Fair value hedge of a foreign currency receivable


Problem:

Eximco Corporation (based in Champaign, Illinois) has a number of transactions with companies in the country of Mongagua, where the currency is the Mong. On November 30, 2011, Eximco sold equipment at a price of 500,000 mongs to a Mongaguan customer that will make payments on January 31, 2012. in addition, on November 30, 2011, Eximco purchased raw materials from a Mongaguan supplier at a price of 300,000 mongs; it will make payment on January 31, 2012. To hedge its net exposure in mongs, Eximco entered into a two month forward contract on November 30, 2011, to deliver 200,000 mongs to the foreign currency broker in exchange for 104,000. Eximco property designates its forward contract as a fair value hedge of a foreign currency receivable. The following rates for the mong apply:

Date: Spot Rate: Forward rate (to January 31, 2012)
November 30, 2011 .53 .52
December 31, 2011 .50 .48
January 31, 2012 .49 N/A

Eximco's incremental borrowing rate is 12%. The present value factor for one month at an annual interest rate of 12% (1% per month) is .9901.

Question 1: Prepare all journal entries, including December 31 adjusting entries, to record these transactions and the forward contract.

Question 2: What is the impact on net income in 2011?

Question 3: What is the impact on net income in 2012?

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Finance Basics: Fair value hedge of a foreign currency receivable
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