WinORS
e-AI
Price Sensitivity Hedge Calculator
Inputs
INFORMATION ON SPOT INSTRUMENT
Duration for the Spot Instrument:
Value of the Spot Instrument:
$
Yield of the Spot Instrument:
%
INFORMATION ON FUTURES
Duration for the Futures Instrument:
Invoice Value of the Futures Contract:
$
Yield of the Futures Instrument:
%
Results
Number of Futures Contract:
