Based on the last 12 Fed Interest Rate Decision events in United States, we expect a $0 movement on 6J within 48 hours following the event release at 29 Jul 18:00. We expect 6J to trend upwards 48 hours following the event release at 29 Jul 18:00 if the released value is = 0.25%
Historical events that allowed us to draw this conclusion
29 Jan 19:00 |
30 Oct 18:00 |
18 Sep 18:00 |
31 Jul 18:00 |
19 Jun 18:00 |
01 May 18:00 |
20 Mar 18:00 |
19 Dec 19:00 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
