Ratio Calculation in Hedge Allocations

Both ratios and premiums can be used to calculate prices.

When a contract delivery line is in a Position that works with a hedge ratio, then the Hedge requirement must be calculated with that ratio and the ratio correction applied.  For all other positions the ratio is set to 1.

By default the hedge quantity and hedge lots are:

HedgeQuantity = Quantity * HedgeRatio

HedgeLots = HedgeQuantity / LotSize

Both amounts are rounded to a whole number. You can edit in the contract the number of lots to use.