ACI
3I0-012 · Question #90
The two-week repo rate for the 5.25% Bund 2014 is quoted to you at 3.33-38%. You agree to reverse in bonds worth EUR 266,125,000.00 with no initial margin. You would earn repo interest of:
The correct answer is B. EUR 344,632. See the full explanation below for the reasoning.
Question
The two-week repo rate for the 5.25% Bund 2014 is quoted to you at 3.33-38%. You agree to reverse in bonds worth EUR 266,125,000.00 with no initial margin. You would earn repo interest of:
Options
- AEUR 349,806
- BEUR 344,632
- CEUR 319,315
- DEUR 324,110
How the community answered
(54 responses)- A6% (3)
- B72% (39)
- C15% (8)
- D7% (4)
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