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13****382022-01-11 22:58:04

这道题不是需要对冲利率上升的风险吗,为啥是做short? A German housing corporation needs to hedge against rising interest fatès. It has chosen to use futures on 10-year German government bonds. Which position in the futures should the corporation take, and why? Take a long position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to declining futures prices. Take a long position in the futures because rising interest rates lead to declining futures prices.

回答(1)

Adam2022-01-12 11:49:32

同学你好,是的呀。

主要是因为你选择的是:债券期货。
利率上升,债券价格下跌,从而债券期货价格下跌。如果你是债券期货空头的话,期货价格下跌,盈利。

用期货上的盈利去弥补现货损失,这就是对冲

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