NISM DEPOSITORY OPERATIONS - 5

nism-depository-operations-5

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Q 1. ______ can write an option in the Indian stock market.

Common individuals

Market makers

Foreign Financial Institutions (FFIs)

All of the above

Q 2. Future prices are usually more transparent than Forward prices - State True or False?

TRUE

FALSE

Q 3. When there is a ‘Closing buy transaction’, this will have the effect of partly or fully offsetting ________ .

A cross position

A short position

A high position

Long position

Q 4. Which of the following options will result in creating a BEAR SPREAD?

One long put has a higher strike price, and one short put has a lower strike price.

Buying one put and buying one call at the same strike/

Selling one call and buying two puts at the same strike

None of the above/

Q 5. What does a Beta of 1 mean?

This means that the expected percentage in stock price will be greater than the percentage change in the index.

It means that the expected percentage in stock price will be twice the percentage change in the index

It means that the expected percentage in stock price will be less than the percentage change in the index

It means that the expected percentage in stock price will be equal to the percentage change in the index

Q 6. A calendar spread in index futures is treated as _________ in a far-month contract when the near months contract is expired.

long position

hedged position

naked position

Short position

Q 7. A trader sells a lower strike price CALL option and buys a higher strike price CALL option, both of the same scrip and same expiry date. This strategy is called _______ .

Bearish Spread

Bullish Spread

Long term Investment

Butterfly

Q 8. As an option moves more In The Money, the absolute value of Delta will ______.

Increase

Decrease

Remain same

None of the above

Q 9. Delta is the change in option price given a one percentage point change in the risk-free interest rate - State True or False ?

FALSE

TRUE

Q 10. Broker are allowed to and expected to fund margin requirements of their clients - State True or False ?

TRUE

FALSE

Q 11. For a derivative exchange, the networth requirement for a clearing member is always less than that for a non clearing member - State True or False ?

TRUE

FALSE

Q 12. If the interest rate increases, the premium on CALL option will also increase - State True or False ?

TRUE

FALSE

Q 13. An ideal index should contain ____ shares

More than 50

As many as possible

As few as possible

As per the objective of the index

Q 14. Is it true that a buyer of a CALL OPTION cannot lose more than the option premium paid ?

TRUE only for European options

TRUE only for American options

True for all types of options

False for all types of options

Q 15. Losses on derivative transactions can be set off against any other income during the year. In case the same cannot be set off, it can be carried forward to the subsequent assessment year and set off against any other income of the subsequent year. Such losses can be carried forward for a period of ____ assessment years.

4

8

12

16

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