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Hedging Strategies

With options among your hedging tools, you have many choices.  The following table shows the choices and the upside and downside of each.


Hedges for forward purchases

Strategy

Description

Upside

Downside

A) Buy fixed forward

 

 

 

B) Buy index forward

Fix the price of energy in a future month

 

 

 

Float the price of energy until delivery month

Eliminates upside price risk and locks in purchase price at an approved level

 

Purchase price will be “at the market”

Market price may be lower at time of delivery

 

 

Market price may be higher at time of delivery

C) Buy fixed forward plus buy put option (or put option spread to reduce net premium)

 

 

  

D) Buy index forward plus buy call option (or call option spread to reduce net premium)

 

E) Buy index forward plus buy call option and sell put option

Fix price in future month, protect against downside price risk

 

 

 

 

 

 

 

Float price until delivery month, protect against upside price risk

 

 

 

 

Float price until delivery month, protect against upside price risk at reduced (or zero) premium

Eliminates upside price risk, locks in purchase price at approved level, and price won’t be “out of the market” by more than the difference in the purchase price less the strike price of the put option

 

Purchase price will be “at the market” but won’t exceed strike price of call option

 

 

 

 

Purchase price will be “at the market”, at strike price of call option, or at strike price of put option

Market price may be lower at delivery, down to strike price of put option with loss in put option premium

 

 

 

 

 

Market price may be higher at delivery, up to strike price of call option with loss in call option premium

 

 

 

Market price may be higher up to strike price of call option or market may be lower than strike price of put option

 

Hedges for forward sales

Strategy

Description

Upside

Downside

A) Sell fixed forward

 

 

 

B) Sell index forward

Fix the price of energy in a future month

 

 

 

Float the price of energy until delivery month

Eliminates downside price risk and locks in sales price at an approved level

 

Sales price will be “at the market”

Market price may be higher at time of delivery

 

 

Market price may be lower at time of delivery

C) Sell fixed forward plus buy call option (or call option spread to reduce net premium)

 

 

  

D) Sell index forward plus buy put option (or put option spread to reduce net premium)

 

E) Sell index forward plus buy put option and sell call option

Fix price in future month, protect against downside price risk

 

 

 

 

 

 

 

Float price until delivery month, protect against upside price risk

 

 

 

 

Float price until delivery month, protect against downside price risk at reduced (or zero) premium

Eliminates downside price risk, locks in sales price at approved level, and price won’t be “out of the market” by more than the difference in the sales price less the strike price of the call option

 

Sales price will be “at the market” but won’t be less than the strike price of put option

 

 

 

 

Sales price will be “at the market”, at strike price of put option, or at strike price of call option

Market price may be higher at delivery, up to strike price of call option with loss in call option premium

 

 

 

 

 

Market price may be lower at delivery, down to strike price of put option with loss in put option premium

 

 

 

Market price may be lower down to strike price of put option or market may be higher than strike price of call option