TradeTerminal_/glossary/hedging
strategy3 min read7 sections

Hedging

TL;DRUsing futures contracts to reduce or offset risk in an existing position or business exposure. Hedgers are a primary reason futures markets exist.

$what is hedging?

Hedging uses a futures position to reduce risk in an existing exposure. A hedger isn't trying to profit from price movements. They're trying to protect against them.

The classic example: a corn farmer sells futures in spring to lock in a harvest price. If corn drops over summer, futures profits offset the lower crop revenue.

$who uses futures for hedging?

Commodity producers (farmers, miners, oil producers) sell futures to hedge against falling prices. Consumers (airlines, food manufacturers) buy futures to hedge against rising prices.

Portfolio managers sell index futures to hedge equity portfolios. Multinational corporations use currency futures to hedge exchange rate risk.

$hedging for retail traders

Most retail traders are speculators. But understanding hedging explains why futures markets exist and have such high liquidity.

A retail investor with a large stock portfolio might sell ES futures during uncertain periods without selling their stocks. This provides short-term protection while maintaining long-term positions.

A hedge doesn't eliminate risk. It converts price risk to basis risk (the risk that the hedge doesn't perfectly track the underlying exposure).

$key takeaways

>Hedging uses futures to offset risk, not to profit from price movements.
>Producers sell futures. Consumers buy futures. Both lock in prices.
>Portfolio managers sell index futures to protect stock portfolios.
>Hedging converts price risk to basis risk, not zero risk.
>Hedgers provide the fundamental demand that makes futures markets liquid.

$real-world examples

Airline hedging fuel

An airline needs 10 million gallons of fuel next quarter. Current price: $2.50/gallon.

They buy crude oil futures as a proxy. If oil rises 10%, higher fuel costs are partially offset by futures profits. The net result is a more predictable budget.

Portfolio hedge

You hold $500,000 in stocks and want protection against a 10% decline.

Short 2 ES contracts (~$520K notional). If the market drops 10%, your portfolio loses ~$50K but the short ES gains ~$52K. Imperfect if your stocks don't track the S&P exactly.

!common mistakes

BAD

Over-hedging (more notional than your actual exposure)

FIX

Hedging $500K of stocks with $1M of futures turns a hedge into a speculative short.

BAD

Assuming a hedge is perfect

FIX

Basis risk means your hedge won't match perfectly. A wheat farmer still has quality and timing differences.

BAD

Forgetting to remove the hedge when the risk passes

FIX

Holding a hedge longer than necessary means paying opportunity cost if the market rises.

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