Maintain a long Swiss franc exposure

- By FX Markets Staff
- @FXMarkets_
- 18 Sep 2006

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Background

Euro/Swiss franc has consistently traded towards the top end of its recent ranges, and downward moves from the pair have tended to be short-lived. Actual volatility for EUR/CHF has recently been very low, with one-month historical volatility averaging close to 2.45% in August, or well under the 25th percentile since the beginning of 2000. It is likely that the run-up in correlation between interest rate movements in the eurozone and Swiss rate expectations contributed to downbeat

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