Current location - Trademark Inquiry Complete Network - Futures platform - How to calculate the nominal principal of hedging bear
How to calculate the nominal principal of hedging bear
The number of stock index futures contracts required for hedging = spot quantity ÷ contract value; Stock index futures contract value = futures index × contract multiplier.

Selling hedging of stock index futures refers to a way for investors to sell the corresponding stock index futures contracts for fear of falling target index or stock portfolio price, that is, selling the stock index futures contracts in the futures market first, and then buying and closing positions after falling, so it is also called "short hedging".

Calculation, in mathematical terms, is a kind of thinking process that transforms a single or complex input value into a single or complex result.