The two-week repo rate br the 5.

ACI 3I0-012 Question Answer

The two-week repo rate br the 5.25% bund 2007 is quoted to you at 3.33-38%. You agree to reverse in bonds worth EUR 266,125,000 with no initial margin. You would earn repo interest ot

EUR 349,806

EUR 344,632

EUR 319,315

EUR 324,110

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The two-week repo rate br the 5.

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