TERMIUM Plus®

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HEDGING POSITION [3 records]

Filter results by subject field Alphabetical list of terms

Filter results by subject field

Alphabetical list of terms

Record 1 2010-02-18

English

Subject field(s)
  • Stock Exchange
  • Investment
CONT

... there is a strong correlation between the yield on 91-day T-bills and bankers’ acceptances(BAs). This makes hedging one security with the other a viable strategy. The difference between these two yields is known as the basis. By hedging BAs with T-bill options one must assume the basis risk(that is, the spread between the two yields may move for or against any given position).

French

Domaine(s)
  • Bourse
  • Investissements et placements
DEF

Risque lié à la différence de sensibilité aux fluctuations de marché entre deux instruments financiers ou entre un instrument de couverture et l'élément couvert.

CONT

[...] il y a une très forte corrélation entre le rendement des bons du Trésor à 91 jours et les acceptations bancaires. Ceci rend possible l'utilisation des options pour protéger l'émission d'acceptations. La différence entre ces deux taux se nomme la base. En protégeant des acceptations avec des options sur bons du Trésor, l'investisseur doit assumer le risque de base, c'est-à-dire la possibilité que l'écart entre les deux taux s'agrandisse ou se rétrécisse.

Spanish

Campo(s) temático(s)
  • Bolsa de valores
  • Inversiones
Save record 1

Record 2 1988-08-12

English

Subject field(s)
  • Investment
  • Stock Exchange
  • Currency and Foreign Exchange
CONT

Delta hedging : a method option writers use to hedge risk exposure of written options by purchase or sale of the underlying asset in proportion to the delta.... A delta-neutral position is established when the writer strictly delta-hedges so as to leave the combined financial position in options and underlying instruments unaffected by small changes in the price of the underlying.

Key term(s)
  • delta neutral

French

Domaine(s)
  • Investissements et placements
  • Bourse
  • Politique monétaire et marché des changes
OBS

gestion en/à delta neutre : Méthode de gestion d'un portefeuille d'options qui consiste à conserver un delta total égal à zéro au moyen d'interventions sur le marché des changes ou sur celui des options. Une position (un portefeuille) neutre en delta est inférieur à de petites variations du cours de l'actif sous-jacent.

Spanish

Save record 2

Record 3 1976-06-19

English

Subject field(s)
  • Stock Exchange

French

Domaine(s)
  • Bourse

Spanish

Save record 3

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