💾 Archived View for gmi.noulin.net › mobileNews › 3574.gmi captured on 2023-06-16 at 19:24:01. Gemini links have been rewritten to link to archived content

View Raw

More Information

⬅️ Previous capture (2023-01-29)

➡️ Next capture (2024-05-10)

-=-=-=-=-=-=-

Forex: Making Sense Of The Euro/Swiss Franc Relationship

2011-11-18 12:16:32

Posted: Jun 14, 2006

If you're interested in getting into the forex market, there is one

relationship of which you must be aware before you even start trading. This is

the relationship between the euro and the Swiss franc currency pairs - a

correlation too strong to be ignored. In the article Using Currency

Correlations To Your Advantage, we see that the correlation between these two

currency pairs can be upwards of negative 95%. This is known as an inverse

relationship, which means that - generally speaking - when the EUR/USD (euro/

U.S. dollar) rallies, the USD/CHF (U.S. dollar/Swiss franc) sells off the

majority of the time and vice versa. When you're dealing with two separate and

distinct financial instruments, a 95% correlation is as close to perfection as

you can hope for. In this article we explain what causes this relationship,

what it means for trading, how the correlation differs on an intraday basis and

when such a strong relationship can decouple. Read on and you'll also find out

why, contrary to popular belief, arbitraging the two currencies to earn the

interest rate differential does not work.

Where Does This Relationship Come from?

In the article Using Currency Correlations To Your Advantage, we see that over

the long term (one year) most currencies that trade against the U.S. dollar

have an above 50% correlation. This is the case because the U.S. dollar is a

dominant currency that is involved in 90% of all currency transactions.

Furthermore, the U.S. economy is the largest in the world, which means that its

health has an impact on the health of many other nations. Although the strong

relationship between the EUR/USD and USD/CHF is partially due to the common

dollar factor in the two currency pairs, the fact that the relationship is far

stronger than that of other currency pairs stems from the close ties between

the eurozone and Switzerland.

As a country surrounded by other members of the eurozone, Switzerland has very

close political and economic ties with its larger neighbors. The close economic

relationship began with the free trade agreement established back in 1972 and

was then followed by more than 100 bilateral agreements. These agreements have

allowed the free flow of Swiss citizens into the workforce of the European

Union (EU) and the gradual opening of the Swiss labor market to citizens of the

EU. In fact, 20% of the Swiss workforce now comes from EU member states. But

the ties do not end there. Sixty percent of Swiss exports are destined for the

EU, while 80% of imports come from the EU. The two economies are very

intimately linked, especially since exports account for over 40% of Swiss GDP.

Therefore, if the eurozone contracts, Switzerland will feel the ripple effects.

What Does This Mean for Trading?

Figure 1

When it comes to trading, the near mirror images of these two currency pairs,

as seen in Figure 1, tell us that if we are long the EUR/USD and long USD/CHF,

we essentially have two closely offsetting positions or, basically, EUR/CHF.

Meanwhile, if we are long one and short the other, we are actually doubling up

on the same position, even though it may seem like two separate trades. This is

very important to understand for proper risk management because if something

goes wrong when we are short one currency pair and long the other, losses can

easily be compounded.

Intraday Relationship

However, this may be less of a problem for you if you are trading on an

intraday basis, because the correlation is weaker on shorter time frames. Just

take a look at the chart in Figure 2, showing one-week's worth of hourly bars.

The correlation, though still strong, oscillates from negative 64% to negative

85%. The reason for this variance is the possible delayed effect of one

currency pair on the other. More often than not, the EUR/USD marginally leads

the price in USD/CHF because it tends to be the more liquid currency pair.

Also, liquidity in USD/CHF can dry up sometimes in the second half of the U.S.

session when European traders exit the market, which means that some moves can

be exacerbated.

Figure 2

Why Arbitrage Does Not Work

Nevertheless, with such strong correlation, you will often hear novice traders

say that they can hedge one currency pair with the other and capture the pure

interest spread. What they are talking about is the interest rate differential

between the two currency pairs. At the time of writing (May 2006), the EUR/USD

had an interest rate spread of negative 2.50%, with the eurozone yielding 2.50%

and the U.S. yielding 5%. This meant that if you were long the EUR, you would

earn 2.50% interest per year, while paying 5% interest on the U.S. dollar

short. By contrast, the interest rate spread between the U.S. dollar and the

Swiss franc, which yields 1.25%, is positive 3.75%. As a result, many new

traders will ask why they cannot just go long the EUR/USD and pay 2.50%

interest and long USD/CHF to earn 3.75% interest - netting a neat 1.25%

interest with zero risk. This may seem like a lot of work to you for a mere

1.25%, but bear in mind that extreme leverage in the FX market can in some

cases be upwards of 100 times capital - therefore, even a conservative 10 times

capital turns the 1.25% to 12.5% per year.

