Based on the last 12 Inflation Rate YoY events in United States, we expect a $48.235 movement on CL within 12 hours following the event release at 10 Apr 12:30. We expect CL to trend upwards 12 hours following the event release at 10 Apr 12:30 if the released value is > 1.6%
Historical events that allowed us to draw this conclusion
13 Feb 13:30 |
13 Nov 13:30 |
13 Aug 12:30 |
10 Apr 12:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
