ACI Dealing Certificate (#211)

The one-month (31-day) GC repo rate for French government bonds is quoted to you at 3.75- 80%. As collateral, you are offered EUR 25,000,000.00 nominal of the 5.5% OAT April 2012, which is worth EUR 28,137,500.00. The Repurchase Price is:

EUR 28,228,360.69
EUR 28,229,572.15
EUR 25,080,729.18
EUR 25,081,805.55