ACCA technical article-exchange traded foreign exchange derivatives

Imagine it is 10 July. A UK company has a US$6.65m invoice to pay on 26 August. They are concerned that exchange rate fluctuations could increase the £ cost and, hence, seek to effectively fix the £ cost using exchange traded futures. The current spot rate is $/£1.71110.

Research shows that £/$ futures, where the contract size is denominated in £, are available on the CME Europe exchange at the following prices:
September expiry – 1.71035
December expiry – 1.70865

The contract size is £100,000 and the futures are quoted in US$ per £1. Assume Outcome on 26 August:
On 26 August the following was true:
Spot rate – $/£ 1.65770
September futures price – $/£1.65750

I dont understand why its gain on futures market(dollar/pound)

sell – on 10 July
1.71035

Buy back – on 26 August
(1.65750)

if its gain ur actually selling on 10 July -$6650/1.71035= pound 3888
on 26th august $6650/1.65750= pound 4012..please correct me if m wrong.if i want o hedge against a $ payment in the future m selling today @ pound 3888 and buying them @ pound 4012. so effectively m making a loss right ??

as per their calculations gain on futures market is = .05285 (ie 1.71035-1.65750) * 39 contracts * pound 100,000 contract size =206115 dollars