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CDD (USD/AUD on ISE): further USD consolidation expected.
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12:48 GMT - 08:48 NYT - July 28, 2009
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Pivot :
113.00
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Our forecast :
Down move towards 103.50 or even 100.00.
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To leverage our Trend Opinion on the ISE Canadian Dollar we can use different options :
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Option Strategy
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Type
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PUT
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Option Strategy
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LONG
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Strike
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107.5
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Maturity
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Aug 09
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Option Ticker
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CNJTO
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Option Market
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ISE EXCHANGE
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Option Strategy
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Type
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PUT
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Option Strategy
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LONG
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Strike
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107.5
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Maturity
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Sep 09
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Option Ticker
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CNJUO
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Option Market
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ISE EXCHANGE
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Option Strategy
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Type
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PUT
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Option Strategy
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LONG
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Strike
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107
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Maturity
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Sep 09
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Option Ticker
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CNJUN
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Option Market
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ISE EXCHANGE
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* Volatility Cones can be used to visualize current option
implied volatility relative to historic volatilities at
different maturity ranges.
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* Historical volatility measures actual market fluctuations
of an underlying asset. Implied volatility is a measure of
market expectations regarding the underlying future fluctuations.
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