OPTIONS

Column1 Column2
Scenarios Premium
US$ = 0.9CAD 121329.225
US$ = 1CAD 121329.225
US$ = 1.1CAD 121329.225

Scenarios Premium
US$ = 0.9CAD 105198.75
US$ = 1CAD 105198.75
US$ = 1.1CAD 105198.75

Scenarios Premium
US$ = 0.9CAD 90470.925
US$ = 1CAD 90470.925
US$ = 1.1CAD 90470.925

Scenarios Premium
US$ = 0.9CAD 77847.075
US$ = 1CAD 77847.075
US$ = 1.1CAD 77847.075
UNHEDGED POSITION
Scenarios $7.5mn to CAD cost
US$ = 0.9CAD 6.75
US$ = 1CAD 7.5
US$ = 1.1CAD 8.25

FORWARD CONTRACT
Scenarios $7.5mn to CAD cost
US$ = 0.9CAD 6.75
US$ = 1CAD 7.5
US$ = 1.1CAD 8.25

At Strike Price=0.9350 Column3

$7.5mn in CAD at jan strike price rate(=0.935)(ask) Total Cost
6750000 6871329.225
7012500 7133829.225
7012500 7133829.225

At Strike Price=0.9400
$7.5mn in CAD at jan strike price rate(=0.9400)(ask)Total Cost
6750000 6855198.75
7050000 7155198.75
7050000 7155198.75

At Strike Price=0.9450
$7.5mn in CAD at jan strike price rate(=0.9450)(ask)Total Cost
6750000 6840470.925
7087500 7177970.925
7087500 7177970.925

At Strike Price=0.9500
$7.5mn in CAD at jan strike price rate(=0.9500)(ask)Total Cost
6750000 6827847.075
7125000 7202847.075
7125000 7202847.075
$7.5mn in CAD at cProfit/Loss in CAD mn
7.01325 -0.26325
7.01325 0.48675
7.01325 1.23675

$7.5mn in CAD at 3Profit/Loss in CAD mn

7.012425 -0.262425
7.012425 0.487575
7.012425 1.237575

Column4 Column5 Column6 Column7 Column8

Unhedge Position Profit/Loss in CAD mn
6750000 -121329.225 (The only cost here would be premium because the o
7500000 366170.775
8250000 1116170.775

Unhedge Position Profit/Loss in CAD mn

6750000 -105198.75 (The only cost here would be premium because the o
7500000 344801.25
8250000 1094801.25

Unhedge Position Profit/Loss in CAD mn

6750000 -90470.9249999998 (The only cost here would be premium because the o
7500000 322029.075000001
8250000 1072029.075

Unhedge Position Profit/Loss in CAD mn

6750000 -77847.0750000002 (The only cost here would be premium because the o
7500000 297152.925
8250000 1047152.925
 Column9 Column10 Column11 Column12 Column13 Column14

emium because the option will not be executed)

emium because the option will not be executed)

emium because the option will not be executed)

emium because the option will not be executed)