Based on the last 12 ECB Interest Rate Decision events in Euro Area, we expect a $0 movement on 6J within 48 hours following the event release at 10 Mar 12:45. We expect 6J to trend downwards 48 hours following the event release at 10 Mar 12:45 if the released value is = 0%
Historical events that allowed us to draw this conclusion
03 Feb 12:45 |
28 Oct 11:45 |
09 Sep 11:45 |
22 Jul 11:45 |
10 Jun 11:45 |
11 Mar 12:45 |
21 Jan 12:45 |
29 Oct 12:45 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
