3I0-012 試験問題を無料オンラインアクセス

The Model Code strongly recommends that intra-day oral deal checks should:

• A.Be the responsibility of the broker.
• B.Be only be conducted after the close of business.
• C.Be conducted out at the end of the morning and afternoon trading sessions.
• D.Be mutually agreed between the bank and the broker or counterparty.

A short USD put/JPY call option:

• A.Gives your counterparty the right but not the obligation to buy USD and sell JPY
• B.Gives you the right but not the obligation to buy USD and sell JPY
• C.Gives your counterparty the right but not the obligation to sell USD and buy JPY
• D.Gives you the right but not the obligation to sell USD and buy JPY

You bought a EUR 8,000,000 6x9 FRA at 4.50%. The settlement rate is 3-month (90-day) EURIBOR, which is fixed at 3.50%. What is the settlement amount at maturity?

• A.You pay EUR 20,000.00
• B.You receive EUR 20,000.00
• C.You pay EUR 19,826.52
• D.You receive EUR 19,826.52

What is the purpose of a short straddle option strategy?

• A.To anticipate very high volatility in the price of the underlying commodity
• B.To anticipate lower volatility in the price of the underlying commodity
• C.To anticipate increasing volatility in the price of the underlying commodity
• D.To anticipate moderately high volatility in the price of the underlying commodity

The "spot basis" of a 2 against 4 months EUR/USD forward/forward swap is:

• A.usually the current spot EUR/USD mid-market rate
• B.commonly the prevailing 4-month forward EUR/USD mid-rate
• C.generally the prevailing 2-month forward EUR/USD mid-rate
• D.always the forward EUR/USD bid rate of the first swap leg