M01 – Instrument Features: CFAI Practice Problems

Source: CFAI CFA1 Derivatives Practice 2026 – Volume 7 Back to module: m01-instrument-features


Exhibit: Montau AG

Montau AG is a Germany-based manufacturer of specialized industrial equipment. The company regularly transacts in multiple currencies due to its global supply chain. Montau’s treasury team is evaluating various derivative instruments to manage the firm’s currency, interest rate, and commodity exposures. The team is reviewing several recently negotiated contracts and considering how each instrument’s features align with the company’s risk management objectives.


Question 1

Montau AG entered into a forward contract 15 days ago to purchase USD 5,000,000 in exchange for EUR at a forward rate determined at inception. The contract settles in 90 days from inception. How many days remain until settlement?

  • A. 90 days
  • B. 75 days
  • C. 15 days

Question 2

Montau AG’s treasury team is considering a derivative contract that would obligate the company to exchange EUR for KRW at a predetermined exchange rate on a specific future date. This type of contract is best described as a:

  • A. Firm commitment to manage currency risk
  • B. Contingent claim to manage currency risk
  • C. Firm commitment to manage interest rate risk

Question 3

Montau AG enters into a derivative contract with a financial intermediary. Under the terms, Montau will receive a fixed amount of EUR and pay KRW 650,000,000 at maturity. Which of the following best describes this arrangement?

  • A. Montau transacts directly on an exchange with standardized terms
  • B. Montau transacts with a dealer in a bilateral OTC contract
  • C. Montau transacts through a financial intermediary, paying KRW 650,000,000 and receiving a fixed EUR amount

Question 4

Compared with exchange-traded derivatives, OTC derivative contracts are most likely:

  • A. More customizable to meet specific hedging needs
  • B. More liquid due to standardized contract terms
  • C. Less exposed to counterparty credit risk

Question 5

When a derivative contract is cleared through a central counterparty (CCP), the CCP most likely:

  • A. Eliminates all market risk for both counterparties
  • B. Assumes the counterparty credit risk of both sides of the trade
  • C. Requires only the selling party to post margin