Examples of Hedge Ratio in a sentence
The Trustees have invested the Scheme’s investment portfolio in accordance with a Target Return and Target Hedge Ratio.
Assuming a fixed spot position letrst andrftbe logarithmic returns on the spot and futures series respectively, and β be the Optimal Hedge Ratio (OHR).
Due to the liquidity of the futures contracts purchased, these contracts do not require an investment grade rating.b. Maximum Hedge Ratio.
The Trustees have invested the Plan’s investment portfolio in accordance with a Target Return and Target Hedge Ratio.
An Interest Rate Hedge Ratio a) greater than 2.0 to 1.0 from the Close Date until and including June 30, 2015; and b) greater than 2.5 to 1.0 from and including December 31, 2015 and c) greater than 3.0 to 1.0 from and including January 1, 2016 from and including the maturity date.