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Microlesson · 5-min read

AS 11 – Forward Exchange Contracts: Hedging

## Forward Exchange Contracts – Entered for Hedging

A forward exchange contract is an agreement to buy or sell a specified amount of foreign currency at a rate fixed today, for delivery at a future date.

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### When is it a Hedging Contract?

When the contract is entered to manage exchange risk on an existing / anticipated transaction:

  • You import goods on credit and simultaneously enter a forward contract to buy the foreign currency at a locked-in rate.
  • This protects you from adverse exchange rate movements.

---

### Accounting Treatment

Compare: Forward Rate (rate locked in the contract) vs Spot Rate (today's rate)

  • Forward Rate > Spot RatePremium (cost of hedging; it is a loss)
  • Forward Rate < Spot RateDiscount (gain from hedging)

Key Rule:

> The premium or discount at the inception of the forward contract is amortised (spread equally) over the life of the contract and charged/credited to P&L each period.

At each Balance Sheet date / period end, the exchange difference on the underlying transaction is also recognised in P&L as usual.

---

### Journal Entry Pattern

Each period (amortisation of premium/discount):

```

If Premium (loss):

Dr Exchange Loss (P&L)

Cr Forward Contract Liability A/c

If Discount (gain):

Dr Forward Contract Asset A/c

Cr Exchange Gain (P&L)

```

Worked example

### Example 1

Illus 4 CDR – Hedging Contract

Details:

  • Forward Rate (rate fixed in contract) = ₹49.15/$
  • Spot Rate on contract date = ₹48.85/$
  • Premium = 49.15 − 48.85 = ₹0.30 per $
  • Contract Amount = $1,00,000
  • Total Premium (loss/cost of hedging) = 1,00,000 × 0.30 = ₹30,000
  • Contract Period = 3 months

Amortisation per month = 30,000 ÷ 3 = ₹10,000 loss per month

Each month:

```

Dr Exchange Loss (P&L) 10,000

Cr Forward Contract A/c 10,000

```

Over 3 months, ₹30,000 total premium is charged to P&L in equal instalments.

### Example 2

Extra Example – Hedging a PPE Purchase

On 01.03.Y1: PPE purchased for $15,000; spot rate = ₹45/$

  • Recorded at: 15,000 × 45 = ₹6,75,000
  • Payment due after 3 months; forward contract entered to buy $ at ₹47/$.

Forward Rate = ₹47; Spot Rate = ₹45

Premium per $ = 47 − 45 = ₹2; Total Premium = 15,000 × 2 = ₹30,000 (loss)

Contract period = 3 months → Amortise ₹10,000 loss per month.

```

31.03.Y1 (1 month): Dr Exchange Loss 10,000

Cr Forward Contract 10,000

30.04.Y1 (2 months): Dr Exchange Loss 10,000

Cr Forward Contract 10,000

31.05.Y1 (3 months – payment): Dr Exchange Loss 10,000

Cr Forward Contract 10,000

On payment:

Dr Creditors A/c 6,75,000

Cr Bank A/c 7,05,000 (15,000 × ₹47 forward rate)

Cr Exchange Gain (P&L) [if spot moved favourably]

```

Note: PPE remains at ₹6,75,000 (original rate). The premium is expensed separately.

⚠️ Common exam mistakes

  • Booking the entire premium as a loss on the contract date instead of amortising it over the contract period.
  • Confusing the forward contract premium/discount treatment (amortised) with speculative contracts (profit/loss on sale date) – the treatment is fundamentally different.
  • Adjusting the cost of the hedged asset with the forward contract premium – the premium is expensed to P&L, not capitalised.
  • Not recording the exchange difference on the underlying monetary item (creditor/receivable) separately from the forward contract amortisation.
Bare-Act text Para 36 · AS 11 – The Effects of Changes in Foreign Exchange Rates · click to expand
The premium or discount arising at the inception of a forward exchange contract is amortised as expense or income over the life of the contract. Exchange differences on such a contract are recognised in the statement of profit and loss in the reporting period in which the exchange rates change.
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