Based on the last 12 Deposit Facilty Rate events in Euro Area, we expect a $22349 movement on S within 2 hours following the event release at 2024-03-07 13:15. We expect S to trend downwards 2 hours following the event release at 2024-03-07 13:15 if the released value is = 4%
Historical events that allowed us to draw this conclusion
25 Jan 13:15 |
04 May 12:15 |
16 Mar 13:15 |
15 Dec 13:15 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
