View Full Version : Swiss vs.Euro currency

03-22-2002, 12:58 PM
Here is what i did and I will continue to add every 50 points against me.

Bot 2 june Eurocurrency at.8777

sld 3 june SF at .6033

6033 times 3 (minus 8777 times two equals 545.

Look for this trade to move to 400 or lower.

03-22-2002, 10:39 PM
Hi Dr Bill,

Here's a site to look at a spread chart of the trade (1 to 1 )

May it work in your favor...:)


03-24-2002, 02:48 PM
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)


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)=


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