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Microlesson · 5-min read

AS 11 – Forward Exchange Contracts: Speculation / Trading

## Forward Exchange Contracts – Entered for Speculation / Trading

When a forward exchange contract is entered not to hedge a specific transaction but to profit from exchange rate movements, it is a speculative / trading contract.

---

### Accounting Treatment

For speculative contracts, no premium/discount amortisation is done.

Instead:

  • Profit or Loss is computed by comparing:
  • Contract Rate (Forward Rate) – the rate at which the contract was entered
  • Sale Rate – the rate at which the contract is sold / closed out

Formula:

```

Profit / Loss = (Sale Rate − Contract Rate) × Contract Amount

```

  • Profit (Sale Rate > Contract Rate for a buy contract) → Cr P&L
  • Loss (Sale Rate < Contract Rate for a buy contract) → Dr P&L

Timing: Profit/Loss is recognised on the date the contract is sold/closed, NOT spread over the contract period.

---

### Journal Entry

```

On closing/selling the speculative contract:

If Profit:

Dr Bank / Forward Contract A/c

Cr Exchange Gain (P&L)

If Loss:

Dr Exchange Loss (P&L)

Cr Bank / Forward Contract A/c

```

Worked example

### Example 1

Illus 5 CDR – Speculative Forward Contract

Details:

  • Contract Rate (forward rate at inception) = ₹47.10/$
  • Sale Rate (when contract is sold) = ₹55.10/$ (approximately)
  • Contract Amount = $1,00,000
  • Profit = (55.10 − 47.10) × 1,00,000 = ₹8,00,000

Timeline: Contract taken on 1st Dec; contract sold on 31st Jan (at year-end, value may be re-measured but profit booked on sale date).

```

31.01 (date of sale):

Dr Bank A/c 8,00,000

Cr Exchange Gain (P&L) 8,00,000

```

Note: The entire profit is booked on 31.01 (date of closing), not spread over Dec–Jan.

### Example 2

Extra Example – Speculative Contract Resulting in Loss

A Ltd entered a forward contract to buy $15,000 at ₹46/$ (contract rate) when the spot rate was ₹45/$.

After 2 months, the contract was sold at ₹44.50/$.

  • Contract Rate = ₹46 (buying $ at this rate)
  • Sale Rate = ₹44.50 (contract sold; $ now worth only ₹44.50)
  • Loss per $ = 46.00 − 44.50 = ₹1.50
  • Total Loss = 15,000 × 1.50 = ₹22,500

Book on the date the contract is sold (after 2 months):

```

Dr Exchange Loss (P&L) 22,500

Cr Forward Contract A/c 22,500

```

Note: No amortisation during the 2-month holding period since this is speculative.

⚠️ Common exam mistakes

  • Amortising the premium/discount on a speculative contract – that treatment is ONLY for hedging contracts.
  • Comparing forward rate with spot rate (as in hedging) instead of comparing contract rate with sale rate (as in speculation).
  • Spreading the speculative profit/loss over the contract period instead of recognising the entire amount on the date of closing the contract.
  • Confusing whether the contract is to BUY or SELL foreign currency when computing gain or loss – a rise in rate is a gain for a buy contract but a loss for a sell contract.
Bare-Act text Para 37 · AS 11 – The Effects of Changes in Foreign Exchange Rates · click to expand
In respect of forward exchange contracts entered into for trading or speculation purposes, the premium or discount on such contracts is not recognised separately; instead, the profit or loss on such contracts is recognised in the reporting period in which the exchange rates change.
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