• Australian (ASX) Stock Market Forum

Hello and welcome to Aussie Stock Forums!

To gain full access you must register. Registration is free and takes only a few seconds to complete.

Already a member? Log in here.

Using futures to hedge my portfolio

Discussion in 'ASX Stock Chat' started by cypresswang, May 24, 2011.

  1. cypresswang

    cypresswang

    Posts:
    5
    Likes Received:
    0
    Joined:
    May 23, 2011
    Hi Folks.I'm thinking to use SPI200 to hedge my portfolio,but I'm not 100% sure how should i do it.I have already calculated the hedge ratio which tells me to long 75 SPI200 contracts.should i hold these contracts until maturity or should I change my position on them based on everyday changes.
     
  2. skc

    skc Goldmember

    Posts:
    8,277
    Likes Received:
    303
    Joined:
    Aug 12, 2008
    Re: how to use futures to hedge my protfolio

    Long 75 SPI 200??

    Each SPI is 4600 x $25 so long 75 SPI 200 = $8.625m.

    And I hope you mean short...:banghead:
     
  3. cypresswang

    cypresswang

    Posts:
    5
    Likes Received:
    0
    Joined:
    May 23, 2011
    Re: how to use futures to hedge my protfolio

    YES!!you are right.it was short.
     
Loading...

Share This Page