they can break it, ecb, many longs, ...
any idea where put sell under 1,2 ? snb must have positions from 1,19xx to 1,2000
any idea where put sell under 1,2 ? snb must have positions from 1,19xx to 1,2000
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Dislikedthey can break it, ecb, many longs, ... any idea where put sell under 1,2 ? snb must have positions from 1,19xx to 1,2000Ignored
Disliked{quote} Do you think like 2012 once spike in a month near to 1.2075 level for one dayIgnored
Disliked{quote} those flash spikes in summer 2012 were not interventions from the SNBIgnored
Dislikedthey can break it, ecb, many longs, ... any idea where put sell under 1,2 ? snb must have positions from 1,19xx to 1,2000Ignored
DislikedWell, I think that probably 15-25 percent of all longs (for example trader that hold longs for the speculation of more volatility in gold referendum or negative interest rates) ...If everybody is long - who should buy?...Ignored
DislikedDon't worry guys..... There is only upwards for EURCHF. SNB has never failed us...Ignored
Dislikedfollowing yesterday's decision to maintain rates, fwd points curve for ec went down, was almost -10 pips in nov, now just -4pips (for 3month). that means that you get less of a premium by holding long fwd position (and MUCH more expensive for the ones that were already paying fo EC long). (pic1) Vol droping to new lows since Sept 2014, just below 2.7% for 3m ATM, which in turn will make it hard to make money by selling options or covered options, might be an opportunity to long calls for few pips though. (pic 2) I believe snb is delaying the decision...Ignored
Disliked{quote} Just buy a 1y fwd at 27 pip below spot? 1.1990 Or maybe options space? Long 1y Risk reversal? payoff profile is attractive to me {image} {image}Ignored
Disliked{quote} whats your broker and source for this graphs, my broker has only 6 month fwdIgnored