NISM Series VIII - Equity Derivatives Exam Series - 13

NISM Series VIII - Equity Derivatives Exam Series - 13

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Q 1. Identify the FALSE statement concerning Impact Cost.

Impact costs are also to be considered while selecting stocks to be included in the index

The impact cost is the same for the seller and the buyer of the stock

Impact costs vary as per the transaction size

The impact cost of a stock is a measure of its liquidity

Q 2. A trader sells a futures contract and the price rises. The trader will _____.

make a loss

make a profit

Q 3. Mr. Harish has purchased 20 call options on the stock by paying a premium of Rs 10 per call (Strike price of Rs. 125). The stock price has closed at Rs. 100 on the exercise date. Based on economic rationale alone, Mr. Harish _________.

Should exercise the option but he should not take delivery of the underlying

Should exercise the option

Shouldn't exercise the option

Should exercise this option as he likes the management of the company

Q 4. The main proof of whether a futures transaction is for speculation or hedging is based on whether there already exists a related commercial position which is exposed to risk of loss due to price movement - State True or False?

TRUE

FALSE

Q 5. The idea and economic rationale of introducing forward contracts is to________.

help arbitrage

help to trade

help to hedge

both 1 and 3

Q 6. If you have bought a futures contract and the price drops, you will _________.

Make a notional profit

Make a notional loss

given information is incomplete to arrive at a conclusion

none of the above

Q 7. If you have a long position in the futures contract, you can square up it by _________.

Buy a call option for that security

Selling the same futures contract

Selling a long month futures contract so that you have more time and can earn more

Buying a put option for that security

Q 8. The MTM (Mark-to-Market) margin is always equal to the Initial margin - True or False?

TRUE

FALSE

Q 9. A short position in the PUT option can be closed out by taking a long position in the same PUT option - State True or False?

FALSE

TRUE

Q 10. Meghna wants to sell 34 contracts of ABC futures at Rs. 2450 (contract multiplier is $50)). The initial margin is 7%. What will be the initial margin to be paid?

Rs. 4165000

Rs. 83300

Rs. 5831

Rs. 291550

Q 11. When an investor instructs his broker to buy a certain number of contracts at or below a specific price, the order is called _________.

Market Order

Arbitrage Order

Spread Order

Limit Order

Q 12. Client A has purchased 10 contracts for the December series and sold 7 contracts for the January series of the NSE Nifty futures. How many lots will get categorized as regular (non-spread) open positions?

3

7

10

17

Q 13. All active members of the Exchange are required to make an initial contribution towards the Trade Guarantee Fund of the Exchange - State True or False?

TRUE

FALSE

Q 14. Of the below options, when will the April index future contract be introduced on NSE?

On the 1st trading day after last Thursday in March

On the 1st trading day after last Friday in March

On the 1st trading day after last Thursday in January

On the 1st trading day after last Friday in January

Q 15. Thursday is usually the last trading day of a futures series. If it's a holiday on this day then which will be the last trading day?

The next working day

The previous working day

The first day of the next month

Two days later

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