Calculation problems in the formative assessment textbook of international finance in RTVU

Solution: The hedging operation of Japanese yen futures is as follows:

(1) On June 15, the target exchange rate in the spot market is: j115/$+00/$,* * $18/kloc-0.

(2) On September 5th/Kloc-0, we got 2 million yen in payment at the exchange rate of J￥ 120/$/$, * * $ 16666, and bought two yen futures contracts in the futures market at the exchange rate of J 10.

(3) Spot market loss: ($181-$16666) = $1515, futures market profit: ($/kloc-0.

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