The general assumption is that leverage is risky, but in this case, novices

will argue that it is not because you are perfectly hedged! Unfortunately,

there is no free lunch in any market, so although it may seem like this may

work out, it doesn't. The key lies in the differing pip values between the two

currency pairs and the fact that just because the EUR/USD moves one point, that

does not mean that USD/CHF will move one point too.

Differing Pip Values

The EUR/USD and USD/CHF have different point or pip values, which means that

each tick in each currency is worth different dollar amounts. The EUR/USD has a

point value of US$10 [((.0001/1.2795) x 100,000) x 1.2795], while USD/CHF has a

pip value of $8.20 [(.0001/1.2195) x 100,000]. Therefore, when these two pairs

move in opposite directions, they are not necessarily doing so to the same

degree. The best way to get rid of the misconceptions that some traders may

have about possible arbitrage opportunities is to look at examples of monthly

returns for the 12 months of 2005.

Let's say that we went long both the EUR/USD and USD/CHF in 2005. The table in

Figure 3 shows the price at the beginning of the month and at the end of the

month. The difference represents the number of points earned or lost. The

dollar value is the number of points multiplied by the value of each point ($10

in the case of the EUR/USD and $8.20 in the case of USD/CHF). "Interest income"

is the amount of interest earned or paid per month according to the FXCM

trading station at the time of publication, and the "sum" is the dollar value

earned plus the interest income.

Figure 3 - Profit/Loss for Long EUR/USD and Long USD/CHF positions

As you can see, the net return at the end of the year on two regular sized

100,000 lots is negative $2,439.

Some may argue that you need to neutralize the U.S. dollar exposure in order to

properly hedge. So we run the same scenario and hedge the USD/CHF by the dollar

equivalent amount for a euro each month. We do this by multiplying the USD/CHF

return by the EUR/USD rate at the beginning of each month, which means that if

one euro is equal to US$1.14 at the beginning of the month, we hedge by buying

US$1.14 against the Swiss franc.

Figure 4

As shown in Figure 4, the negative profit turns into a positive return, which

may seem great at first glance and may prompt many traders to buy into this

idea, but if we look at the flip scenario - where we went short both the EUR/

USD and USD/CHF - we see that what should have been a very similar return was

actually very different. The table in Figure 5 shows the total yearly return

based on 1 EUR/USD lot against 1 USD/CHF lot. The table in Figure 6 shows the

results of when we neutralized the dollar exposure and saw the profit turn into

a loss.

Figure 5

Figure 6

The fact that the numbers diverge so significantly, when theoretically they

should not have been that different because we are looking to earn just the

pure interest rate differential, tells us that - no matter how you cut it - the

two currencies cannot be hedged perfectly, even if you neutralize the dollar

exposure, because you simply end up with EUR/CHF. If the EUR/USD and USD/CHF

were perfectly hedgeable, then a chart of EUR/CHF would simply consist of a

straight line. However, taking a look at the chart in Figure 7, we see that

this is not the case. The example above that did turn into a profit did so

simply because we were directionally right in EUR/CHF. Most of the time, the

EUR/CHF does fluctuate in a tight range, but there are instances in which one

diverges from the other and this is when the correlations begin to deteriorate.

Figure 7

When Does the Relationship Decouple?

The relationship between the EUR/USD and USD/CHF decouples when there are

divergent political or monetary policies. For example, if elections bring on

uncertainty in Europe while Switzerland chugs merrily along, the EUR/USD might

slide further in value than the USD/CHF rallies. Conversely, if the eurozone

raises interest rates aggressively and Switzerland does not, the EUR/USD might

appreciate more in value than the USD/CHF slides. Basically, the fact that

ranges of the two currencies can vary more or less than the point difference,

as shown in Figure 8, is the primary reason why interest rate arbitrage in the

FX market using these two currency pairs does not work. The ratio of the range

is calculated by dividing the USD/CHF range by the EUR/USD range.

Date

EUR/USD

USD/CHF

Ratio of Range

1/31/2005

511

486

95%

2/28/2005

190

257

135%

3/31/2005

264

336

127%

4/29/2005

90

15

17%

5/31/2005

557

519

93%

6/30/2005

195

330

169%

7/29/2005

16

79

494%

8/31/2005

224

367

164%

9/30/2005

320

410

128%

10/31/2005

33

43

130%

11/30/2005

204

267

131%

12/30/2005

61

18

30%

1/31/2006

311

359

115%

2/28/2006

236

335

142%

3/31/2006

197

77

39%

4/28/2006

522

652

125%

Figure 8

To learn more about currency trading, see our Forex Walkthrough.

by Kathy Lien