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EUR/CHF

  • #13,121
  • Nov 20, 2014 3:47pm Nov 20, 2014 3:47pm
Quoting zoran22
{quote} i see, please check abnormality on eurchf CALL/PUT delta values on SAXOBANK, DELTA-s: 1.2010 call=67, put=33 1.2005 call=73, put=27 ATM 1.2015 call=60, put =40 1.2020 call=53, put=47 1.2025 call=46, put=54 5 pips= change of 7 points in delta all other fx pairs with ch f- 5 pips= is 2 points delta change max is this scam or what?
yeah delta is strange on small tenor opt, probably related to the floor and has to do with the fact that saxo is anyway unwilling to price puts below 1.2000 at the snb's request. remember a lot of big int banks do not even quote eurchf puts. however the premium paid/received is correct and if you push maturity- delta shifts to 55 for the call which makes sense with neg fwd points.
  • #13,122
  • Nov 20, 2014 4:14pm Nov 20, 2014 4:14pm
Quoting Caa
{quote} yeah delta is strange on small tenor opt, probably related to the floor and has to do with the fact that saxo is anyway unwilling to price puts below 1.2000 at the snb's request. remember a lot of big int banks do not even quote eurchf puts. however the premium paid/received is correct and if you push maturity- delta shifts to 55 for the call which makes sense with neg fwd points.
but this is one week, no fwd points, small periods cause large deviation in delta but this is too much, 1 day expire is change of 20 points of delta, it is impossible to have right margin utilization or to do any normal delta hedging, and they change this delta no matter of EC price movement

this is absurd,

if they dont want to price PUT options on EC they dont have to do it, like this is pure trading against clients
  • #13,123
  • Nov 21, 2014 3:06am Nov 21, 2014 3:06am
Back to 1.2030!
  • #13,124
  • Nov 21, 2014 3:17am Nov 21, 2014 3:17am
Quoting JamesCaan
Back to 1.2030!
Just a spike perhaps.
  • #13,125
  • Nov 21, 2014 4:36am Nov 21, 2014 4:36am
Spikes yes but of the kind that changes level. Bears do not have that determination of days ago, it seems they may have give up the idea of breaking the floor, I still think that would have been the best way to recover most of lost ground.
  • #13,126
  • Nov 21, 2014 6:52am Nov 21, 2014 6:52am
I'm scared about possibility to testing the floor before the market close
  • #13,127
  • Nov 21, 2014 7:02am Nov 21, 2014 7:02am
Quoting jassson
I'm scared about possibility to testing the floor before the market close
Why?
  • #13,128
  • Nov 21, 2014 7:23am Nov 21, 2014 7:23am
because bulls are too exhausted and speculators always like to make the final shot in friday night
  • #13,129
  • Edited 9:26am Nov 21, 2014 9:15am | Edited 9:26am
Quoting jassson
because bulls are too exhausted and speculators always like to make the final shot in friday night
Speculators? You trade for charity ?
Just joking.
  • #13,130
  • Nov 21, 2014 10:01am Nov 21, 2014 10:01am
http://www.forexfactory.com/news.php?do=news&id=514437

This is probably the most important new for Eur/Chf recently...
  • #13,131
  • Nov 22, 2014 2:06pm Nov 22, 2014 2:06pm
Nov 23 13:00 GMT SNB Chairman Jordan Speaks
  • #13,132
  • Nov 22, 2014 2:14pm Nov 22, 2014 2:14pm
Quoting daka
Nov 23 13:00 GMT SNB Chairman Jordan Speaks
But nothing special:

 

  1. 23.11.2014
    14:00
    Speech by Thomas Jordan, "Gutes Geld - ein Grundpfeiler unserer Gesellschaft", Ustertag, Uster (with text)

