Closing the Gap - Futures Edition

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The Aussie-Swiss Cross

Closing the Gap - Futures Edition

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The Yen, the US Dollar and the Swiss Franc are often seen as safe-haven currencies. Today, tastytrade focuses on the Swiss Franc, /6S, and its correlation to Australian Dollar (/6A) and the risk on/ risk off trade.

With uncertainty around commodities prices, traders often look to Aussie Dollar as a proxy for not only commodity prices, but asian markets as well. With the Franc as a "safe haven," traders can look for opportunity via this pair based on the short and long term price of "protection."

Tune in to determine how to set up an Aussie-Swiss cross and how to set the size of the pair based on notional value and implied volatility. Then, get Pete's take on a realistic management standpoint for this pair whether you're long or short!

AUSSIE $ Contract Specs
  • Symbol: /6A
  • Contract Size: 100,000 AUD
  • Delta: 1000000
  • Minimum Tick: $0.0001
  • Tick Value: $10
  • Expiration: March, June, September, December
SWISS FRANC Contract Specs
  • Symbol: /6S
  • Contract Size: 125,000 Swiss Francs
  • Delta: 1250000
  • Minimum Tick: $0.0001
  • Tick Value: $12.50
  • Expiration: March, June, September, December

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