Nav Gupta from Deutsche Bank discusses a strategy involving USDCAD call options to capitalize on potential CAD weakness. The strategy involves a 3-month expiry 1.10/1.13 call spread with a knock-in condition. The document also highlights macroeconomic factors affecting the USDCAD exchange rate.
doj/DataSet10/EFTA01452900.pdf
{"key_people":["Nav Gupta"],"document_type":"correspondence","key_locations":["London","United Kingdom"],"key_organizations":["Deutsche Bank AG","Deutsche Asset & Wealth Management"]}