  • #13,133
  • Nov 22, 2014 10:54pm Nov 22, 2014 10:54pm
Quoting memberx
{quote} But nothing special: 23.11.2014 14:00 Speech by Thomas Jordan, "Gutes Geld - ein Grundpfeiler unserer Gesellschaft", Ustertag, Uster (with text)
how it is nothing special please explain
Trading by EA
  • #13,134
  • Nov 23, 2014 2:12am Nov 23, 2014 2:12am
I mean that it's not a kind of extraordinary speech or something as it sounds from Daka's post. So there will be nothing like SNB will raise the floor or negative interest rates or something. Just like reading a book out for some guys
  • #13,135
  • Nov 23, 2014 7:18am Nov 23, 2014 7:18am
If I had 5B$ and leverage 100:1 I would sell EC to broke 1,2 and gathering all stoploss located 1,1950-1,975. than I will buy and buy to clear shorts, and finally close all possitions.
I would do that at 12am tokio time, when Japan have lunch time and Europe not start yet.
In that way I would double or even triple my funds.

But unfortunately I don't have 5B$ but someone who have can do like that.
I have long position on EC and I believe that SNB will try to keep the 1,2 level, but I worry if some big fish will attack the 1.2 level in the time when SNB will sleep.

SNB buying Euro to protect 1,2 level not use leverage, but investors who will attact EC will sure use leverage.
  • #13,136
  • Nov 23, 2014 7:44am Nov 23, 2014 7:44am
http://www.bloomberg.com/news/2014-1...nitiative.html


oh Swiss peoples i think so save your children Future instead of Gold.

but you can buy any thing from the world with pressing the button of the Money printer
Trading by EA
  • #13,137
  • Nov 23, 2014 8:28am Nov 23, 2014 8:28am
I still think that i want to be on the short side if I were to take a position.

The snb has a much stronger position that the boe in 92.

The snb can print and buy theoretically unlimited euro, whereas the boe had to use its foreign reserves to buy sterling from the market -those reserves obviously being limited.
  • #13,138
  • Nov 23, 2014 11:25am Nov 23, 2014 11:25am
Quoting J.Clinton
For now, if no intervention or spikes, we will see resistance starting on 1.2019 to below 1.2025 and best to reach would be early 1.2030s, despite I insist on current price being a Super Heavy Long Shouting Signal but in case it stays here for long days(at least until Gold BS), those are the levels to play on
Good Afternoon Folks, seems missed many rubbish comments

Instead of trading according to my above past post(can you read ""best to reach would be early 1.2030s""), one was dreaming about floor approach or even break while the other was betting on stupid options that 95% of it is not transferred to the real market because it stays in the scam brokers dealing desks(created/fake, worse than demos), so it never effects the market prices.

Week to go till Swiss Gold BS, Still Longing on current market prices, take profit starts at early 1.2030s and other levels will be updated later...

No penetrate of 1.20, Swiss Gold BS will fail, the spike upward is coming coming coming......................
Trade according to current market condition, not what you think would be.
  • #13,139
  • Nov 23, 2014 12:38pm Nov 23, 2014 12:38pm
Quoting J.Clinton
{quote} Good Afternoon Folks, seems missed many rubbish comments Instead of trading according to my above past post(can you read ""best to reach would be early 1.2030s""), one was dreaming about floor approach or even break while the other was betting on stupid options that 95% of it is not transferred to the real market because it stays in the scam brokers dealing desks(created/fake, worse than demos), so it never effects the market prices. Week to go till Swiss Gold BS, Still Longing on current market prices, take profit...
Do you think this week EC have some extra volatility than other days.i think 1.2080 to 1.2100 before referendum.Market will be trying to priced in before the referendum and polls show,s Majority is against initiative.So i think this week market Go up and settle down priced in before referendum around 1.2080 to 1.2100
Trading by EA
  • #13,140
  • Nov 23, 2014 2:59pm Nov 23, 2014 2:59pm
it's 1.2027 in premarket at xe.com....if i were an hedge fund manager i would close all the shorts before an important event like the gold decision next sunday .

i believe that it will go up pretty good this week
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