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Duration-Based Hedge Ratio

A hedge ratio that is constructed when interest rate futures contracts are used to hedge positions in an interest-dependent asset...

Hedging with Currency Futures

A company may face currency risk especially at times of volatile exchange rates. To mitigate this risk, it could resort...

Hedging Equity Index Swaps with Index Futures

An equity index swap can be hedged, from the perspective of a seller (short), by purchasing index futures. Therefore, if...