Based on the last 12 ECB Interest Rate Decision events in Euro Area, we expect a $16597950 movement on NIY within 48 hours following the event release at 2023-12-14 13:15. We expect NIY to trend upwards 48 hours following the event release at 2023-12-14 13:15 if the released value is = 4.5%
Historical events that allowed us to draw this conclusion
26 Oct 12:15 |
27 Jul 12:15 |
15 Jun 12:15 |
04 May 12:15 |
16 Mar 13:15 |
02 Feb 13:15 |
27 Oct 12:15 |
08 Sep 12:15 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
