Quant interview prep guides

Basis Risk Commodities Interview Guide

Basis risk commodities interview guide covering spot versus futures, location, quality, timing, hedge mismatch, and examples.

Candidates hedging physical or regional commodity exposure.

Basis risk is hedge mismatch risk

Basis risk appears when the hedging instrument does not perfectly match the physical exposure by location, quality, timing, or delivery terms.

Commodity basis can be local

Transportation constraints, storage, local supply-demand, product quality, and delivery points can create differences from benchmark futures.

Concrete example

A gas producer hedging local production with Henry Hub futures still faces regional basis if local prices diverge from the benchmark.

Measure hedge effectiveness

Compare historical basis behavior, stress periods, contract timing, liquidity, and operational constraints before assuming a hedge works.

Common mistakes

Candidates often say futures hedge price risk completely. Futures can reduce benchmark exposure while leaving local basis risk.

Practice the pattern

Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.