Based on the last 12 Inflation Rate YoY events in Japan, we expect a $0.196 movement on AC within 2 hours following the event release at 20 Aug 23:30. We expect AC to trend upwards 2 hours following the event release at 20 Aug 23:30 if the released value is > 0.1%
Historical events that allowed us to draw this conclusion
23 Apr 23:30 |
23 Jan 23:30 |
19 Dec 23:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
