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We expect a $2,931,075 movement on NIY within 2 hours following the event release at 29 Jul 12:30.

Based on the last 12 Continuing Jobless Claims events in United States, we expect a $2,931,075 movement on NIY within 2 hours following the event release at 29 Jul 12:30. We expect NIY to trend upwards 2 hours following the event release at 29 Jul 12:30 if the released value is < 3196K Historical events that allowed us to draw this conclusion

24 Jun 12:30
10 Jun 12:30
27 May 12:30

All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).

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We expect a $7,257,900 movement on NIY within 4 hours following the release of Inflation Rate YoY Prel.

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