Catalog / Investment / Hedge Ratio Calculator
Investment · Tool

Hedge Ratio Calculator

Size a hedge position correctly by calculating the proportion of futures contracts needed to offset your portfolio's price risk.

Hedge Position Value
$
Total Exposure
$
Coverage0.00%
Unhedged Exposure$0
Formula: Hedge Ratio = Value of Hedge Position / Total Exposure
Hedge Ratio
0.0000
Updates as you type
PNG · made in your browser, nothing uploaded
Industry use cases
Equity Portfolio Hedging A pension fund manager calculates how many S&P 500 futures contracts are needed to protect a $50M equity portfolio from market downturns.
Commodity Price Protection A grain exporter determines the proportion of wheat futures contracts to hedge against price fluctuations on future crop sales.
Bond Portfolio Risk Management A fixed-income fund manager calculates Treasury futures contracts needed to protect bond portfolio value from interest rate increases.
Energy Producer Hedging An oil production company sizes its crude oil futures position to offset price risk on proven oil reserves.
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