NISM Series VIII - Equity Derivatives Exam Series - 16

NISM Series VIII - Equity Derivatives Exam Series - 16

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Q 1. The holder of a long position in a PUT option will gain if the price of the underlying asset ______.

Increases

Decreases

Does not change

If the option expires worthless

Q 2. Tick size is _________.

Contract Lot size

Average of the high and low prices

The maximum permitted movement in the price of the contract

The minimum permitted movement in the price of the contract

Q 3. Which of these is an example of a derivative contract?

Treasury Bills of the Government of India

Equity shares of XYZ Ltd

S&P 500 futures

Certificate of Deposit

Q 4. Which of the following problem(s) that exist in the forward contracts are solved by the Futures contracts?

a central agency for monitoring

settlement problems

counterparty risk

all of the above

Q 5. The shorter the time to maturity of the call option, the higher will be the time value - State whether True or False.

TRUE

FALSE

Q 6. In futures contracts, the clearing house/clearing corporation practically becomes the counterparty for all transactions - State True or False?

TRUE

FALSE

Q 7. ________ is an example of a derivative on energy resources.

Silver futures

Copper futures

Natural gas futures

Rubber futures

Q 8. The money and securities which are deposited in a client's account _______.

are considered the client's assets

belong to the brokerage firm

are insured by the government

are used for trading on behalf of the firm

Q 9. When the price of a future contract decreases, the margin account ______ .

of the seller of the futures contract will be credited for the gain

of the buyer of the futures contract will be debited for the loss

Both 1 and 2

None of the above

Q 10. A client has asked for a quarterly settlement of his running account. In this connection, identify the INCORRECT statements. A. The settlement will be done on the first Friday of quarter B. The settlement will be done on the last Friday of quarter C. The settlement will be done on any trading day of the quarter

Both A and B are incorrect

Both B and C are incorrect

Both A and C are incorrect

None of the above

Q 11. Trade Guarantee Fund (TGF) is maintained for :

Protecting the interests of investors

Inculcating confidence in the minds of investors and brokers

Guaranteeing the settlement of trades

All of the above

Q 12. In an Index Futures contract, the tick size is 0.2 of an index point & the index multiple is Rs 50, then ‘a tick’ is valued at_______.

Rs 50

Rs 100

Rs 10

Rs 2.50

Q 13. Beta is the change in option price given a one percentage point change in the risk-free interest rate.

TRUE

FALSE

Q 14. In the derivatives exchange, the net worth requirement for a clearing member is less than that of a non-clearing member - State whether true or false.

TRUE

FALSE

Q 15. Identify the TRUE statement -

The clearing members set the limits for the trading members under him

For enhanced risk management, the Clearing Corporation sets the limits for the trading members

The trading members have to possess a higher level of book worth than Clearing Members

The trading members should have the same level of Book worth as the Clearing Members

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