Saturday, January 17, 2015

Swiss Surprise 1/17/15

Earlier this week the Swiss National Bank (SNB) scrapped its three-year-old cap on the franc against the euro. The announcement came as a huge surprise to the currency markets and within minutes the Swiss franc jumped 30% against the euro and the US dollar. In the world of Forex currency trading, where Billions are traded and retail traders can take advantage of high leverage, a 30% move meant those with short positions on the Swiss franc had their accounts wiped out in minutes. Liquidity completely disappeared. There were no takers on the opposite side. Those with stop losses found that brokerages had shut down trading. Stop losses mean nothing when trading is stopped. 

Retail traders were snuffed out. Understand that with a $10,000 account you could be controlling $200,000 in currency – that is leverage. When there is a 30% move the other way against you in such a short time, it creates a $60,000 loss. The small $10,000 account is wiped out. Then the FX broker is scrambling to shut down his position while there is no liquidity. Major FX trading houses like Alpari (UK) failed… wiped out. FXCM in the US was chest deep in debt and had to have money poured into them from outside. A large Everest capital hedge fund has closed. The fund had been betting that the Swiss franc would decline. Many will ask, why were they not truly hedged... hedging costs money. In the chase for larger returns, we leave ourselves open to more risk. While shorting (selling) the Swiss franc against the USD or euro, one could buy calls out of the money and hedge one's position, reducing risk. Most don't.  
Looking at the chart below on FXF we can see that the technicals were pointing downward for the Swiss franc when the announcement came. However after the announcement by the SNB and FXF spiked. FXF is not a leveraged instrument but FX currency trading is and so are futures.


Some people came out like bandits. Maybe rich Russians who had moved money out of the ruble and stuck them in Swiss francs in Swiss banks…  Swiss chocolates, Swiss vacations and Swiss cheese are now a lot more expensive… all this makes me realize the risks in leveraging. While returns can be quick and fast, a major black swan event will wipe out accounts, brokerages and create massive losses for the major banks and it did. I will always remember the ugly side of leveraging…and hope it never gets me...these are the dangers of trading FX and futures markets... risk and reward are inexorably tied together.. just different ends of the same spectrum.


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