Based on the last 12 Inflation Rate YoY events in United States, we expect a 30000 pip movement on NIY within 2 hours following the event release at 2023-05-10 12:30. We expect NIY to trend upwards 2 hours following the event release at 2023-05-10 12:30 if the released value is < 5% Historical events that allowed us to draw this conclusion
13 Dec 13:30 |
10 Nov 13:30 |
10 Aug 12:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
