ACI 3I0-012 Question Answer
You bought a USD 4,000000 6x9 FRA at 6.75%. The settlement rate is 3-month (90-day) BBA LIBOR, which is fixed at 5.50%. What is the settlement amount at maturity?
ACI 3I0-012 Summary
- Vendor: ACI
- Product: 3I0-012
- Update on: Aug 18, 2025
- Questions: 740