What is Hedge Ratio in Fx... Details
aik hedge Ratio khuli position ke hedge ki comparative qeemat hai jo ke position ke majmoi size se hai. yeh aik aashariya ya kasar ke tor par zahir kya jata hai aur kisi sarmaya kaari ya trading mein sargaram rehne ke zariye farz kiye jane walay khatray ki numayesh ki miqdaar ko durust karne ke liye istemaal kya jata hai .
hedge Ratio ka formula yeh hai :
hedge ratio = hedge ki qeemat / total position value .
Agriculture Producer hedging hikmat e amli ke baqaida Practitioner hain. misaal ke tor par, gandum ke kashtkaar aam tor par mousmi qeematon ke utaar charhao se wabasta khatraat ko daur karne ke liye future market mein mukhalif position letay hain. gandum ke kashtkaar ke khatray ka hawala dainay ke liye aik hedge Ratio K kuch points k Bary ma baat ki hai
1- crop ki pedawar ka takhmeenah hai ke
# 2 soft red winter ( SRW ) gandum ke
20, 000 bushels hain .
2- 3 SRW future contract ki mukhtasir position ( fi contract 5, 000 bushels katnay ke waqt manfi qeematon se bachao ke liye liya jata hai .
3- # 2 SRW gandum ki murawaja market qeemat naqad market mein bus 3. 000 fi bushel hai, aur mutaliqa future contract ke liye 46 3. 467 fi bushel hai .
4- Crop ki kal qeemat, 000 60, 000 hai .
5- future position ki qeemat, 000 52, 000 hai .
6- hedge ratio £ 52, 000 / £ 60, 000 hai. yeh 13 / 15 ,. 87 ya 87 as ke tor par zahir kya ja sakta hai .
In fact , gandum ke kashtkaar ne khatray ki numayesh ko 13 feesad tak mehdood kar diya hai. barhatay hue season ke douran cash aur future markets ki karkardagi par munhasir hai, 13 / 15 hadge ka ratio ya to bohat bara ya chhota saabit ho sakta hai .
ziyada tar mamlaat mein, hedge ka Ratio 0 se 1 ke pemanay par zahir ki jane wali qader ke tor par mojood hota hai. taham, is soorat mein ke bunyadi asasa ki qader mein utaar charhao ki ghair mamooli degree hoti hai, hedge ka Ratio 100 feesad se tajawaz kar sakta hai .
Hedge Ratio Applications
aggressive hedging*ke tareeqon mein masroof Parties hedge Ratio ko asasa ki karkardagi ka takhmeenah laganay aur behtar bananay ke liye aik rehnuma ke tor par istemaal karti hain. is ke ilawa, shmaryati iqdamaat jaisay correlation coefficient , mayaari deviation alpha aur beta eqdaar ko jame rissk managment plan mein shaamil kya ja sakta hai .
kayi hikmat e amli intehai paicheeda hoti hain, mukhtalif mushtaq aur currency masnoaat mein fa-aal positions ko mila kar mukhtalif khatraat ko mazeed kam kya jata hai. misaal ke tor par, oopar bayan kardah gandum ke kisanon ke saada manzar ko hadge mein ghair mulki currency ki position aur energy derivatives numeral shaamil karkay mazeed badhaya ja sakta hai. asasa ya maqsad se koi farq nahi parta, sanat se mutaliqa market ke pesha war afraad se mushawarat aam tor par qabil amal hedging hikmat e amli tayyar karne ka pehla qadam hai ./)
:o
hedge Ratio ka formula yeh hai :
hedge ratio = hedge ki qeemat / total position value .
Agriculture Producer hedging hikmat e amli ke baqaida Practitioner hain. misaal ke tor par, gandum ke kashtkaar aam tor par mousmi qeematon ke utaar charhao se wabasta khatraat ko daur karne ke liye future market mein mukhalif position letay hain. gandum ke kashtkaar ke khatray ka hawala dainay ke liye aik hedge Ratio K kuch points k Bary ma baat ki hai
1- crop ki pedawar ka takhmeenah hai ke
# 2 soft red winter ( SRW ) gandum ke
20, 000 bushels hain .
2- 3 SRW future contract ki mukhtasir position ( fi contract 5, 000 bushels katnay ke waqt manfi qeematon se bachao ke liye liya jata hai .
3- # 2 SRW gandum ki murawaja market qeemat naqad market mein bus 3. 000 fi bushel hai, aur mutaliqa future contract ke liye 46 3. 467 fi bushel hai .
4- Crop ki kal qeemat, 000 60, 000 hai .
5- future position ki qeemat, 000 52, 000 hai .
6- hedge ratio £ 52, 000 / £ 60, 000 hai. yeh 13 / 15 ,. 87 ya 87 as ke tor par zahir kya ja sakta hai .
In fact , gandum ke kashtkaar ne khatray ki numayesh ko 13 feesad tak mehdood kar diya hai. barhatay hue season ke douran cash aur future markets ki karkardagi par munhasir hai, 13 / 15 hadge ka ratio ya to bohat bara ya chhota saabit ho sakta hai .
ziyada tar mamlaat mein, hedge ka Ratio 0 se 1 ke pemanay par zahir ki jane wali qader ke tor par mojood hota hai. taham, is soorat mein ke bunyadi asasa ki qader mein utaar charhao ki ghair mamooli degree hoti hai, hedge ka Ratio 100 feesad se tajawaz kar sakta hai .
Hedge Ratio Applications
aggressive hedging*ke tareeqon mein masroof Parties hedge Ratio ko asasa ki karkardagi ka takhmeenah laganay aur behtar bananay ke liye aik rehnuma ke tor par istemaal karti hain. is ke ilawa, shmaryati iqdamaat jaisay correlation coefficient , mayaari deviation alpha aur beta eqdaar ko jame rissk managment plan mein shaamil kya ja sakta hai .
kayi hikmat e amli intehai paicheeda hoti hain, mukhtalif mushtaq aur currency masnoaat mein fa-aal positions ko mila kar mukhtalif khatraat ko mazeed kam kya jata hai. misaal ke tor par, oopar bayan kardah gandum ke kisanon ke saada manzar ko hadge mein ghair mulki currency ki position aur energy derivatives numeral shaamil karkay mazeed badhaya ja sakta hai. asasa ya maqsad se koi farq nahi parta, sanat se mutaliqa market ke pesha war afraad se mushawarat aam tor par qabil amal hedging hikmat e amli tayyar karne ka pehla qadam hai ./)
:o
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