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One Month Expiry 2020-04-22 NY Cut
The is the trade we would like to put on based on a spot of 1.0155
Spot 1.0155
Strikes
BUY CHF PUT USD CALL strike 1.0220 .86% OF USD
BUY CHF CALL USD PUT strike .9425 1.00% OF USD
Total Cost is 1.86% OF USD
EXPIRY DATE IS 2020-04-22
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