Free 3I0-012 Exam Braindumps
3I0-012 ACI Dealing Certificate Questions 116–120 (page: 25)

If spot NZD/CHF is quoted to you as 0.7406-09. How many NZD would you receive in exchange for CHF 5,000,000.00 if you dealt on the price?

You quote the following rates to a customer:

Spot GBP/CHF 1.4535-45
6MGBP/CHF swap 46/41

At what rate do you sell GBP to a customer 6-month outright?

You are paying 5% per annum paid semi-annually and receiving 6-month LIBOR on a USD 10,000,000.00 interest rate swap with exactly two years to maturity. 6-month LIBOR for the next payment date is fixed today at 4.95%. You expect 6-month LIBOR in 6 months to fix at 5.25%, in 12 months at 5.35% and in 18 months at 5.40%. What do you expect the net settlement amounts to be over the next 2 years? Assume 30-day months.

You sold a JPY 500,000,000 1x12 FRA at 0.35%. The settlement rate is 11-month (334-day) JPY LIBOR, which is fixed at 0.4450%.

What is the settlement amount at maturity?

A Eurodollar futures price of 99.685 implies: