Nuestro webinar «The Secrets Behind Layered Hedging» te mostrará cómo suavizar la tasa de
cobertura de divisas a lo largo del tiempo y reducir la variabilidad del flujo de caja
Descúbrelo

Glosario

Navegue por el complejo mundo de la administración de divisas con nuestro completo diccionario de términos y definiciones financieras.

Inicio
>
Glosario
>
Optimal Hedge Ratio

Optimal Hedge Ratio

In FX hedging with futures contracts, the optimal hedge ratio is the number of futures contracts required to hedge a given exposure. As an example, a Candadian farmer has signed a contract to sell 800,000 pounds of live cattle to a U.S. supermarket in three months’ time, at USD 1.65/pound. The spot USD-CAD rate is 1.1111. What number of contracts should be used to hedge the resulting CAD 1,466,652 exposure? If contract size is CAD 100,000, then the farmer should buy 14.7 contracts, which is then rounded to 15.