The sale of a futures or options contract to protect against the possibility...
Operation aimed to reduce the risk of decline in the price of a security or commodity (e.g. a company can short hedge the by taking a short position on a futures contract: if the price goes down the loss from the selling of the asset is off set by the profit made on the futures contract).
Selling futures contracts to protect against possible declining prices of commodities. Opposite of Long Hedge.
The sale of a futures contract to protect against the possibility a decline in the price of securities or commodities that will be sold in the future. One example is selling short against the box.
The selling of a contract in anticipation of a subsequent cash market sale, and to protect against the possible decline in prices of commodities.
a position whereby a derivative is sold to protect against a long actual position
A transaction that protects the value of an asset held by taking a short position in a futures contract.
The sale of futures contracts to eliminate or lessen the possible decline in value of an approximately equal amount of the actual financial instrument or physical commodity. Related: Long hedge.
The sale of a futures contract in anticipation of a later cash market sale. Used to eliminate or lessen the possible decline in value of ownership of an approximately equal amount of the cash financial instrument or physical commodity. (See hedge, long hedge.)
Selling futures to protect against possible decreasing prices of an underlying cash market. See also Hedging.
When a hedger has a long cash position (is holding an inventory or growing a crop) he enters a short hedge by selling a futures contract. A sell or short hedge is also known as a substitute sale.
Selling futures contracts to protect against possible declining prices of commodities that will be sold in the future. At the time the cash commodities are sold, the open futures position is closed by purchasing an equal number and type of futures contracts as those that were initially sold.
Sale of futures to lessen loss of actual asset.
The sale of a futures contract to hedge a market position, i.e. to eliminate or decrease the risk of a decline in the value of an asset (securities, commodities, foreign exchange etc.), or to anticipate a borrowing need. Opposite: Long hedge. Français: Vendre à terme Español: Cobertura con posición corta, cobertura corta
A transaction which involves the sale of a futures contract which is used to hedge long cash market position. Such a transaction seeks to ensure that any decrease in the cash price on the subsequent cash market sale is offset by a profit on the futures position. Sometimes described as a Producer’s Hedge.
Hedging by selling a futures ( forward) contract (see also Long hedge).
See Selling Hedge.
Selling futures contracts to protect against possible declining prices of commodities. See also Hedging.
softs spot commodity