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cross hedge

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Financial Dictionary

Cross Hedge

The act of hedging ones position by taking an offsetting position in another good with similar price movements.

Investopedia Commentary

Although the two goods are not identical, they are correlated enough to create a hedged position as long as the prices move in the same direction. A good example is cross hedging a crude oil futures contract with a short position in natural gas. Even though these two products are not identical, their price movements are similar enough to use for hedging purposes.

Related Links

A Beginner's Guide To Hedging
Finding Profit in Pairs
Introduction To Hedge Funds - Part One
Introduction To Hedge Funds - Part Two

See also: Basis Risk, Forward Contract, Future, Hedge

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Financial Dictionary

cross hedge

In futures trading, an offsetting position in a futures contract for an existing position in a related commodity in the cash market. An example would be the sale of a contract on wheat for delivery in two months in order to offset an existing cash position in oats.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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