Swiss vs.Euro currency

Thanks, but the purpose is to keep the amounts dollar equivalent. Here are Fridays settlements.

Swiss Franc = .6002 x 3 =18006 (sold)

Eurocurrency =.8738 x 2 = 17476 (bought)

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530 credit

This credit should move down to 400 in the near

term but I am willing to continue to scale up sell these packages.I have no mental or mechanical stop at the moment.I really believe the fair value is zero or a debit.I understand I may take a hit on these packages.That is part of trading.


Here are the dollar equivalencies I mentioned . I only like the above trade as a spread or

ratio as I described it.

Euro .8738 x2 x125,000(IMM contract size)=


218,450


SF .6002 x3 x 125,000 = 225,075.