A hedging technique that is usually deployed in case two mismatches occur: one between the maturities (maturity mismatch) and another (size mismatch) between the currencies denominating two securities. In an attempt to offset the risk posed by a security against the risk posed by the other, traders and investors encounter a double mismatch in two differently denominated positions. Here, the percentage change (spot price- related) in the currency of one security shall be offset with the percentage change in the future price of the other.