depending upon a hedger's cash market situation, the hedger would either buy or sell futures as the first position.
套期保值者根据自己在现货市场的处境,可通过买进或卖出期货合约来建立第一个期货市场头寸。
when the longest holding period of futures contracts is shorter than the hedging period, the hedger has to use two or more futures contracts overlap to hedging for the spot.
解决了因为很难找到与现货价格相关性强的期货品种,而无法有效进行套期保值的问题。
the method can be used to transfer market risks and expose the stock package of the hedger and partial profit related to market to the market risk.
采用这种对沖方法,可转移市场风险,仅使对沖者股票组合与市场有关的部分收益暴露于市场风险当中。
the research of the hedge model is essential for the hedger and is a key issue of futures markets.
套期保值模型的研究不仅是众多套期保值厂商关注的重要问题,也是期货价格理论的核心问题之一。
then, at a later date, before the futures hedger would take a second position.