anyone daytrade CME Globex Swiss Franc Futures?

Discussion in 'Financial Futures' started by increasenow, Mar 13, 2010.

  1. All that, unless, of course, the SNB happens to have a view on it...
     
    #31     Mar 20, 2010
  2. nonesense. Look at the correlation since SNB came out with the statement few days ago that inflation is on the top of their worry-list. See any correlation between EUR and CHF still? LOL

    Even before EUR and CHF was not tracking each other at all.

     
    #32     Mar 20, 2010
  3. baka.

    Yes of course they are nearly perfectly negatively correlated (chf furtures and usd chf, i referred to my post above to the EUR vs CHF correl). Its the same instrument. Only difference is that the USDCHF is denominated in CHF and its a spot instrument and the CHF future is USD denominated and is a forward instrument (but exchange traded). LOL


     
    #33     Mar 20, 2010
  4. I've never seen what just happened with the SF(6S)...anyone know?
     
    #34     Apr 1, 2010
  5. Intervention just happened... BIS on the bid in thargs (I mean in spot, obv).
     
    #35     Apr 1, 2010
  6. what are you current readings of % correlation (-) or (+) to the YM (mini Dow)?
     
    #36     Mar 20, 2011
  7. bone

    bone

    mini-Dow versus Swiss Franc, 73 % two year on-the-run positive correlation on the daily settlement marks.

    With the DAX, however, the correlation is more like 90 %.
     
    #37     Mar 20, 2011
  8. sell 6S now at 1.1012 (if I could hold overnight would be great so paper trade will have to do ) Wow...surely gonna break 1.1000

    this is a demo trade...but wow...
     
    #38     Mar 23, 2011
  9. Confirmed
     
    #39     Mar 24, 2011
  10. Huge massive confirmation
     
    #40     Mar 25, 2011