EUR/CHF Exotics Sought...Rebuffed

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EUR/CHF Exotics Sought...Rebuffed

Hedge funds have been trying to structure exotic structures on the euro/Swiss franc with the expectation that the Swiss National Bank will re-peg the franc at 1.25 or 1.30 at its next meeting Dec. 15. Dealers are refusing to create the plays due to the lack of interbank appetite.

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