Based on the last 12 Inflation Rate YoY events in United States, we expect a 768 pip movement on HE within 48 hours following the event release at 2022-07-13 12:30. We expect HE to trend downwards 48 hours following the event release at 2022-07-13 12:30 if the released value is > 8.8%
Historical events that allowed us to draw this conclusion
10 Jun 12:30 |
11 May 12:30 |
12 Apr 12:30 |
10 Feb 13:30 |
11 Aug 12:30 |
13 Jul 12:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
