ACI 3I0-012 Question Answer
You sold a JPY 500,000,000 1x12 FRA at 0.35%. The settlement rate is 11-month (334-day) JPY LIBOR, which is fixed at 0.4450%.
What is the settlement amount at maturity?
ACI 3I0-012 Summary
- Vendor: ACI
- Product: 3I0-012
- Update on: Aug 18, 2025
- Questions: 740