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GBP Signal - March 18, 2013

By Andrew Keene
Andrew Keene spent 10 years as an independent equity options trader on the Chicago Board of Options Exchange, during which he spent the majority of his time as a market-maker for over 125 stocks. Andrew currently trades futures, currencies and commodities. When he's not trading, Andrew appears on top business television shows including CNBC's Squawk on the Street, Street Smart on Bloomberg TV and First Business, a show that is syndicated across the United States. Andrew graduated from the University of Illinois with a degree in Finance with a concentration in Accountancy.

By: Andrew Keene

The pound sterling rose to its highest level against the euro in 5 weeks on the weekend's news that Cyprusian bank accounts would be taxed to finance a bailout, sparking widespread concerns about the precedent for other depressed Eurozone economies like Italy and Spain.

While the threat of a Cyprus-driven bank panic can rally the pound on the short term perception of the U.K. as an asset safe haven, the fundamentals of the British economic situation suggest this will be short-lived.

Policymakers are desperate to avert another recession, what would be the third in fourth years, after fourth quarter GDP shrank more than expected. The Bank of England's Monetary Policy Committee meeting are scheduled to be published on Wednesday. The bank is currently focused on targeting inflation at 2 percent, but the incoming head Mark Carney has expressed openess to pursuing an employment target similar to the U.S. Federal Reserve's policy. If the MPC minutes reflect even a close vote on extending the Bank's asset purchase program beyond the 375 million target reached in November, many will take it as a sure sign of further easing.

My Trade:

Buying the FXB June 148-146 Put Spread for $.65
Risk: $65 per 1 lot
Reward: $135 per 1 lot
Breakeven: $147.35

Greeks of this Trade:
Delta: Short
Gamma: Long
Vega: Long
Theta: Short

Andrew Keene
About Andrew Keene
Andrew Keene spent 10 years as an independent equity options trader on the Chicago Board of Options Exchange, during which he spent the majority of his time as a market-maker for over 125 stocks. Andrew currently trades futures, currencies and commodities. When he's not trading, Andrew appears on top business television shows including CNBC's Squawk on the Street, Street Smart on Bloomberg TV and First Business, a show that is syndicated across the United States. Andrew graduated from the University of Illinois with a degree in Finance with a concentration in Accountancy.
 

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