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3I0-012 – ACI Dealing Certificate

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Showing 1–3 of 20 questions

Question 1 (Volume G)

The two-week repo rate br the 5.25% bund 2007 is quoted to you at 3.33-38%. You agree to reverse in bonds worth EUR 266,125,000 with no initial margin. You would earn repo interest ot

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  • ○

    EUR 349,806
  • ○

    EUR 344,632
  • ○

    EUR 319,315
  • ○

    EUR 324,110
Question 2 (Volume E)

You are quoted the following rates:

Spot USD/JPY 97.10-15

3M USD/JPY swap 9/6

Spot USD/CHF 0.9320-23 3M USD/CHF swap 11/8

Where can you sell CHF against JPY 3-month outright?

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  • ○

    104.14
  • ○

    104.21
  • ○

    104.23
  • ○

    104.30
Question 3 (Volume A)

Which of the following is true about interest rate swaps (IRS):

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  • ○

    Both parties know what their future payments will be at the outset of the swap
  • ○

    There is payment of principal at maturity
  • ○

    Payments are always made gross
  • ○

    The fixed rate payer knows what his future payments will be at the outset of the swap