A study on the hedging of the calf and the hegde of live cattle in futures market negotiations at BM&F

• DOI: 10.22533/at.ed.973292227075

• Palavras-chave: futures market, hedge, live cattle, BM&F.

• Keywords: futures market, hedge, live cattle, BM&F.

• Abstract:

  The present study sought to analyze live cattle and calf hedge operations in futures contracts traded on the BM&F from January 2014 to December 2020. From the data and values of trades in contracts traded in this period, taken from the CEPEA/B3, it became possible to carry out some calculations of fundamental Variables for the analysis of the risk inherent to the performance of this type of operations and its effectiveness. It is concluded that hedging operations in futures markets are fundamental for risk management, but these are higher in calf operations compared to similar contracts of the same period for live cattle.

• Número de páginas: 12