Based on the last 12 Inflation Rate YoY events in United States, we expect a $1.375 movement on NG within 4 hours following the event release at 10 Mar 13:30. We expect NG to trend upwards 4 hours following the event release at 10 Mar 13:30 if the released value is = 7.9%
Historical events that allowed us to draw this conclusion
12 Jan 13:30 |
10 Dec 13:30 |
10 Mar 13:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
