利用交叉套期保值防范价格风险

On Guarding against Price Risks through the Use of Cross Hedging

在目前我国期货市场交易品种有限的情况下,一方面,期货市场应加快推出新品种的进程以满足众多企业的套期保值需求,另一方面,广大企业应当积极利用交叉套期保值,并采用实例分析,确定风险最小化的最佳套期比。

With a view to limited varieties of futures products on the Chinese futures market, futures market should quicken their launch of new varieties so as to meet the hedging needs of firms. Firms, on their part, should make good use of cross hedging. The paper also identifies the optimal hedge ratio for risk minimization through analysis of concrete examples.