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 Details

Results

Hedge Ratio

Coverage

Unhedged Exposure

Hedge Status:

Formula

Hedge Ratio = Value of Hedge Position / Total Exposure

A ratio of 1.0 means fully hedged. Below 1.0 is under-hedged, above 1.0 is over-hedged.

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