through part of inventory) minus liabilities (debt, payables, FX leases) minus forward/option delta. Inventory and the order book often sit off the balance sheet.

Limits follow risk appetite and the equity cushion; there is no universal open/equity cap. Daily valuation shows a limit breach before the P&L does.

Why it matters for the CFO

Banks and auditors want the open FX book in stress and in the notes. “We have a natural hedge” is unmeasurable without a limit.

How it is calculated

Açık pozisyon ≈ döviz varlıklar − döviz yükümlülükler − hedge (para ve vade kırılımlı)

Netting across currencies and tenors misleads. Subtract hedge as economic delta, not as accounting hedge designation.

Variables in the formula

  • Açık: net rate-sensitive amount

How to read it

A long USD and short EUR of equal size still carries cross risk; a single USD net hides it. Tenor splits a 30-day open from a three-year open.

Related calculators

Güven Sayılgan’s writing on this topic

What to learn next

  1. FX Risk
  2. Natural Hedge
  3. Hedging
  4. Currency Exposure
  5. Transaction Risk

Definitions are educational. They are not investment, credit or tax advice.