Lock-in rate

Dear Sir,
first of all thank you very much for your lecture and videos, they are very useful.
I have a question about the lock-in rate which is not so clear. i thought that i had understood it but now, doing some exercises i have realized that i am a bit confused.
I have seen that in a lot of questions we have to use the lock in rate because we do not have the spot rate at the date in which we have to pay or receive money.

for example
we are in euro and we receive 20m USD in 4 months (now it is the 1st of June)
spot rate USD/euro 1.3588-1.3623

future contract (contract size 125,000)
– 2 months 1.3633
– 5 months 1.3698
we calculate the lock-in rate because we do not have the spot rate on 1st of October. The lock in future rate is 1.3682
calculated as current future rate +unexpired basis

then we do
20m/1.3682= 14,617,746 euro. is this the amount of 20m usd converted in euro on 1st of October +/- gain or loss on futures? is my understanding correct?

the solution also propose another way
1,3698-(1/3*(1.3698-1.3633))=1.3676. it is the same as the lock in rate but the difference is mainly rouding?

then we calculate the number of contracts. in our case they are 117 and this is fine.
14,617,746/125,000= 116.9

but, if the number of contracts was 116.5, what should we do?

we should hedge 116 contracts with futures and the difference with forward?
Is this calculation correct? (if the number of contracts was 116.5)
we do 116*125,000*1.3682=19,997,875 USD amount hedged with futures
so with future we will receive
19,997,875/1.3682=14,616,193 EURO
amount not hedged 20m-19.9,997,875 = amount to hedge with forward

Hope my question is clear and thanks a lot for your help
Regards
Marco