aci dealing certificate version: 7.0
Question No. 1
The tom/next GC repo rate for German government bonds is quoted to you at 1.75-80%. As
collateral, you sell EUR 10,000,000.00 million nominal of the 5.25% Bund July 2012, which is
worth EUR 11,260,000.00. If you have to give an initial margin of 2%, the Repurchase Price is:
Choose the correct option from the given list.
01 / 740