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Future Hedge on Receivables. Suppose it is the middle of February, and Nancy Foods, an American firm, has just contracted to sell frozen chickens to a German firm. Nancy firms will receive 250,000 in the middle of March and is considering hedging the exposure with futures contracts. The contract size of the euro futures is 125,000, so Nancy Foods uses two contracts. Will Nancy foods buy or sell the futures to hedge on receivables, assuming the following exchange rates are observed? Spot rate Future rate February /$=1.24 March /$=1.35 /$=1.23 March