Thursday, February 20, 2014

Optimal number of futures contracts in a cross hedge - futures contracts

If the futures contract moves in lockstep with the spot price of the asset being hedged, the hedge ratio is 1.0; e.g., to hedge 1 million gallons of jet fuel…

Futures Contracts

WTI oil futures remain lower after dismal Philly Fed data
The April contract rallied to $ 103.29 a...
Optimal number of futures contracts in a cross hedge -
futures contracts

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