Based on the last 12 Inflation Rate YoY events in United Kingdom, we expect a $4,700,375 movement on NIY within 2 hours following the event release at 15 Sep 06:00. We expect NIY to trend upwards 2 hours following the event release at 15 Sep 06:00 if the released value is < 2.9% Historical events that allowed us to draw this conclusion
21 Apr 06:00 |
24 Mar 07:00 |
16 Dec 07:00 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
