Buy the straddle on SGB1059 with expiry Monday after Riksbank announcement. Straddle on SGB1059 ATM strike at 0.75%. Indicative cost 122 cent (roughly 12bp).
To read the entire report Please click on the pdf File Below
Buy the straddle on SGB1059 with expiry Monday after Riksbank announcement. Straddle on SGB1059 ATM strike at 0.75%. Indicative cost 122 cent (roughly 12bp).
To read the entire report Please click on the pdf File Below