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17 - Mar - 2020  10:05 AM PST 
April 16th update :The Near Term MXN 21 Call has now Expired out of the money and we are left Long a two month 21 MXN call at a cost of 0.47%
One Month  vs. Three Month MXN Calendar 

Trade Ideas : One-month vs. Three-Month MXN Call Calendar Spread 
Trade Idea: Spot Ref  : Based on Spot of 22.62


1-Month   Expiry 2020-04- 16 NY Cut
3-month Expiry 2020-06-17 NY Cut 
 
The is the trade we would like to put on based on a spot of  21.25

Sell 1M 21 MXN Call @ 1.05% Vol 33.86
Buy 3M 21 MXN Call @ 1.52% Vol 24.06 
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Total Cost                                                     0.47%





 

 
Research Director
FXVOLRESEARCH  

Direct: 604-685-4414
skype: jamesrider1