Hedging the French Election

This is being written for tracking purposes just to followup post election to see how these trades performed. I’m actually most curious to see how GBP reacts and if it becomes something of a safe haven in the event of an “anti-EU” election outcome.

French Election Hedges and Their Estimated Price (4/21/17 ~10AM Est):

  • Euro Stoxx 50: 3441
  • S&P500: 3253
  • V2X index (EU version of the VIX): 25.67
  • VIX: 14.38
  • EUR/USD: 1.07
  • GBP/USD: 1.278
  • German Euro-Bund bond futures : 162.68
  • French OAT bond futures: 148.24
  • Gold: $1283/usd

 

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