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Free 3I0-012 Exam Braindumps (page: 31)

Page 30 of 186
PDF with 740 Questions

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?

  1. 1.4494
  2. 1.4499
  3. 1.4504
  4. 1.4586

Answer(s): C



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.

  1. Pay 250.00, receive 1,250.00, receive 1,750.00, receive 2,000.00
  2. Receive 250.00, pay 1,250.00, pay 1,750.00, pay 2,000.00
  3. Pay 2,500.00, receive 12,500.00, receive 17,500.00, receive 20,000.00
  4. Receive 2,500.00, pay 12,500.00, pay 17,500.00, pay 20,000.00

Answer(s): C



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?

  1. You pay JPY 440,694
  2. You receive JPY 440,694
  3. You pay JPY 438,882
  4. You receive JPY 438,882

Answer(s): C



A Eurodollar futures price of 99.685 implies:

  1. A forward-forward rate of 0.685%
  2. A forward-forward rate of 0.315%
  3. Current 3-month LIBOR of 0.6850%
  4. Current 3-month LIBOR of 0.3150%

Answer(s): B






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