Trade Unwind Dec 20 9:49AM PST 

Sell the 1.00 CHF call at 1.32%

Buy .98 CHF call at 0.17%

Net Credit = 1.15% 

Initial Cost = 0.69% 

Gross Gain = 1.15/.69 = 166%

Two Month Expiry 2019-01-03

The is the trade we would like to put on based on a spot of 1.0050 

Buy 2-Month 1.00 CHF Call sell Two Month 98 CHF call 

Spot 1.0050

Strikes 

1.00 CHF call 

98 CHF call

______________________

Total Cost is 0.69%  of USD