r the year end. Here are a few ideas on the back of the research piece: Theme 1+8: Buy a 15Dec AUDUSD 1% OTMS Put USDCAD 1% OTMS Put Dual for 8.6% Vanilla Digitals offered at 42% and 41.5% so zero corr offer of 17.4% (this means that if correlation was zero between AUDUSD and USDCAD, the offer would be 17.4% in