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Which of the Following Statements Is FALSE

Question 47

Multiple Choice

Which of the following statements is FALSE?


A) The fixed rate in the OIS market can be expected to be above the current cash rate when the market expects the RBA will increase the cash rate.
B) An OIS is used by parties who have an exposure to the cash rate.
C) Most OISs have terms of six months or less.
D) The cash settlement in an OIS swap, if any, is made when the swap matures.
E) None of these.

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