ACI 3I0-012 Question Answer
You have borrowed at 3-month LIBOR+50. LIBOR for the loan will be re-fixed in exactly one month. The market is quoting:
1x3 USD FRA 0.42-45%
1x4 USD FRA 0.54-58%
1x5 USD FRA 0.57-62%
To hedge the next LIBOR fixing, you should:
ACI 3I0-012 Summary
- Vendor: ACI
- Product: 3I0-012
- Update on: Aug 18, 2025
- Questions: 740