the operations of risk coverage (hedge) consist, essentially, in assuming, for a
future time, the opposite position to the one that is assumed in the spot market.
[...] both the industrial that has a debt in foreign currency and buys foreign
exchange contracts in the future market or acquires call options, and the investor
that will receive an amount of money in a given term and buys contracts of index
of values are performing a buy hedge, although their positions in the spot market
in the moment of the operations are different