thought you're on your green holidays (that's how the Swiss call their military reserve duty).
I specified the dates during which I will have limited availability, we're not there yet.
Hm, I hoped to bypass the hassle with multiple conversions and transfers. Not only to not loose 3-5% along the whole track, but also for some uncertainties that might show up (withdraw limits, transfer times (had everything between 5 and 26 days from Europe to MtGox), etc.).
Good point about withdraw limits, but barring unforeseen circumstances, you should be able to withdraw the coins over several days. You don't ever need to move fiat into or out of the exchange, so I don't understand your transfer time point.
There are large scale lenders around that give quite high MPRs for deposits to sub-lend the coins
They do it for BTC-denominated loans, not for USD-denominated loans.
and maybe someone is risk-aware and brave enough to take the insurance. Let's see...
It's not about being risk-aware and brave. By taking BTC and agreeing to return their current USD equivalent they are lengthening their BTC position, and presumably it is already as long as they want it. If you want them to lengthen their position they will charge for the service, more or less as much as it would cost you to sell on the exchange.
Plus: taking the loss is not the worst thing to care. Placing a market sell order with that volume immediately triggers some automated trading bots out there to start selling like crazy and induce leveraged price fluctuations. That would be contra-productive at least - we had a relative long period with steady exchange rates around 5 that added quite some confidence in Bitcoins generally.
I am not sure you understand how this works. (And I'm not sure I understand how it works either). Some bots will sell in response to your trade, some will buy. Anyway you are greatly overestimating the effect of 1500 coins, to you it seems like a lot but tens of thousands of coins are traded every day. You are not going to destroy Bitcoin's price stability by doing this.
No, if nobody steps up with an idea how to preserve the fiat equivalent of BTC for a given time at no cost,
Functionally, preserving the fiat equivalent means selling and then buying. There can be other instruments that are equivalent to this but mechanically work differently, but since those markets are underdeveloped they will end up costing more. Mtgox exists precisely to buy and sell and is the largest volume exchange, so if you're worried about the effect this will have on the market, you are not going to find someone on the forum that will handle this volume at a lower cost. Maybe you'll find someone to do this at a similar cost but without some of mtgox's other problems.
I'll manage the risk by myself. That is: stay with Bitcoins and recoup losses out of my private wallet.
Sure, if maintaining a neutral position isn't worth 3% to you then by all means, keep the bitcoins.