3-Month
Expiry 2019 -09- 05
6-Month Expiry 2019- 12 - 05
The is the trade we would like to put on based on a spot of 19.55 Spot
Sell 3m M Expiry
19.00 MXP Call (USD Put) 0.62% (20 delta)
Buy 6m Expiry
19.00 MXP Call (USD Put) .97% (21 delta)
Total Cost 0.35% of USD Equal Amt each period
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