currency futures (converting the rates)

hello sir,

sd24 northway, in this question, (futures are quoted in home currency, and spot is quoted in home currency as well ) when finding the basis risk we use these,

mj14 CMC, spot is given in foreign currency, futures are given in foreign currency, we use these for basis risk,

mj16 Lirio, futures are quoted in foreign currency, spot is quoted in HOME currency, so we change the spot to foreign and then use both foreign currency figures to find the basis risk

mj20 boullin, future is given in foreign currency, spot in home, hence we change the spot to foreign,

sd18 Washi, both spot and futures are given in home currency, we use these for basis risk calculation,

this is the pattern i’ve noticed,
if both are in the same base (foreign/home base) we use them as they are, but if spot is quoted in home, we change it to foreign.

question #1 , is this usually the pattern or is there another logic behind it and it’s a coincidence in these five questions above that it happens this way? if this isn’t how it always works, then what else is there?

question#2, if this is correct, then let’s assume (since i havent yet founda question with this specific possibility) futures are quoted in home, and spot in foreign currency, which one will we change {since when futures are quoted in foreign and spot in home, we change Spot, what happens if its reverse}

and i am sorry if you already explained these in your lectures, i did go through them about a month or so ago (and i follow your step by step technique,) but i didn’t question practice enough after that to notice this little detail, with exams just around the corner, i can’t find time with my job to watch or rewatch any lectures for smaller confusions