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3I0-012 Exam Dumps - ACI Dealing Certificate

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Question # 89

What is an outright forward FX transaction?

A.

A spot sale (purchase) and a forward purchase (sale)

B.

A spot sale (purchase) and a forward sale (purchase)

C.

An exchange of currencies on a date beyond spot and at a price fixed today

D.

An exchange of currencies on a date beyond spot

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Question # 90

Which one of the following statements is true?

A.

Brokers should only show the names of banks to counterparties who have prime credit ratings.

B.

Brokers should only show the names of banks to counterparties who provide good liquidity to the brokered market.

C.

Brokers should only show the names of banks to counterparties whom they know well.

D.

Brokers should only show the names of bank counterparties if both sides display a serious intention to transact

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Question # 91

The major risk to the effectiveness of netting is:

A.

Credit risk

B.

Settlement risk

C.

Liquidity risk

D.

Legal risk

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Question # 92

You quote a customer spot AUD/USD at 1.0350-55. The T/N swap is quoted to you at 3/2. The customer asks to buy USD for value tomorrow. What rate should you quote him to break-even against the other rates?

A.

1.0352

B.

1.0353

C.

1.0347

D.

1.0348

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Question # 93

Which of the following rates represents the highest investment yield in the Euromarket?

A.

Semi-annual bond yield of 3.75%

B.

Annual bond yield of 3.75%

C.

Semi-annual money market yield of 3.75%

D.

Annual money market rate of 3.75%

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Question # 94

What is the Overnight Index for EUR?

A.

EURIBOR

B.

EONIA

C.

EUREPO

D.

EURONIA

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Question # 95

What is the amount of the principal plus interest due at maturity on a 1-month (32-day) deposit of USD 50,000,000.00 placed at 0.37%?

A.

EUR 50,015,416.67

B.

EUR 50,016,219.18

C.

EUR 50,016,444.44

D.

EUR 50,016,958.33

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Question # 96

Assuming a flat yield curve in both currencies, when quoting a 1- to 2-month forward FX time option price in a currency pair trading at a discount to a customer:

A.

you would take as bid rate the bid side of the 2-month forward and as offered rate the offered side of the 1-month forward

B.

you would take as bid rate the offered side of the 2-month forward and as offered rate the bid side of the 1-month forward

C.

you would take as bid rate the offered side of the 1-month forward and as offered rate the offered side of the 2-month forward

D.

you would take as bid rate the bid side of the 1-month forward and as offered rate the bid side of the 2-month forward

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