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Hedging with Futures

How producers, consumers and portfolio managers use futures to reduce risk.

WellingtonCDFS Editorial August 3, 2026 1 min read
Hedging with Futures

The Idea

A hedge is a position taken to offset the risk of another position. If a US company will receive €1m in 90 days, it can sell EUR futures now to lock in the exchange rate.

Common Hedgers

  • Airlines hedging jet fuel
  • Farmers hedging crop prices
  • Miners hedging metals
  • Portfolio managers hedging equity risk with index futures

Perfect vs Imperfect Hedge

A perfect hedge fully offsets the underlying risk. In practice, most hedges are imperfect due to timing, contract size and basis risk.

Cost of Hedging

  • Margin required
  • Opportunity cost if the underlying moves favourably
  • Rollover cost as futures expire

Key Takeaways

  • Hedging is about risk management, not profit.
  • It transfers price risk to speculators.
  • All hedgers should model the impact of imperfect matching.