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It is July 2017. A mining company has just discovered a small deposit of gold. It will take 6 months to construct the mine. The gold will then be extracted on a more or less continuous basis for 1 year. Futures contracts on gold are available with delivery months every 2 months from August 2017 to December 2018. Each contract is for the delivery of 100 ounces. Discuss how the mining company might use futures markets for hedging.

   It is July 2017. A mining company has just discovered a small deposit of gold. It will take 6 months to construct the mine. The gold will then be extracted on a more or less continuous basis for 1 year. Futures contracts on gold are available with delivery months every 2 months from August 2017 to December 2018. Each contract is for the delivery of 100 ounces. Discuss how the mining company might use futures markets for hedging.
 
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Options, Futures, and Other Derivatives
Options, Futures, and Other Derivatives
John C. Hull 10th Edition
Chapter 2, Problem 25 ↓

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The mine construction will be completed in January 2018 (6 months from July 2017). Gold extraction will then continue for 1 year, from February 2018 to January 2019.  Show more…

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It is July 2017. A mining company has just discovered a small deposit of gold. It will take 6 months to construct the mine. The gold will then be extracted on a more or less continuous basis for 1 year. Futures contracts on gold are available with delivery months every 2 months from August 2017 to December 2018. Each contract is for the delivery of 100 ounces. Discuss how the mining company might use futures markets for hedging.
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