Jeffrey Cc: Giuffrida, David J; Ens, Amanda Subject: EUR CHF Pricing on buying a EUR put sp=ead/CHF call spread Bet is that the peg breaks when the Swiss National Bank reaches a l=mit on how much intervention they can afford. Their balance sheet is alr=ady at 70% of Swiss GDP. =span style="font-size:11.0ptiont-fam

=15, 2015, 14:19:26 <http://bloom.bg/156Fbtm> Jan. 15 -- Jane Foley, senior foreign exchange strategist at Rabobank= discusses the surprise move by the Swiss National Bank to end the minimum e=change rate and lower the interest rate to -0.75 percent. She speaks on 40=80*Bloomberg Surveillance." The Swiss National Bank