Based on the last 12 Inflation Rate YoY events in Japan, we expect a $140.784 movement on GF within 2 hours following the event release at 18 Mar 23:30. We expect GF to trend upwards 2 hours following the event release at 18 Mar 23:30 if the released value is > -0.4%
Historical events that allowed us to draw this conclusion
18 Feb 23:30 |
17 Sep 23:30 |
20 Aug 23:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).