Current location - Trademark Inquiry Complete Network - Futures platform - Urgent! Some people want to buy 50 million shares for three months, but they are afraid that the stock price will rise. Please design a hedging scheme for this person according to the current trading
Urgent! Some people want to buy 50 million shares for three months, but they are afraid that the stock price will rise. Please design a hedging scheme for this person according to the current trading
Urgent! Some people want to buy 50 million shares for three months, but they are afraid that the stock price will rise. Please design a hedging scheme for this person according to the current trading rules of Shanghai and Shenzhen 300 stock index futures. Then buy a three-month futures contract. For example, it's June 10, so buy IF 1009. Now the futures contract is 300 yuan a little bit. Suppose the current price of IF 1009 is 2800 points, then the value of the first-hand contract is 2800 * 300 = 840,000 yuan. To preserve the value of 50 million, the number of lots bought is about 5000/84 = 60.

The required deposit is about 20% of the contract amount, that is, about100000 yuan.