Contract U.S. $ equiv. Currency per U.S. $ Size Country Tuesday Monday Tuesday Monday $10.000 Britain (Pound) $1.9600 $1.9400 60.5102 60.5155 1 Month Forward $1.9700 $1.9500 60.5076 60.5128 3 Months Forward $1.9800 $1.9600 60.5051 60.5102 6 Months Forward $1.9900 $1.9700 10.5025 60.5076 12 Months Forward $2.0000 $1.9800 10.5000 10.5051 E 10.000 Euro $1.5600 $1.5400 E 0.6410 E 0.6494 1 Month Forward $1.5700 $1.5500 E 0.6369 E 0.6452 3 Months Forward $1.5800 $1.5600 E 0.6329 E 0.6410 6 Months Forward $1.5900 $1.5700 E 0.6289 E 0.6369 12 Months Forward $1.6000 $1.5800 E 0.6250 E 0.6329 SFr. 10.000 Swiss Franc $0.9200 $0.9000 SFr. 1.0870 SFr. 1.1111 1 Month Forward $0.9400 $0.9200 SFr. 1.0638 SFr. 1.0870 3 Months Forward $0.9600 $0.9400 SFr. 1.0417 SFr. 1.0638 6 Months Forward $0.9800 $0.9600 SFr. 1.0204 SFr. 1.0417 12 Months Forward $1.0000 $0.9800 SFr. 1.0000 SFr. 1.0204 A. Go short 100 12-month pound futures contracts; and long 200 12-month SFr. futures contracts. B. Go long 100 12-month pound futures contracts; and short 200 12-month SFr. futures contracts. C. Go short 100 12-month pound futures contracts; and short 200 12-month SFr. futures contracts. D. Go long 100 12-month pound futures contracts; and long 200 12-month SFr. futures contracts. E. None of the above