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A. Spot GBPIUSD is quoted at 1.6120/25, and six-month forward swaps are 27/26. At what forward outright rate can a price taker buy GBP value spot against 6 months?

B. You hold a long EURI0MM vs USD position@ 1.3500. IfMarked-to-market @ 1.3470. State unrealized EUR P&L;

C. What is the true yield on a new issue 180 day US T-bill with a discount price of 1.50?

D. With a 90-day US interest rate @0.45% and a I80-day US interest rate @1.35%, what is the I40-day US interest rate using straight line interpolation?

E. In the debt capital markets bond origination process, what is the significance ofthe distribution of the "Red Herring?"

F. A treasurer buys a 3-month Euro Dollar futures contract to hedge a 2 year note. Identify the significant risk due to tenor mismatch.

G. Describe two significant risk differences in hedging with a future contract vs OTC forward.

H. A client concerned that US rates will rise imminently holds a $IBN underlying exposure. The three month Eurodollar contract is currently quoted 99.25. What is the current implied rate and what interest rate risk mitigation do you recommend against rising market rates given client exposure(specify number of contracts& long/short trade)?

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