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Long hedge

Buying futures to protect against a rise in the price of something you will need to purchase later.

Consumers use it: airlines buying fuel, food processors buying grain, manufacturers buying copper, and utilities buying gas. The futures position fixes the input cost before the physical purchase is made.

Like the short-hedge, it substitutes basis-risk for price risk and it consumes cash when the market moves against the futures leg. Southwest Airlines' long-dated fuel hedges in the 2000s are the textbook success; the same programme produced large mark-to-market losses when crude collapsed in 2008, which is exactly what a working hedge looks like from one side.

Example: an airline needing 2.1 million gallons of jet fuel in six months buys 50 heating-oil contracts (42,000 gallons each) at $2.55 as a cross-hedge. If distillate rises to $3.05, the futures gain $0.50 x 42,000 x 50 = $1.05 million against a higher physical bill.

Related: short-hedge, hedger, cross-hedge, basis-risk, heating-oil

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