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金程教育吳老師助教
2018-08-13 10:36
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學(xué)員你好。
基差風(fēng)險(xiǎn)產(chǎn)生原因：①標(biāo)的資產(chǎn)不同②到期時(shí)間不同。
基差=S-F
A short hedge involves a short position in futures contracts. A short hedge is appropriate when the hedger already owns an asset and expects to sell it at some time in the future. (頭寸方向：S-F 基差越大，short hedge position越大)
A long hedge involves a long position in a futures contract. A long hedge is appropriate when a company knows it will have to purchase a certain asset in the future and wants to lock in a price now.(頭寸方向：-S+F 基差越大，long hedge position越小)
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