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FX TRADING STRATEGY PRICES

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  6.80  8.00  0.35  0.125 
01M  7.00  7.45  0.325  0.1625 
02M  6.95  7.40  0.30  0.1875 
03M  7.10  7.60  0.275  0.2125 
06M  7.25  7.70  0.25  0.2625 
01Y  7.40  7.80  0.15  0.3125 
02Y  7.65  8.15  0.10  0.275 

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  7.85  8.90  -0.70  0.1125 
01M  8.25  8.70  -0.925  0.1375 
02M  8.20  8.60  -1.10  0.1625 
03M  8.25  8.75  -1.225  0.1875 
06M  8.55  8.95  -1.475  0.2375 
01Y  9.00  9.40  -1.675  0.2875 
02Y  9.45  9.90  -1.725  0.30 

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  10.00  12.00  -0.225  0.25 
01M  11.30  12.05  -0.50  0.2875 
02M  11.50  12.25  -0.65  0.35 
03M  11.75  12.50  -0.75  0.40 
06M  12.35  13.00  -1.25  0.525 
01Y  12.85  13.45  -1.775  0.625 
02Y  13.05  13.85  -2.30  0.6875