NISM DEPOSITORY OPERATIONS 9

nism-depository-operations

 30

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Q 1. The National Stock Exchange, for its index futures, what would be the opening day of its April series?

Last Friday of March month

Last Friday of April month

Last Friday of Jan month

Last Friday of February month

Q 2. A buyer of the put option

Has the obligation to take delivery of the asset

Has the right to buy the underlying asset

Has the right to sell the underlying asset

Has the obligation to give delivery of the asset

Q 3. The initial margin in derivatives is fixed and depends on the volatility of the stock. True / False?

FALSE

TRUE

Q 4. A Forward Contract _______ .

can be cancelled but only after the expiry date

can be cancelled if the counter party also agrees to it

cannot be cancelled

can be cancelled even without the consent of the counter party

Q 5. Option premium depends on ___________ .

volatility of the underlying

current price and the strike price

interest rates in the economy and the time to expiry

All of the above

Q 6. If the price of the underlying stock of a PUT option is very volatile, _________ .

the premium will comparatively be lower

the premium will comparatively be higher

the premium will be zero

No effect on option premium

Q 7. Mr. Sunil wishes to buy a futures contract of Tata Steel shares. He should _______.

make payments for the full value of the contract

make the margin payments as calculated by the exchange

hedge his position in Tata Steel in the Options market

None of the above

Q 8. Among the given options, which one can be the principal driver of the movement of stock index ?

Inflation

Price movement in underlying shares

Interest Rates

Currency Rates

Q 9. What happens when the price of the underlying rises after a future contract is initiated ?

Price changes in the underlying will not effect the price of futures

The short position will become profitable

The long position will become profitable

The long position will become unprofitable

Q 10. Cross margining between cash and derivative segments of an exchange helps reduce the overall margin level applicable to investors and traders - State True or False ?

TRUE

FALSE

Q 11. Operational risks include losses due to______

natural calamities

inadequate contingency planning

power failure

all of the above

Q 12. A long position in a CALL option can be closed by taking a short position in PUT option.

FALSE

TRUE

Q 13. If you SELL a PUT option at premium of Rs 30 at the Strike Price of Rs 200, lot is of 400 shares, then the maximum possible loss is ______

Rs 6000

Rs 68,000

Rs 80,000

Unlimited

Q 14. Can a Clearing Member provide 'Fixed Deposits' as part of its liquid assets to the Clearing Corporation?

Yes

No

Q 15. The ratio of the change in delta for a unit change in the price of underlying is called ________ .

Vega

Theta

Alpha

Gamma

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