All charts are prepared as local ccy vs. USD (or EUR) spreads, which means that the higher levels the better for FX hedges seen from Nordic soil. The quant-pack will help you monitor how to roll your hedges of foreign assets in the cheapest possible way. Either short or long on the curve and whether to use xCcy or forwards. Enjoy. EUR vs. USD The best roll is seen on a 3-6 FX forward with roughly 78 bps of negative carry. The FX forward also looks preferable to xCcy basis. SEK vs. USD The best roll is seen on a 9 month FX forward with roughly 32 bps of negative carry. A 5yr xCcy basis looks attractive compared to ... (full story)