Based on the last 12 Inflation Rate YoY Prel events in Germany, we expect a $44.765 movement on ZN within 48 hours following the event release at 30 Jul 12:00. We expect ZN to trend downwards 48 hours following the event release at 30 Jul 12:00 if the released value is > 0.2%
Historical events that allowed us to draw this conclusion
29 Jun 12:00 |
29 Apr 12:00 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
