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13 - Jan - 2020  07:50 AM Singapore 
10:00 AM NY time 13 April: We exercise the 83.50 Yen Call, at the same time we are assigned on the 81.50 yen call, 
Net Gain 200 Yen Tics
Cost of the Spread in Yen tics = 60.2
Gross Gain in % = 200/60.2 = 332% 
Three Month CADJPY Put Spread

Trade Ideas : CADJPY Three Month Put Spread  
Trade Idea: Spot Ref  : Based on Spot of 83.87


3-Month   Expiry 2020-04-13

 
The is the trade we would like to put on based on a spot of  83.87

Buy 83.50 CADPUT Yen Call 3-Month Expiry Cost 1.30%  
Sell  81.50 CADPUT Yen Call 3-Month Expiry Receive 0.57%
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Total Cost                                                     0.73%  or 60.2 Yen tics 



 


 

 
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