A US FI has £125 million assets and £100 million liabilities. a£62,500 per contract$(1.60)/(£) to $(1.50)/(£), what would
the impact on the FI cash position be? f$(1.55)/(£) to
$(1.45)/(£) what would the impact on the FI futures position be? g$(1.55)/(£) to $(1.43)/(£) in (f), what would be the impact on the FI futures position? i