Buying futures to hedge against the sale of a cash commodity. also called buying hedge.
Purchase of futures against the future market price purchase or fixed price forward sale of a cash commodity to protect against price increases.
A transaction which involves the purchase of a futures contract in anticipation of actual purchases in the cash market. Such a transaction seeks to ensure that any increase in the cash price on the subsequent cash market purchase is offset by a profit on the futures position. Sometimes described as a consumer’s hedge or as a price fix hedge.
The purchase of futures contracts for protection against the risk of the interest rate decrease.
A call option bought in anticipation of a drop in interest rates, so as to lock in the present yield on a fixed-income security.
Buying futures contracts to protect against possible increasing prices of commodities. Opposite of Short Hedge.
The purchase of futures contracts to compensate for a rise in the price of a commodity or financial instrument. A long hedge is often used to lock in the yield (or cost) of an anticipated cash market purchase or to "shorten" the maturity of a liability.... read full article
Buyer futures contracts to protect against a possible price increase of cash commodities that will e purchased in the future. At the time the cash commodities are bought, the open futures position is closed by selling an equal number and type of futures contracts as those that were initially purchased. Also referred to as a buying hedge.
The purchase of a futures contract in anticipation of an actual purchase in the cash market. Used by processors or exporters as protection against and advance in the cash price. (See hedge, short hedge.)
A hedger who is short the cash (needs the cash commodity) buys a futures contract to hedge his future needs. By buying a futures contract when he is short the cash, he is entering a long hedge. A long hedge is also known as a substitute purchase or an anticipatory hedge.
a Long futures position to protect against price increase
The purchase of a futures contract(s) in anticipation of actual purchases in the cash market. Used by processors or exporters as protection against an advance in the cash price. Related: hedge, short hedge
An option or futures contract that is bought to protect against an investment risk. For example, if interest rates are expected to decline, a call option will be bought to lock in a fixed income security's present yield. See: Fixed Income Investment; Futures Contract; Hedging; Interest; Options; Risk; Yield
Buying futures contracts to protect against possible increasing prices of commodities. See also Hedging.
The purchase of futures contracts for price protection purposes, as a defensive position against an increase in cash prices, or falling interest rates.
