For hedging through forward trading, it is necessary to pay attention to the consistency between the transaction target and the hedging target, the consistency between the transaction quantity and the hedging target quantity, and the consistency between the transaction period and the acquisition date of the target.

Hedging is to buy (or sell) the futures contract of the same commodity in the opposite direction to the spot market in the futures market, and then no matter how the price of the spot supply market fluctuates.

In the end, you can make profits at the same time in a market, and the losses and profits are roughly the same, thus avoiding risks. After all, it is a way of trading.

Extended data:

For example, the spot exchange rate of RMB against the US dollar is 8 yuan, and the three-month forward exchange rate is 8 yuan. The company expects to receive $654.38 million at the end of the third month.

In order to ensure that $6,543,800+will not suffer losses due to exchange rate changes, the company can sell $6,543,800+at a three-month forward exchange rate of 8.25 yuan in the forward foreign exchange market. By the end of the three-month period, on the one hand, the company received the expected $6.5438+0 million; On the other hand, the company delivered the contract in 8 yuan at the original selling exchange rate, and obtained RMB 8.25 million (excluding the handling fee).