[求助]请各位帮助解释一下比率远期合约（ratio forwards）?

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比率远期合约，ratio forwards,是期权合约的一种，但是对其中的原理和规避风险的方式不是很了解，请各位帮忙！在此先谢谢各位了。

[此贴子已经被作者于2006-5-7 23:14:17编辑过]

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关键词：Forwards forward ratio 远期合约 ward 求助 合约 远期 ratio Forwards

有哪位高人给予指点一下好吗？

A Ratio Forward is a foreign exchange contract, which protects you against the risk that the exchange rate is unfavourable to you when compared against a nominated worst-case rate (WCR). It also allows you to benefit from a favourable move in the exchange rate in relation to an agreed proportion of the face value of your contract.

If the spot exchange rate is more favourable to you than the WCR at the expiry time on the expiry date then, you must settle an agreed proportion of the face value at the WCR and the balance can be settled at the more favourable spot exchange rate.

If the spot exchange rate is less favourable to you than the WCR at the expiry date, you are protected at the WCR for the face value.