Based on the last 12 Inflation Rate YoY events in Canada, we expect a 28 pip movement on S within 4 hours following the event release at 2025-07-15 12:30. We expect S to trend upwards 4 hours following the event release at 2025-07-15 12:30 if the released value is < 1.9% Historical events that allowed us to draw this conclusion
15 Apr 12:30 |
21 Jan 13:30 |
15 Oct 12:30 |
16 Jul 12:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
