Based on the last 12 Inflation Rate YoY events in Canada, we expect a $0 movement on 6C within 4 hours following the event release at 16 Oct 12:30. We expect 6C to trend downwards 4 hours following the event release at 16 Oct 12:30 if the released value is < 2.1% Historical events that allowed us to draw this conclusion
18 Sep 12:30 |
27 Feb 13:30 |
19 Oct 12:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
