Based on the last 12 Inflation Rate YoY events in Canada, we expect a $57,192.3 movement on SP within 2 hours following the event release at 22 Jul 12:30. We expect SP to trend upwards 2 hours following the event release at 22 Jul 12:30 if the released value is > 0.3%
Historical events that allowed us to draw this conclusion
18 Mar 12:30 |
19 Feb 13:30 |
21 Aug 12:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
