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3I0-013 · Question #187

3I0-013 Question #187: Real Exam Question with Answer & Explanation

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Question

In FX swaps, the rate of the spot leg:

Options

  • AMay be freely chosen by the quoting party as long as both parties agree on it
  • BMust always be fixed immediately at the current mid rate, to reflect the rate at the time the
  • CShould be fixed immediately within the current spread, to reflect current rates at the time the
  • DShould always be fixed off the current spread in order not to be mistaken for a spot FX

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