Interest Rate Derivatives Quiz – 1

Which of these is a derivative?

If yield-to-maturity rises, then

The Conversion Factor in physical settlement of bond futures will be

A Trading member of the Exchange can do which of the following?

The Constituent Subsidiary General Ledger (CSGL) Account can be opened by

When the original period of borrowing / lending is less than one year, it is known as

If the Treasury bill futures contract price changes by 500 ticks, the change in value of one futures contract is

One Basis Point is equal to

In India, the minimum and multiple amounts of issue for T bills is

The Clearing Account is used exclusively for

Of the below mentioned four values, which one can be bought or sold for Govt. Bond Futures ?

The underlying for ‘Bond Derivatives’ should be

The underlying for Interest rate futures is

Which of the following is a correct measure of the realized return for a coupon bond ?

is/are secured money market instrument(s).

Fixed-income securities market consists of which of the following markets ?

Which of the following underlying has the largest size of outstanding derivatives globally ?

Calendar spread consists of buying and selling futures on

Current yield is an unsatisfactory measure of return because

Which risk does one face when the changes in prices of spot Treasury Bill and Treasury Bill futures are not same?

The effect of reinvestment risk on a bond is

The contract amount (market lot) for Govt. Bond futures is

Yield to maturity – YTM assumes that term structure of zero rates is

Which of the following is a “risk-free” security?

The maturity of the underlying for Treasury Bill futures in India is

What is Term Structure ?

When securities are delivered short, the auction is conducted on

Amongst the following options, which one is true with respect to ‘CLEARING ACCOUNTS’ ?

The permissible maturity for underlying of Treasury Bill futures in India are

Some months back the 3 month rate was 8% and the 1 year rate was 8.8%. Currently the 3 month rate is 8.4% and the 1 year rate is 8.9%. What is the shift of this term structure called?

Which of these is a derivative?

If yield-to-maturity rises, then

The Conversion Factor in physical settlement of bond futures will be

A Trading member of the Exchange can do which of the following?

The Constituent Subsidiary General Ledger (CSGL) Account can be opened by

When the original period of borrowing / lending is less than one year, it is known as

If the Treasury bill futures contract price changes by 500 ticks, the change in value of one futures contract is

One Basis Point is equal to

In India, the minimum and multiple amounts of issue for T bills is

The Clearing Account is used exclusively for

Of the below mentioned four values, which one can be bought or sold for Govt. Bond Futures ?

The underlying for ‘Bond Derivatives’ should be

The underlying for Interest rate futures is

Which of the following is a correct measure of the realized return for a coupon bond ?

is/are secured money market instrument(s).

Fixed-income securities market consists of which of the following markets ?

Which of the following underlying has the largest size of outstanding derivatives globally ?

Calendar spread consists of buying and selling futures on

Current yield is an unsatisfactory measure of return because

Which risk does one face when the changes in prices of spot Treasury Bill and Treasury Bill futures are not same?

The effect of reinvestment risk on a bond is

The contract amount (market lot) for Govt. Bond futures is

Yield to maturity – YTM assumes that term structure of zero rates is

Which of the following is a “risk-free” security?

The maturity of the underlying for Treasury Bill futures in India is

What is Term Structure ?

When securities are delivered short, the auction is conducted on

Amongst the following options, which one is true with respect to ‘CLEARING ACCOUNTS’ ?

The permissible maturity for underlying of Treasury Bill futures in India are

Some months back the 3 month rate was 8% and the 1 year rate was 8.8%. Currently the 3 month rate is 8.4% and the 1 year rate is 8.9%. What is the shift of this term structure called?