ACI Dealing Certificate v9.0

The major risk to the effectiveness of netting is:

If the value date of a forward USD/JPY transaction is declared a holiday in either New York or Tokyo, the correct value date will be:

When do bank participants have a duty to make absolutely clear whether the prices they are quoting are firm or merely indicative?

How long does the Model Code recommend that tapes and other records of dealers/brokers be kept?

The tom/next GC repo rate for German government bonds is quoted to you at 1.75-80%.
As collateral, you sell EUR 10,000,000.00 nominal of the 5.25% Bund July 2012, which is worth EUR 11,260,000.00, with no initial margin. The Repurchase Price is:

The mid-rate for USD/CHF is 0.9300 and the mid-rate for NZD/USD is 0.8560. What is the mid rate for NZD/CHF?

Which one of the following statements about interest rate movements is true?

The exercise price in an option contract is:

Which one of the following statements correctly describes the increased capital ratios that will come into effect under Basel III?

You have taken 3-month (92 days) deposits of CAD 12,000,000.00 at 1.10% and CAD
6,000,000.00 at 1.04%. Minutes later, you quote 3-month CAD 1.09-14% to another bank.
The other dealer takes the CAD 18,000,000.00 at your quoted price. What is your profit or loss on this deal?

Which of the following is a Eurocurrency deposit?

A 12-month EUR/USD swap is quoted at 41/44. EUR interest rates are expected to fall, with USD interest rates remaining stable.
Assuming no change in the spot rate what effect would you expect on the forward points?

When banks transact FX swaps, the spot price should be determined:

As far as fineness and weight are concerned, what are the London Bullion Market
Association (LBMA) requirements for a good delivery bar?