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3I0-012 · Question #502

A payer's 3-month USD LIBOR swap with a remaining term of five years must be reported as:

The correct answer is A. a five-year liability and a three-month asset. See the full explanation below for the reasoning.

Question

A payer's 3-month USD LIBOR swap with a remaining term of five years must be reported as:

Options

  • Aa five-year liability and a three-month asset
  • Ba five-year asset and a three-month liability
  • Ca five-year asset only
  • Da three-month liability only

How the community answered

(43 responses)
  • A
    74% (32)
  • B
    7% (3)
  • C
    16% (7)
  • D
    2% (1)

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