沪深300股指期货套期保值分析

Analysis on Hedging Shanghai-Shenzhen 300 Stock Index Futures

套期保值策略是沪深300股指期货最基本的交易策略,利用该策略可以规避系统性风险。正确实施该策略需要遵循一定的步骤:首先进行套期保值必要性分析,确定套期保值的种类,选择相应的期货合约,确定套期保值率和买卖合约的数量,然后适时入场建仓,并时时监控仓位,最后配合现货市场操作在期货市场对冲平仓离场。在该策略实施的过程中,投资者和期货合约方面都存在着潜在的障碍,所以应该对投资者进行培养,加大机构投资者的比重,加强金融监管、完善套期保值策略相关理论等。

Hedging is the basic transaction of Shanghai - Shenzhen 300 Stock Index Futures. It can avoid the sys- then it sets position in Shanghai Financial Futures Exchange, spies the position, and finally closes position. In the process, there are potential obstacles in the investors and the contracts. So investors must be trained, and the property of organizational investors should increase, theory must be improved. and financial supervision should be highlighted, and related