3I0-012 Exam Dumps - ACI Dealing Certificate
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In the unforeseen event that a particular maturity date is declared a public holiday, what is standard market practice for spot FX?
The one-month (31-day) GC repo rate for French government bonds is quoted to you at 3.75- 80%. As collateral, you are offered EUR 25,000,000.00 nominal of the 5.5% OAT April 2015, which is worth EUR 28,137,500.00. If you impose an initial margin of 1%, the Repurchase Price is:
If a dealer needs to hedge an over-lent 3x6 position against 1MM dates for which the FRA is quoted 1.30-1.34% and futures at 98.64, which would be cheapest for him (ignoring margin costs on futures positions) to cover his gap?
In the deposit broker market, which one of the following is not a valid reason for the proposed borrower to decline the lenders name?
From the following CAD rates:
1M (31-day) CAD deposit 0.95%
1x2 CAD (30-day) FRA 1.21%
2x3 CAD (31-day) FRA 2.01%
Calculate the 3-month implied cash rate.
What should a dealer say to express his commitment to putting an additional bid or offer at a current bid or offer price already quoted by his broker?