Based on the last 12 Inflation Rate YoY events in Japan, we expect a $214.224 movement on CL within 12 hours following the event release at 17 Mar 23:30. We expect CL to trend downwards 12 hours following the event release at 17 Mar 23:30 if the released value is < 0.7% Historical events that allowed us to draw this conclusion
17 Feb 23:30 |
23 Sep 23:30 |
19 Aug 23:30 |
22 Apr 23:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).