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ACI3I0-008
ACI DEALING CERTIFICATE
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Question 1
How may USD would you have to ivest at 3.5% to be repaid USD125 millio (pricipal plus iterest) i
30 days?
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A. USD 124,641,442.43
B. USD 124,636,476.94
C. USD 124,635,416.67
D. USD 123,915,737.30
Aoswern B
Question 2
What is the day cout/aual basis coveo for euroye deposits?
A. Actual/365
B. Actual/360
C. Actual/actualD. 30E/360
Aoswern B
Question 3
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Todays date is Thursday 12th December. What is the spot value date? Assume o bak holidays.
A. 14th December
B. 15th December
C. 16th December
D. 17th December
Aoswern C
Question 4
EURIBOR is the:
A. Daily in of EUR iterbak deposit rates i the Europea market
B. Daily in of EUR iterbak deposit rates i the Lodo market
C. Aother ame for EUR EIBOR
D. The ECBs ocial repo rate
Aoswern A
Question 5
Which of the followin rates represets the hinhest ivestmet yield i the euromarket?
A. Semi-aual bod yield of 3.75 %
B. Aual bod yield of 3.75 %
C. Semi-aual moey market yield of 3.75 %
D. Aual moey market rate of 3.75 %
Aoswern C
Question 6
Which of the followin are trasferable istrumets?
A. Eurocercate of deposit
B. US Treasury bill
C. CP
D. All of the above
Aoswern D
Question 7
Which of the followin is always a secured istrumet?
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A. ECP
B. Repo
C. Iterbak deposit
D. CD
Aoswern B
Question 8
Which of the followin is somemes called two-ame paper?
A. ECP
B. BA or bak bill
C. Treasury bill
D. CD
Aoswern B
Question 9
What usually happes to the collateral i a tri-party repo?
A. It is put at the disposal of the buyer
B. It is held by the seller i the ame of the buyer
C. It is held by the t-party anet i the ame of the buyer
D. It is froze i the sellers accout with the tri-paty anet
Aoswern C
Question 10
Which type of repo is the least risky for the buyer?
A. Delivery repo
B. HlC repo
C. Tri-party repo
D. There is o real dierece
Aoswern A
Question 11
A customer nives you GBP 25 millio at 6.625% same day for 7 days. Throunh a broker, you place the
fuds with a bak for the same period at 6.6875%. Brokerane is charned at 2 basis poits per aum.
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What is the et prot or loss o the deal?
A. Prot of GBP 299.66
B. Prot of GBP 203.77
C. Loss of GBP 299.66
D. Loss of GBP 203.77
Aoswern B
Question 12
What are the secodary market proceeds of a CD with a face value of EUR 5 millio ad a coupo of 3%
that was issued at par for 182 days ad is ow tradin at 3% but with oly 7 days remaiin to maturity?
A. EUR 4,997,085.03
B. EUR 5,000,000.00
C. EUR 5,071,086.45D. EUR 5,072,874.16
Aoswern D
Question 13
A CD with a face value of USD50 millio ad a coupo of 4.50% was issued at par for 90 days ad is ow
tradin at 4.50% with 30 days remaiin to maturity. What has bee the capital nai or loss sice issue?
A. +USD 373,599.00
B. +USD 186,099.00C. -USD 1,400.99
D. Nil
Aoswern C
Question 14
The tom/et GC repo rate for Germa novermet bods is quoted to you at 1.75-80%. As collateral,
you sell EUR1O millio omial of the 5.25% bud July 2012, which is worth EUR 11,260,000, with o
iial marni. The Repurchase Price is:
A. EUR 10,000,500.00
B. EUR 10,000,486.11
C. EUR 11,260,563.00
D. EUR 11,260,547.36
Aoswern C
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Question 15
The oe-moth (31-day) GC repo rate for Frech novermet bods is quoted to you at 3.75- 80%. As
collateral, you are oered EUR25 millio omial of the 5.5% OAT April 2006, which is worth EUR
28,137,500. If you impose a iial marni of 1%, the Repurchase Price is:
A. EUR 27,947,276.43
B. EUR 27,946,077.08
C. EUR 27,950,071.43
D. EUR 27,948,871.97
Aoswern D
Question 16
If EUR/USD is quoted to you as 1.1050-53, does this price represet?
A. The umber of EUP per USD
B. The umber of USD per EUR
C. Depeds o whether the price is bein quoted i Europe or the US
D. Depeds o whether the price is bein quoted iterbak or to a customer
Aoswern B
Question 17
How much is a bin nure worth per millio of base currecy it EUR/GBP is 0.6990?
A. GBP 10,000
B. EUR 10,000
C. GBP 6,990
D. EUR 6,990
Aoswern A
Question 18
What is the iceve for market-makin?
A. Bid/oer spread
B. Flow iformao
C. Relaoships
D. All of the above
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Aoswern D
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