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3-Month
Expiry 2020-06- 09 NY Cut
6-month Expiry 2020-09-09 NY Cut
The is the trade we would like to put on based on a spot of 21.25
Sell 3M 19.80 MXN Call @ 1.07%
Buy 6M 20.00 MXN Call @ 1.63%
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Total Cost 0.56%
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